CME British Pound Future March 2009


Trading Metrics calculated at close of trading on 19-Feb-2009
Day Change Summary
Previous Current
18-Feb-2009 19-Feb-2009 Change Change % Previous Week
Open 1.4242 1.4229 -0.0013 -0.1% 1.4795
High 1.4297 1.4451 0.0154 1.1% 1.4979
Low 1.4090 1.4215 0.0125 0.9% 1.4132
Close 1.4217 1.4299 0.0082 0.6% 1.4381
Range 0.0207 0.0236 0.0029 14.0% 0.0847
ATR 0.0332 0.0325 -0.0007 -2.1% 0.0000
Volume 78,680 65,289 -13,391 -17.0% 416,706
Daily Pivots for day following 19-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.5030 1.4900 1.4429
R3 1.4794 1.4664 1.4364
R2 1.4558 1.4558 1.4342
R1 1.4428 1.4428 1.4321 1.4493
PP 1.4322 1.4322 1.4322 1.4354
S1 1.4192 1.4192 1.4277 1.4257
S2 1.4086 1.4086 1.4256
S3 1.3850 1.3956 1.4234
S4 1.3614 1.3720 1.4169
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.7038 1.6557 1.4847
R3 1.6191 1.5710 1.4614
R2 1.5344 1.5344 1.4536
R1 1.4863 1.4863 1.4459 1.4680
PP 1.4497 1.4497 1.4497 1.4406
S1 1.4016 1.4016 1.4303 1.3833
S2 1.3650 1.3650 1.4226
S3 1.2803 1.3169 1.4148
S4 1.1956 1.2322 1.3915
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4604 1.4090 0.0514 3.6% 0.0254 1.8% 41% False False 63,133
10 1.4979 1.4090 0.0889 6.2% 0.0286 2.0% 24% False False 72,628
20 1.4979 1.3492 0.1487 10.4% 0.0317 2.2% 54% False False 76,057
40 1.5356 1.3492 0.1864 13.0% 0.0331 2.3% 43% False False 62,593
60 1.5700 1.3492 0.2208 15.4% 0.0337 2.4% 37% False False 49,691
80 1.6565 1.3492 0.3073 21.5% 0.0324 2.3% 26% False False 37,355
100 1.8089 1.3492 0.4597 32.1% 0.0301 2.1% 18% False False 29,925
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0047
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5454
2.618 1.5069
1.618 1.4833
1.000 1.4687
0.618 1.4597
HIGH 1.4451
0.618 1.4361
0.500 1.4333
0.382 1.4305
LOW 1.4215
0.618 1.4069
1.000 1.3979
1.618 1.3833
2.618 1.3597
4.250 1.3212
Fisher Pivots for day following 19-Feb-2009
Pivot 1 day 3 day
R1 1.4333 1.4290
PP 1.4322 1.4280
S1 1.4310 1.4271

These figures are updated between 7pm and 10pm EST after a trading day.

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