CME British Pound Future March 2009


Trading Metrics calculated at close of trading on 20-Feb-2009
Day Change Summary
Previous Current
19-Feb-2009 20-Feb-2009 Change Change % Previous Week
Open 1.4229 1.4295 0.0066 0.5% 1.4225
High 1.4451 1.4483 0.0032 0.2% 1.4483
Low 1.4215 1.4146 -0.0069 -0.5% 1.4090
Close 1.4299 1.4438 0.0139 1.0% 1.4438
Range 0.0236 0.0337 0.0101 42.8% 0.0393
ATR 0.0325 0.0326 0.0001 0.3% 0.0000
Volume 65,289 68,811 3,522 5.4% 212,780
Daily Pivots for day following 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.5367 1.5239 1.4623
R3 1.5030 1.4902 1.4531
R2 1.4693 1.4693 1.4500
R1 1.4565 1.4565 1.4469 1.4629
PP 1.4356 1.4356 1.4356 1.4388
S1 1.4228 1.4228 1.4407 1.4292
S2 1.4019 1.4019 1.4376
S3 1.3682 1.3891 1.4345
S4 1.3345 1.3554 1.4253
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.5516 1.5370 1.4654
R3 1.5123 1.4977 1.4546
R2 1.4730 1.4730 1.4510
R1 1.4584 1.4584 1.4474 1.4657
PP 1.4337 1.4337 1.4337 1.4374
S1 1.4191 1.4191 1.4402 1.4264
S2 1.3944 1.3944 1.4366
S3 1.3551 1.3798 1.4330
S4 1.3158 1.3405 1.4222
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% 0.0266 1.8% 68% False False 59,562
10 1.4979 1.4090 0.0889 6.2% 0.0286 2.0% 39% False False 71,713
20 1.4979 1.3492 0.1487 10.3% 0.0317 2.2% 64% False False 75,005
40 1.5356 1.3492 0.1864 12.9% 0.0331 2.3% 51% False False 62,865
60 1.5700 1.3492 0.2208 15.3% 0.0338 2.3% 43% False False 50,790
80 1.6565 1.3492 0.3073 21.3% 0.0324 2.2% 31% False False 38,215
100 1.8050 1.3492 0.4558 31.6% 0.0302 2.1% 21% False False 30,613
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0054
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5915
2.618 1.5365
1.618 1.5028
1.000 1.4820
0.618 1.4691
HIGH 1.4483
0.618 1.4354
0.500 1.4315
0.382 1.4275
LOW 1.4146
0.618 1.3938
1.000 1.3809
1.618 1.3601
2.618 1.3264
4.250 1.2714
Fisher Pivots for day following 20-Feb-2009
Pivot 1 day 3 day
R1 1.4397 1.4388
PP 1.4356 1.4337
S1 1.4315 1.4287

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

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