CME British Pound Future March 2009


Trading Metrics calculated at close of trading on 25-Feb-2009
Day Change Summary
Previous Current
24-Feb-2009 25-Feb-2009 Change Change % Previous Week
Open 1.4486 1.4519 0.0033 0.2% 1.4225
High 1.4578 1.4597 0.0019 0.1% 1.4483
Low 1.4371 1.4173 -0.0198 -1.4% 1.4090
Close 1.4489 1.4194 -0.0295 -2.0% 1.4438
Range 0.0207 0.0424 0.0217 104.8% 0.0393
ATR 0.0316 0.0323 0.0008 2.5% 0.0000
Volume 59,437 61,259 1,822 3.1% 212,780
Daily Pivots for day following 25-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.5593 1.5318 1.4427
R3 1.5169 1.4894 1.4311
R2 1.4745 1.4745 1.4272
R1 1.4470 1.4470 1.4233 1.4396
PP 1.4321 1.4321 1.4321 1.4284
S1 1.4046 1.4046 1.4155 1.3972
S2 1.3897 1.3897 1.4116
S3 1.3473 1.3622 1.4077
S4 1.3049 1.3198 1.3961
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 1.4660 1.4146 0.0514 3.6% 0.0301 2.1% 9% False False 64,888
10 1.4660 1.4090 0.0570 4.0% 0.0279 2.0% 18% False False 67,328
20 1.4979 1.4044 0.0935 6.6% 0.0306 2.2% 16% False False 73,007
40 1.5356 1.3492 0.1864 13.1% 0.0340 2.4% 38% False False 66,016
60 1.5700 1.3492 0.2208 15.6% 0.0337 2.4% 32% False False 53,914
80 1.6170 1.3492 0.2678 18.9% 0.0323 2.3% 26% False False 40,581
100 1.7706 1.3492 0.4214 29.7% 0.0306 2.2% 17% False False 32,509
120 1.8480 1.3492 0.4988 35.1% 0.0276 1.9% 14% False False 27,102
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0062
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.6399
2.618 1.5707
1.618 1.5283
1.000 1.5021
0.618 1.4859
HIGH 1.4597
0.618 1.4435
0.500 1.4385
0.382 1.4335
LOW 1.4173
0.618 1.3911
1.000 1.3749
1.618 1.3487
2.618 1.3063
4.250 1.2371
Fisher Pivots for day following 25-Feb-2009
Pivot 1 day 3 day
R1 1.4385 1.4417
PP 1.4321 1.4342
S1 1.4258 1.4268

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

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