CME British Pound Future March 2009


Trading Metrics calculated at close of trading on 23-Sep-2008
Day Change Summary
Previous Current
22-Sep-2008 23-Sep-2008 Change Change % Previous Week
Open 1.8280 1.8336 0.0056 0.3% 1.7899
High 1.8420 1.8422 0.0002 0.0% 1.8202
Low 1.8200 1.8336 0.0136 0.7% 1.7596
Close 1.8398 1.8426 0.0028 0.2% 1.8164
Range 0.0220 0.0086 -0.0134 -60.9% 0.0606
ATR 0.0164 0.0159 -0.0006 -3.4% 0.0000
Volume 5 5 0 0.0% 126
Daily Pivots for day following 23-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.8653 1.8625 1.8473
R3 1.8567 1.8539 1.8450
R2 1.8481 1.8481 1.8442
R1 1.8453 1.8453 1.8434 1.8467
PP 1.8395 1.8395 1.8395 1.8402
S1 1.8367 1.8367 1.8418 1.8381
S2 1.8309 1.8309 1.8410
S3 1.8223 1.8281 1.8402
S4 1.8137 1.8195 1.8379
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.9805 1.9591 1.8497
R3 1.9199 1.8985 1.8331
R2 1.8593 1.8593 1.8275
R1 1.8379 1.8379 1.8220 1.8486
PP 1.7987 1.7987 1.7987 1.8041
S1 1.7773 1.7773 1.8108 1.7880
S2 1.7381 1.7381 1.8053
S3 1.6775 1.7167 1.7997
S4 1.6169 1.6561 1.7831
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.8422 1.7627 0.0795 4.3% 0.0170 0.9% 101% True False 8
10 1.8422 1.7275 0.1147 6.2% 0.0144 0.8% 100% True False 14
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.8788
2.618 1.8647
1.618 1.8561
1.000 1.8508
0.618 1.8475
HIGH 1.8422
0.618 1.8389
0.500 1.8379
0.382 1.8369
LOW 1.8336
0.618 1.8283
1.000 1.8250
1.618 1.8197
2.618 1.8111
4.250 1.7971
Fisher Pivots for day following 23-Sep-2008
Pivot 1 day 3 day
R1 1.8410 1.8371
PP 1.8395 1.8316
S1 1.8379 1.8261

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

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