CME British Pound Future March 2009


Trading Metrics calculated at close of trading on 08-Oct-2008
Day Change Summary
Previous Current
07-Oct-2008 08-Oct-2008 Change Change % Previous Week
Open 1.7344 1.7557 0.0213 1.2% 1.8089
High 1.7560 1.7600 0.0040 0.2% 1.8089
Low 1.7344 1.7274 -0.0070 -0.4% 1.7500
Close 1.7436 1.7254 -0.0182 -1.0% 1.7661
Range 0.0216 0.0326 0.0110 50.9% 0.0589
ATR 0.0201 0.0210 0.0009 4.4% 0.0000
Volume 186 13 -173 -93.0% 861
Daily Pivots for day following 08-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.8354 1.8130 1.7433
R3 1.8028 1.7804 1.7344
R2 1.7702 1.7702 1.7314
R1 1.7478 1.7478 1.7284 1.7427
PP 1.7376 1.7376 1.7376 1.7351
S1 1.7152 1.7152 1.7224 1.7101
S2 1.7050 1.7050 1.7194
S3 1.6724 1.6826 1.7164
S4 1.6398 1.6500 1.7075
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.9517 1.9178 1.7985
R3 1.8928 1.8589 1.7823
R2 1.8339 1.8339 1.7769
R1 1.8000 1.8000 1.7715 1.7875
PP 1.7750 1.7750 1.7750 1.7688
S1 1.7411 1.7411 1.7607 1.7286
S2 1.7161 1.7161 1.7553
S3 1.6572 1.6822 1.7499
S4 1.5983 1.6233 1.7337
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.7706 1.7270 0.0436 2.5% 0.0211 1.2% -4% False False 141
10 1.8480 1.7270 0.1210 7.0% 0.0202 1.2% -1% False False 152
20 1.8480 1.7270 0.1210 7.0% 0.0173 1.0% -1% False False 86
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 0.0025
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.8986
2.618 1.8453
1.618 1.8127
1.000 1.7926
0.618 1.7801
HIGH 1.7600
0.618 1.7475
0.500 1.7437
0.382 1.7399
LOW 1.7274
0.618 1.7073
1.000 1.6948
1.618 1.6747
2.618 1.6421
4.250 1.5889
Fisher Pivots for day following 08-Oct-2008
Pivot 1 day 3 day
R1 1.7437 1.7435
PP 1.7376 1.7375
S1 1.7315 1.7314

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

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