CME British Pound Future March 2009


Trading Metrics calculated at close of trading on 05-Nov-2008
Day Change Summary
Previous Current
04-Nov-2008 05-Nov-2008 Change Change % Previous Week
Open 1.5716 1.5734 0.0018 0.1% 1.5604
High 1.5941 1.6066 0.0125 0.8% 1.6565
Low 1.5571 1.5734 0.0163 1.0% 1.5330
Close 1.5823 1.5865 0.0042 0.3% 1.6049
Range 0.0370 0.0332 -0.0038 -10.3% 0.1235
ATR 0.0361 0.0359 -0.0002 -0.6% 0.0000
Volume 9 47 38 422.2% 1,118
Daily Pivots for day following 05-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.6884 1.6707 1.6048
R3 1.6552 1.6375 1.5956
R2 1.6220 1.6220 1.5926
R1 1.6043 1.6043 1.5895 1.6132
PP 1.5888 1.5888 1.5888 1.5933
S1 1.5711 1.5711 1.5835 1.5800
S2 1.5556 1.5556 1.5804
S3 1.5224 1.5379 1.5774
S4 1.4892 1.5047 1.5682
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.9686 1.9103 1.6728
R3 1.8451 1.7868 1.6389
R2 1.7216 1.7216 1.6275
R1 1.6633 1.6633 1.6162 1.6925
PP 1.5981 1.5981 1.5981 1.6127
S1 1.5398 1.5398 1.5936 1.5690
S2 1.4746 1.4746 1.5823
S3 1.3511 1.4163 1.5709
S4 1.2276 1.2928 1.5370
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6565 1.5571 0.0994 6.3% 0.0304 1.9% 30% False False 57
10 1.6565 1.5330 0.1235 7.8% 0.0330 2.1% 43% False False 195
20 1.7520 1.5330 0.2190 13.8% 0.0257 1.6% 24% False False 206
40 1.8480 1.5330 0.3150 19.9% 0.0215 1.4% 17% False False 146
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 0.0042
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.7477
2.618 1.6935
1.618 1.6603
1.000 1.6398
0.618 1.6271
HIGH 1.6066
0.618 1.5939
0.500 1.5900
0.382 1.5861
LOW 1.5734
0.618 1.5529
1.000 1.5402
1.618 1.5197
2.618 1.4865
4.250 1.4323
Fisher Pivots for day following 05-Nov-2008
Pivot 1 day 3 day
R1 1.5900 1.5871
PP 1.5888 1.5869
S1 1.5877 1.5867

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

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