CME British Pound Future March 2009


Trading Metrics calculated at close of trading on 22-Dec-2008
Day Change Summary
Previous Current
19-Dec-2008 22-Dec-2008 Change Change % Previous Week
Open 1.5018 1.4933 -0.0085 -0.6% 1.4940
High 1.5173 1.4968 -0.0205 -1.4% 1.5700
Low 1.4785 1.4660 -0.0125 -0.8% 1.4785
Close 1.4841 1.4839 -0.0002 0.0% 1.4841
Range 0.0388 0.0308 -0.0080 -20.6% 0.0915
ATR 0.0365 0.0360 -0.0004 -1.1% 0.0000
Volume 79,309 57,917 -21,392 -27.0% 352,013
Daily Pivots for day following 22-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.5746 1.5601 1.5008
R3 1.5438 1.5293 1.4924
R2 1.5130 1.5130 1.4895
R1 1.4985 1.4985 1.4867 1.4904
PP 1.4822 1.4822 1.4822 1.4782
S1 1.4677 1.4677 1.4811 1.4596
S2 1.4514 1.4514 1.4783
S3 1.4206 1.4369 1.4754
S4 1.3898 1.4061 1.4670
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.7854 1.7262 1.5344
R3 1.6939 1.6347 1.5093
R2 1.6024 1.6024 1.5009
R1 1.5432 1.5432 1.4925 1.5271
PP 1.5109 1.5109 1.5109 1.5028
S1 1.4517 1.4517 1.4757 1.4356
S2 1.4194 1.4194 1.4673
S3 1.3279 1.3602 1.4589
S4 1.2364 1.2687 1.4338
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5700 1.4660 0.1040 7.0% 0.0473 3.2% 17% False True 68,742
10 1.5700 1.4659 0.1041 7.0% 0.0387 2.6% 17% False False 51,741
20 1.5700 1.4500 0.1200 8.1% 0.0350 2.4% 28% False False 26,640
40 1.6565 1.4500 0.2065 13.9% 0.0318 2.1% 16% False False 13,565
60 1.8050 1.4500 0.3550 23.9% 0.0283 1.9% 10% False False 9,112
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0078
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.6277
2.618 1.5774
1.618 1.5466
1.000 1.5276
0.618 1.5158
HIGH 1.4968
0.618 1.4850
0.500 1.4814
0.382 1.4778
LOW 1.4660
0.618 1.4470
1.000 1.4352
1.618 1.4162
2.618 1.3854
4.250 1.3351
Fisher Pivots for day following 22-Dec-2008
Pivot 1 day 3 day
R1 1.4831 1.5131
PP 1.4822 1.5033
S1 1.4814 1.4936

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

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