CME British Pound Future June 2009


Trading Metrics calculated at close of trading on 14-Jan-2009
Day Change Summary
Previous Current
13-Jan-2009 14-Jan-2009 Change Change % Previous Week
Open 1.4700 1.4668 -0.0032 -0.2% 1.4710
High 1.4700 1.4668 -0.0032 -0.2% 1.5300
Low 1.4450 1.4543 0.0093 0.6% 1.4568
Close 1.4461 1.4550 0.0089 0.6% 1.5093
Range 0.0250 0.0125 -0.0125 -50.0% 0.0732
ATR
Volume 6 34 28 466.7% 561
Daily Pivots for day following 14-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.4962 1.4881 1.4619
R3 1.4837 1.4756 1.4584
R2 1.4712 1.4712 1.4573
R1 1.4631 1.4631 1.4561 1.4609
PP 1.4587 1.4587 1.4587 1.4576
S1 1.4506 1.4506 1.4539 1.4484
S2 1.4462 1.4462 1.4527
S3 1.4337 1.4381 1.4516
S4 1.4212 1.4256 1.4481
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.7183 1.6870 1.5496
R3 1.6451 1.6138 1.5294
R2 1.5719 1.5719 1.5227
R1 1.5406 1.5406 1.5160 1.5563
PP 1.4987 1.4987 1.4987 1.5065
S1 1.4674 1.4674 1.5026 1.4831
S2 1.4255 1.4255 1.4959
S3 1.3523 1.3942 1.4892
S4 1.2791 1.3210 1.4690
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5300 1.4450 0.0850 5.8% 0.0205 1.4% 12% False False 38
10 1.5300 1.4361 0.0939 6.5% 0.0186 1.3% 20% False False 66
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.5199
2.618 1.4995
1.618 1.4870
1.000 1.4793
0.618 1.4745
HIGH 1.4668
0.618 1.4620
0.500 1.4606
0.382 1.4591
LOW 1.4543
0.618 1.4466
1.000 1.4418
1.618 1.4341
2.618 1.4216
4.250 1.4012
Fisher Pivots for day following 14-Jan-2009
Pivot 1 day 3 day
R1 1.4606 1.4713
PP 1.4587 1.4658
S1 1.4569 1.4604

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

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