CME British Pound Future June 2009


Trading Metrics calculated at close of trading on 30-Jan-2009
Day Change Summary
Previous Current
29-Jan-2009 30-Jan-2009 Change Change % Previous Week
Open 1.4128 1.4201 0.0073 0.5% 1.3800
High 1.4381 1.4528 0.0147 1.0% 1.4528
Low 1.4128 1.4187 0.0059 0.4% 1.3705
Close 1.4304 1.4445 0.0141 1.0% 1.4445
Range 0.0253 0.0341 0.0088 34.8% 0.0823
ATR 0.0257 0.0263 0.0006 2.3% 0.0000
Volume 49 112 63 128.6% 268
Daily Pivots for day following 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.5410 1.5268 1.4633
R3 1.5069 1.4927 1.4539
R2 1.4728 1.4728 1.4508
R1 1.4586 1.4586 1.4476 1.4657
PP 1.4387 1.4387 1.4387 1.4422
S1 1.4245 1.4245 1.4414 1.4316
S2 1.4046 1.4046 1.4382
S3 1.3705 1.3904 1.4351
S4 1.3364 1.3563 1.4257
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.6695 1.6393 1.4898
R3 1.5872 1.5570 1.4671
R2 1.5049 1.5049 1.4596
R1 1.4747 1.4747 1.4520 1.4898
PP 1.4226 1.4226 1.4226 1.4302
S1 1.3924 1.3924 1.4370 1.4075
S2 1.3403 1.3403 1.4294
S3 1.2580 1.3101 1.4219
S4 1.1757 1.2278 1.3992
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4528 1.3705 0.0823 5.7% 0.0257 1.8% 90% True False 53
10 1.4695 1.3618 0.1077 7.5% 0.0268 1.9% 77% False False 97
20 1.5300 1.3618 0.1682 11.6% 0.0216 1.5% 49% False False 164
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.5977
2.618 1.5421
1.618 1.5080
1.000 1.4869
0.618 1.4739
HIGH 1.4528
0.618 1.4398
0.500 1.4358
0.382 1.4317
LOW 1.4187
0.618 1.3976
1.000 1.3846
1.618 1.3635
2.618 1.3294
4.250 1.2738
Fisher Pivots for day following 30-Jan-2009
Pivot 1 day 3 day
R1 1.4416 1.4406
PP 1.4387 1.4367
S1 1.4358 1.4328

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

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