CME British Pound Future June 2009


Trading Metrics calculated at close of trading on 06-Feb-2009
Day Change Summary
Previous Current
05-Feb-2009 06-Feb-2009 Change Change % Previous Week
Open 1.4370 1.4600 0.0230 1.6% 1.4288
High 1.4680 1.4823 0.0143 1.0% 1.4823
Low 1.4370 1.4600 0.0230 1.6% 1.4075
Close 1.4624 1.4783 0.0159 1.1% 1.4783
Range 0.0310 0.0223 -0.0087 -28.1% 0.0748
ATR 0.0262 0.0259 -0.0003 -1.1% 0.0000
Volume 104 79 -25 -24.0% 307
Daily Pivots for day following 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.5404 1.5317 1.4906
R3 1.5181 1.5094 1.4844
R2 1.4958 1.4958 1.4824
R1 1.4871 1.4871 1.4803 1.4915
PP 1.4735 1.4735 1.4735 1.4757
S1 1.4648 1.4648 1.4763 1.4692
S2 1.4512 1.4512 1.4742
S3 1.4289 1.4425 1.4722
S4 1.4066 1.4202 1.4660
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.6804 1.6542 1.5194
R3 1.6056 1.5794 1.4989
R2 1.5308 1.5308 1.4920
R1 1.5046 1.5046 1.4852 1.5177
PP 1.4560 1.4560 1.4560 1.4626
S1 1.4298 1.4298 1.4714 1.4429
S2 1.3812 1.3812 1.4646
S3 1.3064 1.3550 1.4577
S4 1.2316 1.2802 1.4372
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4823 1.4075 0.0748 5.1% 0.0221 1.5% 95% True False 61
10 1.4823 1.3705 0.1118 7.6% 0.0239 1.6% 96% True False 57
20 1.4975 1.3618 0.1357 9.2% 0.0222 1.5% 86% False False 152
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 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5771
2.618 1.5407
1.618 1.5184
1.000 1.5046
0.618 1.4961
HIGH 1.4823
0.618 1.4738
0.500 1.4712
0.382 1.4685
LOW 1.4600
0.618 1.4462
1.000 1.4377
1.618 1.4239
2.618 1.4016
4.250 1.3652
Fisher Pivots for day following 06-Feb-2009
Pivot 1 day 3 day
R1 1.4759 1.4721
PP 1.4735 1.4659
S1 1.4712 1.4597

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

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