CME British Pound Future June 2009


Trading Metrics calculated at close of trading on 11-Feb-2009
Day Change Summary
Previous Current
10-Feb-2009 11-Feb-2009 Change Change % Previous Week
Open 1.4809 1.4480 -0.0329 -2.2% 1.4288
High 1.4872 1.4480 -0.0392 -2.6% 1.4823
Low 1.4450 1.4316 -0.0134 -0.9% 1.4075
Close 1.4471 1.4373 -0.0098 -0.7% 1.4783
Range 0.0422 0.0164 -0.0258 -61.1% 0.0748
ATR 0.0271 0.0263 -0.0008 -2.8% 0.0000
Volume 263 98 -165 -62.7% 307
Daily Pivots for day following 11-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.4882 1.4791 1.4463
R3 1.4718 1.4627 1.4418
R2 1.4554 1.4554 1.4403
R1 1.4463 1.4463 1.4388 1.4427
PP 1.4390 1.4390 1.4390 1.4371
S1 1.4299 1.4299 1.4358 1.4263
S2 1.4226 1.4226 1.4343
S3 1.4062 1.4135 1.4328
S4 1.3898 1.3971 1.4283
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 1.4950 1.4316 0.0634 4.4% 0.0270 1.9% 9% False True 114
10 1.4950 1.4075 0.0875 6.1% 0.0251 1.7% 34% False False 85
20 1.4950 1.3618 0.1332 9.3% 0.0236 1.6% 57% False False 168
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0020
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.5177
2.618 1.4909
1.618 1.4745
1.000 1.4644
0.618 1.4581
HIGH 1.4480
0.618 1.4417
0.500 1.4398
0.382 1.4379
LOW 1.4316
0.618 1.4215
1.000 1.4152
1.618 1.4051
2.618 1.3887
4.250 1.3619
Fisher Pivots for day following 11-Feb-2009
Pivot 1 day 3 day
R1 1.4398 1.4633
PP 1.4390 1.4546
S1 1.4381 1.4460

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

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