CME British Pound Future June 2009


Trading Metrics calculated at close of trading on 12-Feb-2009
Day Change Summary
Previous Current
11-Feb-2009 12-Feb-2009 Change Change % Previous Week
Open 1.4480 1.4355 -0.0125 -0.9% 1.4288
High 1.4480 1.4380 -0.0100 -0.7% 1.4823
Low 1.4316 1.4155 -0.0161 -1.1% 1.4075
Close 1.4373 1.4189 -0.0184 -1.3% 1.4783
Range 0.0164 0.0225 0.0061 37.2% 0.0748
ATR 0.0263 0.0260 -0.0003 -1.0% 0.0000
Volume 98 208 110 112.2% 307
Daily Pivots for day following 12-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.4916 1.4778 1.4313
R3 1.4691 1.4553 1.4251
R2 1.4466 1.4466 1.4230
R1 1.4328 1.4328 1.4210 1.4285
PP 1.4241 1.4241 1.4241 1.4220
S1 1.4103 1.4103 1.4168 1.4060
S2 1.4016 1.4016 1.4148
S3 1.3791 1.3878 1.4127
S4 1.3566 1.3653 1.4065
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 1.4155 0.0795 5.6% 0.0253 1.8% 4% False True 135
10 1.4950 1.4075 0.0875 6.2% 0.0249 1.8% 13% False False 101
20 1.4950 1.3618 0.1332 9.4% 0.0247 1.7% 43% False False 97
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5336
2.618 1.4969
1.618 1.4744
1.000 1.4605
0.618 1.4519
HIGH 1.4380
0.618 1.4294
0.500 1.4268
0.382 1.4241
LOW 1.4155
0.618 1.4016
1.000 1.3930
1.618 1.3791
2.618 1.3566
4.250 1.3199
Fisher Pivots for day following 12-Feb-2009
Pivot 1 day 3 day
R1 1.4268 1.4514
PP 1.4241 1.4405
S1 1.4215 1.4297

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

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