CME British Pound Future June 2009


Trading Metrics calculated at close of trading on 13-Feb-2009
Day Change Summary
Previous Current
12-Feb-2009 13-Feb-2009 Change Change % Previous Week
Open 1.4355 1.4308 -0.0047 -0.3% 1.4818
High 1.4380 1.4554 0.0174 1.2% 1.4950
Low 1.4155 1.4308 0.0153 1.1% 1.4155
Close 1.4189 1.4382 0.0193 1.4% 1.4382
Range 0.0225 0.0246 0.0021 9.3% 0.0795
ATR 0.0260 0.0268 0.0007 2.9% 0.0000
Volume 208 109 -99 -47.6% 706
Daily Pivots for day following 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.5153 1.5013 1.4517
R3 1.4907 1.4767 1.4450
R2 1.4661 1.4661 1.4427
R1 1.4521 1.4521 1.4405 1.4591
PP 1.4415 1.4415 1.4415 1.4450
S1 1.4275 1.4275 1.4359 1.4345
S2 1.4169 1.4169 1.4337
S3 1.3923 1.4029 1.4314
S4 1.3677 1.3783 1.4247
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.6881 1.6426 1.4819
R3 1.6086 1.5631 1.4601
R2 1.5291 1.5291 1.4528
R1 1.4836 1.4836 1.4455 1.4666
PP 1.4496 1.4496 1.4496 1.4411
S1 1.4041 1.4041 1.4309 1.3871
S2 1.3701 1.3701 1.4236
S3 1.2906 1.3246 1.4163
S4 1.2111 1.2451 1.3945
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 5.5% 0.0258 1.8% 29% False False 141
10 1.4950 1.4075 0.0875 6.1% 0.0239 1.7% 35% False False 101
20 1.4950 1.3618 0.1332 9.3% 0.0254 1.8% 57% False False 99
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 0.0022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5600
2.618 1.5198
1.618 1.4952
1.000 1.4800
0.618 1.4706
HIGH 1.4554
0.618 1.4460
0.500 1.4431
0.382 1.4402
LOW 1.4308
0.618 1.4156
1.000 1.4062
1.618 1.3910
2.618 1.3664
4.250 1.3263
Fisher Pivots for day following 13-Feb-2009
Pivot 1 day 3 day
R1 1.4431 1.4373
PP 1.4415 1.4364
S1 1.4398 1.4355

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

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