CME British Pound Future June 2009


Trading Metrics calculated at close of trading on 16-Feb-2009
Day Change Summary
Previous Current
13-Feb-2009 16-Feb-2009 Change Change % Previous Week
Open 1.4308 1.4225 -0.0083 -0.6% 1.4818
High 1.4554 1.4267 -0.0287 -2.0% 1.4950
Low 1.4308 1.4225 -0.0083 -0.6% 1.4155
Close 1.4382 1.4267 -0.0115 -0.8% 1.4382
Range 0.0246 0.0042 -0.0204 -82.9% 0.0795
ATR 0.0268 0.0260 -0.0008 -3.0% 0.0000
Volume 109 109 0 0.0% 706
Daily Pivots for day following 16-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.4379 1.4365 1.4290
R3 1.4337 1.4323 1.4279
R2 1.4295 1.4295 1.4275
R1 1.4281 1.4281 1.4271 1.4288
PP 1.4253 1.4253 1.4253 1.4257
S1 1.4239 1.4239 1.4263 1.4246
S2 1.4211 1.4211 1.4259
S3 1.4169 1.4197 1.4255
S4 1.4127 1.4155 1.4244
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 1.4872 1.4155 0.0717 5.0% 0.0220 1.5% 16% False False 157
10 1.4950 1.4155 0.0795 5.6% 0.0222 1.6% 14% False False 106
20 1.4950 1.3618 0.1332 9.3% 0.0244 1.7% 49% False False 101
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0022
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1.4446
2.618 1.4377
1.618 1.4335
1.000 1.4309
0.618 1.4293
HIGH 1.4267
0.618 1.4251
0.500 1.4246
0.382 1.4241
LOW 1.4225
0.618 1.4199
1.000 1.4183
1.618 1.4157
2.618 1.4115
4.250 1.4047
Fisher Pivots for day following 16-Feb-2009
Pivot 1 day 3 day
R1 1.4260 1.4355
PP 1.4253 1.4325
S1 1.4246 1.4296

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

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