CME British Pound Future June 2009


Trading Metrics calculated at close of trading on 12-Jun-2009
Day Change Summary
Previous Current
11-Jun-2009 12-Jun-2009 Change Change % Previous Week
Open 1.6349 1.6578 0.0229 1.4% 1.5910
High 1.6624 1.6599 -0.0025 -0.2% 1.6624
Low 1.6340 1.6328 -0.0012 -0.1% 1.5802
Close 1.6590 1.6453 -0.0137 -0.8% 1.6453
Range 0.0284 0.0271 -0.0013 -4.6% 0.0822
ATR 0.0276 0.0276 0.0000 -0.1% 0.0000
Volume 109,731 64,230 -45,501 -41.5% 518,416
Daily Pivots for day following 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.7273 1.7134 1.6602
R3 1.7002 1.6863 1.6528
R2 1.6731 1.6731 1.6503
R1 1.6592 1.6592 1.6478 1.6526
PP 1.6460 1.6460 1.6460 1.6427
S1 1.6321 1.6321 1.6428 1.6255
S2 1.6189 1.6189 1.6403
S3 1.5918 1.6050 1.6378
S4 1.5647 1.5779 1.6304
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.8759 1.8428 1.6905
R3 1.7937 1.7606 1.6679
R2 1.7115 1.7115 1.6604
R1 1.6784 1.6784 1.6528 1.6950
PP 1.6293 1.6293 1.6293 1.6376
S1 1.5962 1.5962 1.6378 1.6128
S2 1.5471 1.5471 1.6302
S3 1.4649 1.5140 1.6227
S4 1.3827 1.4318 1.6001
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6624 1.5802 0.0822 5.0% 0.0295 1.8% 79% False False 103,683
10 1.6665 1.5802 0.0863 5.2% 0.0317 1.9% 75% False False 111,578
20 1.6665 1.5113 0.1552 9.4% 0.0275 1.7% 86% False False 101,012
40 1.6665 1.4397 0.2268 13.8% 0.0250 1.5% 91% False False 88,433
60 1.6665 1.4112 0.2553 15.5% 0.0240 1.5% 92% False False 80,859
80 1.6665 1.3662 0.3003 18.3% 0.0242 1.5% 93% False False 64,385
100 1.6665 1.3618 0.3047 18.5% 0.0235 1.4% 93% False False 51,528
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 0.0073
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.7751
2.618 1.7308
1.618 1.7037
1.000 1.6870
0.618 1.6766
HIGH 1.6599
0.618 1.6495
0.500 1.6464
0.382 1.6432
LOW 1.6328
0.618 1.6161
1.000 1.6057
1.618 1.5890
2.618 1.5619
4.250 1.5176
Fisher Pivots for day following 12-Jun-2009
Pivot 1 day 3 day
R1 1.6464 1.6446
PP 1.6460 1.6439
S1 1.6457 1.6432

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

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