CME British Pound Future September 2009


Trading Metrics calculated at close of trading on 06-Apr-2009
Day Change Summary
Previous Current
03-Apr-2009 06-Apr-2009 Change Change % Previous Week
Open 1.4775 1.4736 -0.0039 -0.3% 1.4180
High 1.4850 1.4738 -0.0112 -0.8% 1.4850
Low 1.4775 1.4690 -0.0085 -0.6% 1.4180
Close 1.4832 1.4733 -0.0099 -0.7% 1.4832
Range 0.0075 0.0048 -0.0027 -36.0% 0.0670
ATR 0.0145 0.0145 0.0000 -0.2% 0.0000
Volume 10 6 -4 -40.0% 45
Daily Pivots for day following 06-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.4864 1.4847 1.4759
R3 1.4816 1.4799 1.4746
R2 1.4768 1.4768 1.4742
R1 1.4751 1.4751 1.4737 1.4736
PP 1.4720 1.4720 1.4720 1.4713
S1 1.4703 1.4703 1.4729 1.4688
S2 1.4672 1.4672 1.4724
S3 1.4624 1.4655 1.4720
S4 1.4576 1.4607 1.4707
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.6631 1.6401 1.5201
R3 1.5961 1.5731 1.5016
R2 1.5291 1.5291 1.4955
R1 1.5061 1.5061 1.4893 1.5176
PP 1.4621 1.4621 1.4621 1.4678
S1 1.4391 1.4391 1.4771 1.4506
S2 1.3951 1.3951 1.4709
S3 1.3281 1.3721 1.4648
S4 1.2611 1.3051 1.4464
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4850 1.4248 0.0602 4.1% 0.0078 0.5% 81% False False 9
10 1.4850 1.4180 0.0670 4.5% 0.0082 0.6% 83% False False 20
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 0.0005
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.4942
2.618 1.4864
1.618 1.4816
1.000 1.4786
0.618 1.4768
HIGH 1.4738
0.618 1.4720
0.500 1.4714
0.382 1.4708
LOW 1.4690
0.618 1.4660
1.000 1.4642
1.618 1.4612
2.618 1.4564
4.250 1.4486
Fisher Pivots for day following 06-Apr-2009
Pivot 1 day 3 day
R1 1.4727 1.4759
PP 1.4720 1.4750
S1 1.4714 1.4742

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

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