CME British Pound Future September 2009


Trading Metrics calculated at close of trading on 23-Apr-2009
Day Change Summary
Previous Current
22-Apr-2009 23-Apr-2009 Change Change % Previous Week
Open 1.4545 1.4497 -0.0048 -0.3% 1.4650
High 1.4550 1.4555 0.0005 0.0% 1.5062
Low 1.4483 1.4446 -0.0037 -0.3% 1.4650
Close 1.4505 1.4696 0.0191 1.3% 1.4792
Range 0.0067 0.0109 0.0042 62.7% 0.0412
ATR 0.0155 0.0152 -0.0003 -2.1% 0.0000
Volume 86 38 -48 -55.8% 158
Daily Pivots for day following 23-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.4893 1.4903 1.4756
R3 1.4784 1.4794 1.4726
R2 1.4675 1.4675 1.4716
R1 1.4685 1.4685 1.4706 1.4680
PP 1.4566 1.4566 1.4566 1.4563
S1 1.4576 1.4576 1.4686 1.4571
S2 1.4457 1.4457 1.4676
S3 1.4348 1.4467 1.4666
S4 1.4239 1.4358 1.4636
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.6071 1.5843 1.5019
R3 1.5659 1.5431 1.4905
R2 1.5247 1.5247 1.4868
R1 1.5019 1.5019 1.4830 1.5133
PP 1.4835 1.4835 1.4835 1.4892
S1 1.4607 1.4607 1.4754 1.4721
S2 1.4423 1.4423 1.4716
S3 1.4011 1.4195 1.4679
S4 1.3599 1.3783 1.4565
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4797 1.4446 0.0351 2.4% 0.0111 0.8% 71% False True 46
10 1.5062 1.4446 0.0616 4.2% 0.0116 0.8% 41% False True 30
20 1.5062 1.4180 0.0882 6.0% 0.0099 0.7% 59% False False 29
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5018
2.618 1.4840
1.618 1.4731
1.000 1.4664
0.618 1.4622
HIGH 1.4555
0.618 1.4513
0.500 1.4501
0.382 1.4488
LOW 1.4446
0.618 1.4379
1.000 1.4337
1.618 1.4270
2.618 1.4161
4.250 1.3983
Fisher Pivots for day following 23-Apr-2009
Pivot 1 day 3 day
R1 1.4631 1.4657
PP 1.4566 1.4618
S1 1.4501 1.4579

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

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