CME British Pound Future September 2009


Trading Metrics calculated at close of trading on 24-Apr-2009
Day Change Summary
Previous Current
23-Apr-2009 24-Apr-2009 Change Change % Previous Week
Open 1.4497 1.4750 0.0253 1.7% 1.4650
High 1.4555 1.4750 0.0195 1.3% 1.4750
Low 1.4446 1.4711 0.0265 1.8% 1.4446
Close 1.4696 1.4670 -0.0026 -0.2% 1.4670
Range 0.0109 0.0039 -0.0070 -64.2% 0.0304
ATR 0.0152 0.0145 -0.0007 -4.6% 0.0000
Volume 38 4 -34 -89.5% 147
Daily Pivots for day following 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.4827 1.4788 1.4691
R3 1.4788 1.4749 1.4681
R2 1.4749 1.4749 1.4677
R1 1.4710 1.4710 1.4674 1.4710
PP 1.4710 1.4710 1.4710 1.4711
S1 1.4671 1.4671 1.4666 1.4671
S2 1.4671 1.4671 1.4663
S3 1.4632 1.4632 1.4659
S4 1.4593 1.4593 1.4649
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.5534 1.5406 1.4837
R3 1.5230 1.5102 1.4754
R2 1.4926 1.4926 1.4726
R1 1.4798 1.4798 1.4698 1.4862
PP 1.4622 1.4622 1.4622 1.4654
S1 1.4494 1.4494 1.4642 1.4558
S2 1.4318 1.4318 1.4614
S3 1.4014 1.4190 1.4586
S4 1.3710 1.3886 1.4503
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4750 1.4446 0.0304 2.1% 0.0114 0.8% 74% True False 29
10 1.5062 1.4446 0.0616 4.2% 0.0113 0.8% 36% False False 30
20 1.5062 1.4180 0.0882 6.0% 0.0100 0.7% 56% False False 28
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Stretch 0.0006
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.4916
2.618 1.4852
1.618 1.4813
1.000 1.4789
0.618 1.4774
HIGH 1.4750
0.618 1.4735
0.500 1.4731
0.382 1.4726
LOW 1.4711
0.618 1.4687
1.000 1.4672
1.618 1.4648
2.618 1.4609
4.250 1.4545
Fisher Pivots for day following 24-Apr-2009
Pivot 1 day 3 day
R1 1.4731 1.4646
PP 1.4710 1.4622
S1 1.4690 1.4598

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

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