CME British Pound Future September 2009


Trading Metrics calculated at close of trading on 29-Apr-2009
Day Change Summary
Previous Current
28-Apr-2009 29-Apr-2009 Change Change % Previous Week
Open 1.4580 1.4720 0.0140 1.0% 1.4650
High 1.4679 1.4800 0.0121 0.8% 1.4750
Low 1.4564 1.4688 0.0124 0.9% 1.4446
Close 1.4623 1.4770 0.0147 1.0% 1.4670
Range 0.0115 0.0112 -0.0003 -2.6% 0.0304
ATR 0.0141 0.0144 0.0003 1.8% 0.0000
Volume 15 22 7 46.7% 147
Daily Pivots for day following 29-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.5089 1.5041 1.4832
R3 1.4977 1.4929 1.4801
R2 1.4865 1.4865 1.4791
R1 1.4817 1.4817 1.4780 1.4841
PP 1.4753 1.4753 1.4753 1.4765
S1 1.4705 1.4705 1.4760 1.4729
S2 1.4641 1.4641 1.4749
S3 1.4529 1.4593 1.4739
S4 1.4417 1.4481 1.4708
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 1.4800 1.4446 0.0354 2.4% 0.0095 0.6% 92% True False 16
10 1.5062 1.4446 0.0616 4.2% 0.0111 0.8% 53% False False 30
20 1.5062 1.4392 0.0670 4.5% 0.0097 0.7% 56% False False 24
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5276
2.618 1.5093
1.618 1.4981
1.000 1.4912
0.618 1.4869
HIGH 1.4800
0.618 1.4757
0.500 1.4744
0.382 1.4731
LOW 1.4688
0.618 1.4619
1.000 1.4576
1.618 1.4507
2.618 1.4395
4.250 1.4212
Fisher Pivots for day following 29-Apr-2009
Pivot 1 day 3 day
R1 1.4761 1.4738
PP 1.4753 1.4707
S1 1.4744 1.4675

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

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