CME British Pound Future December 2009


Trading Metrics calculated at close of trading on 16-Jun-2009
Day Change Summary
Previous Current
15-Jun-2009 16-Jun-2009 Change Change % Previous Week
Open 1.6377 1.6386 0.0009 0.1% 1.5900
High 1.6377 1.6467 0.0090 0.5% 1.6590
Low 1.6236 1.6386 0.0150 0.9% 1.5800
Close 1.6286 1.6429 0.0143 0.9% 1.6444
Range 0.0141 0.0081 -0.0060 -42.6% 0.0790
ATR 0.0157 0.0159 0.0002 1.1% 0.0000
Volume 16 62 46 287.5% 27
Daily Pivots for day following 16-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.6670 1.6631 1.6474
R3 1.6589 1.6550 1.6451
R2 1.6508 1.6508 1.6444
R1 1.6469 1.6469 1.6436 1.6489
PP 1.6427 1.6427 1.6427 1.6437
S1 1.6388 1.6388 1.6422 1.6408
S2 1.6346 1.6346 1.6414
S3 1.6265 1.6307 1.6407
S4 1.6184 1.6226 1.6384
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.8648 1.8336 1.6879
R3 1.7858 1.7546 1.6661
R2 1.7068 1.7068 1.6589
R1 1.6756 1.6756 1.6516 1.6912
PP 1.6278 1.6278 1.6278 1.6356
S1 1.5966 1.5966 1.6372 1.6122
S2 1.5488 1.5488 1.6299
S3 1.4698 1.5176 1.6227
S4 1.3908 1.4386 1.6010
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6590 1.6236 0.0354 2.2% 0.0065 0.4% 55% False False 18
10 1.6590 1.5800 0.0790 4.8% 0.0100 0.6% 80% False False 12
20 1.6590 1.5449 0.1141 6.9% 0.0075 0.5% 86% False False 17
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6811
2.618 1.6679
1.618 1.6598
1.000 1.6548
0.618 1.6517
HIGH 1.6467
0.618 1.6436
0.500 1.6427
0.382 1.6417
LOW 1.6386
0.618 1.6336
1.000 1.6305
1.618 1.6255
2.618 1.6174
4.250 1.6042
Fisher Pivots for day following 16-Jun-2009
Pivot 1 day 3 day
R1 1.6428 1.6413
PP 1.6427 1.6398
S1 1.6427 1.6382

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

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