CME British Pound Future September 2009


Trading Metrics calculated at close of trading on 18-May-2009
Day Change Summary
Previous Current
15-May-2009 18-May-2009 Change Change % Previous Week
Open 1.5206 1.5217 0.0011 0.1% 1.5120
High 1.5291 1.5339 0.0048 0.3% 1.5313
Low 1.5157 1.5217 0.0060 0.4% 1.5074
Close 1.5156 1.5311 0.0155 1.0% 1.5156
Range 0.0134 0.0122 -0.0012 -9.0% 0.0239
ATR 0.0154 0.0156 0.0002 1.3% 0.0000
Volume 51 89 38 74.5% 1,358
Daily Pivots for day following 18-May-2009
Classic Woodie Camarilla DeMark
R4 1.5655 1.5605 1.5378
R3 1.5533 1.5483 1.5345
R2 1.5411 1.5411 1.5333
R1 1.5361 1.5361 1.5322 1.5386
PP 1.5289 1.5289 1.5289 1.5302
S1 1.5239 1.5239 1.5300 1.5264
S2 1.5167 1.5167 1.5289
S3 1.5045 1.5117 1.5277
S4 1.4923 1.4995 1.5244
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 1.5898 1.5766 1.5287
R3 1.5659 1.5527 1.5222
R2 1.5420 1.5420 1.5200
R1 1.5288 1.5288 1.5178 1.5354
PP 1.5181 1.5181 1.5181 1.5214
S1 1.5049 1.5049 1.5134 1.5115
S2 1.4942 1.4942 1.5112
S3 1.4703 1.4810 1.5090
S4 1.4464 1.4571 1.5025
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5339 1.5074 0.0265 1.7% 0.0149 1.0% 89% True False 186
10 1.5339 1.4968 0.0371 2.4% 0.0148 1.0% 92% True False 195
20 1.5339 1.4446 0.0893 5.8% 0.0130 0.8% 97% True False 109
40 1.5339 1.4180 0.1159 7.6% 0.0111 0.7% 98% True False 67
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 0.0010
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.5858
2.618 1.5658
1.618 1.5536
1.000 1.5461
0.618 1.5414
HIGH 1.5339
0.618 1.5292
0.500 1.5278
0.382 1.5264
LOW 1.5217
0.618 1.5142
1.000 1.5095
1.618 1.5020
2.618 1.4898
4.250 1.4699
Fisher Pivots for day following 18-May-2009
Pivot 1 day 3 day
R1 1.5300 1.5276
PP 1.5289 1.5241
S1 1.5278 1.5207

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

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