CME British Pound Future June 2009


Trading Metrics calculated at close of trading on 15-Jan-2009
Day Change Summary
Previous Current
14-Jan-2009 15-Jan-2009 Change Change % Previous Week
Open 1.4668 1.4480 -0.0188 -1.3% 1.4710
High 1.4668 1.4480 -0.0188 -1.3% 1.5300
Low 1.4543 1.4466 -0.0077 -0.5% 1.4568
Close 1.4550 1.4627 0.0077 0.5% 1.5093
Range 0.0125 0.0014 -0.0111 -88.8% 0.0732
ATR
Volume 34 1,629 1,595 4,691.2% 561
Daily Pivots for day following 15-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.4566 1.4611 1.4635
R3 1.4552 1.4597 1.4631
R2 1.4538 1.4538 1.4630
R1 1.4583 1.4583 1.4628 1.4561
PP 1.4524 1.4524 1.4524 1.4513
S1 1.4569 1.4569 1.4626 1.4547
S2 1.4510 1.4510 1.4624
S3 1.4496 1.4555 1.4623
S4 1.4482 1.4541 1.4619
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.7183 1.6870 1.5496
R3 1.6451 1.6138 1.5294
R2 1.5719 1.5719 1.5227
R1 1.5406 1.5406 1.5160 1.5563
PP 1.4987 1.4987 1.4987 1.5065
S1 1.4674 1.4674 1.5026 1.4831
S2 1.4255 1.4255 1.4959
S3 1.3523 1.3942 1.4892
S4 1.2791 1.3210 1.4690
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5280 1.4450 0.0830 5.7% 0.0150 1.0% 21% False False 341
10 1.5300 1.4392 0.0908 6.2% 0.0164 1.1% 26% False False 226
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 True
Bull Hook False
Stretch 0.0007
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.4540
2.618 1.4517
1.618 1.4503
1.000 1.4494
0.618 1.4489
HIGH 1.4480
0.618 1.4475
0.500 1.4473
0.382 1.4471
LOW 1.4466
0.618 1.4457
1.000 1.4452
1.618 1.4443
2.618 1.4429
4.250 1.4407
Fisher Pivots for day following 15-Jan-2009
Pivot 1 day 3 day
R1 1.4576 1.4610
PP 1.4524 1.4592
S1 1.4473 1.4575

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

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