CME British Pound Future June 2009


Trading Metrics calculated at close of trading on 23-Jan-2009
Day Change Summary
Previous Current
22-Jan-2009 23-Jan-2009 Change Change % Previous Week
Open 1.3770 1.3700 -0.0070 -0.5% 1.4695
High 1.3816 1.3770 -0.0046 -0.3% 1.4695
Low 1.3706 1.3618 -0.0088 -0.6% 1.3618
Close 1.3865 1.3755 -0.0110 -0.8% 1.3755
Range 0.0110 0.0152 0.0042 38.2% 0.1077
ATR 0.0261 0.0260 -0.0001 -0.4% 0.0000
Volume 239 238 -1 -0.4% 709
Daily Pivots for day following 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.4170 1.4115 1.3839
R3 1.4018 1.3963 1.3797
R2 1.3866 1.3866 1.3783
R1 1.3811 1.3811 1.3769 1.3839
PP 1.3714 1.3714 1.3714 1.3728
S1 1.3659 1.3659 1.3741 1.3687
S2 1.3562 1.3562 1.3727
S3 1.3410 1.3507 1.3713
S4 1.3258 1.3355 1.3671
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.7254 1.6581 1.4347
R3 1.6177 1.5504 1.4051
R2 1.5100 1.5100 1.3952
R1 1.4427 1.4427 1.3854 1.4225
PP 1.4023 1.4023 1.4023 1.3922
S1 1.3350 1.3350 1.3656 1.3148
S2 1.2946 1.2946 1.3558
S3 1.1869 1.2273 1.3459
S4 1.0792 1.1196 1.3163
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4695 1.3618 0.1077 7.8% 0.0280 2.0% 13% False True 141
10 1.4975 1.3618 0.1357 9.9% 0.0206 1.5% 10% False True 246
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4416
2.618 1.4168
1.618 1.4016
1.000 1.3922
0.618 1.3864
HIGH 1.3770
0.618 1.3712
0.500 1.3694
0.382 1.3676
LOW 1.3618
0.618 1.3524
1.000 1.3466
1.618 1.3372
2.618 1.3220
4.250 1.2972
Fisher Pivots for day following 23-Jan-2009
Pivot 1 day 3 day
R1 1.3735 1.3742
PP 1.3714 1.3730
S1 1.3694 1.3717

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

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