CME British Pound Future June 2009


Trading Metrics calculated at close of trading on 27-Jan-2009
Day Change Summary
Previous Current
26-Jan-2009 27-Jan-2009 Change Change % Previous Week
Open 1.3800 1.3959 0.0159 1.2% 1.4695
High 1.3970 1.4214 0.0244 1.7% 1.4695
Low 1.3705 1.3959 0.0254 1.9% 1.3618
Close 1.3931 1.4139 0.0208 1.5% 1.3755
Range 0.0265 0.0255 -0.0010 -3.8% 0.1077
ATR 0.0260 0.0262 0.0002 0.6% 0.0000
Volume 17 39 22 129.4% 709
Daily Pivots for day following 27-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.4869 1.4759 1.4279
R3 1.4614 1.4504 1.4209
R2 1.4359 1.4359 1.4186
R1 1.4249 1.4249 1.4162 1.4304
PP 1.4104 1.4104 1.4104 1.4132
S1 1.3994 1.3994 1.4116 1.4049
S2 1.3849 1.3849 1.4092
S3 1.3594 1.3739 1.4069
S4 1.3339 1.3484 1.3999
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 1.4214 1.3618 0.0596 4.2% 0.0167 1.2% 87% True False 120
10 1.4930 1.3618 0.1312 9.3% 0.0216 1.5% 40% False False 249
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 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5298
2.618 1.4882
1.618 1.4627
1.000 1.4469
0.618 1.4372
HIGH 1.4214
0.618 1.4117
0.500 1.4087
0.382 1.4056
LOW 1.3959
0.618 1.3801
1.000 1.3704
1.618 1.3546
2.618 1.3291
4.250 1.2875
Fisher Pivots for day following 27-Jan-2009
Pivot 1 day 3 day
R1 1.4122 1.4065
PP 1.4104 1.3990
S1 1.4087 1.3916

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

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