CME British Pound Future June 2009


Trading Metrics calculated at close of trading on 23-Feb-2009
Day Change Summary
Previous Current
20-Feb-2009 23-Feb-2009 Change Change % Previous Week
Open 1.4180 1.4490 0.0310 2.2% 1.4225
High 1.4442 1.4641 0.0199 1.4% 1.4443
Low 1.4180 1.4475 0.0295 2.1% 1.4134
Close 1.4433 1.4477 0.0044 0.3% 1.4433
Range 0.0262 0.0166 -0.0096 -36.6% 0.0309
ATR 0.0241 0.0238 -0.0002 -1.0% 0.0000
Volume 83 68 -15 -18.1% 1,830
Daily Pivots for day following 23-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.5029 1.4919 1.4568
R3 1.4863 1.4753 1.4523
R2 1.4697 1.4697 1.4507
R1 1.4587 1.4587 1.4492 1.4559
PP 1.4531 1.4531 1.4531 1.4517
S1 1.4421 1.4421 1.4462 1.4393
S2 1.4365 1.4365 1.4447
S3 1.4199 1.4255 1.4431
S4 1.4033 1.4089 1.4386
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.5264 1.5157 1.4603
R3 1.4955 1.4848 1.4518
R2 1.4646 1.4646 1.4490
R1 1.4539 1.4539 1.4461 1.4593
PP 1.4337 1.4337 1.4337 1.4363
S1 1.4230 1.4230 1.4405 1.4284
S2 1.4028 1.4028 1.4376
S3 1.3719 1.3921 1.4348
S4 1.3410 1.3612 1.4263
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4641 1.4134 0.0507 3.5% 0.0166 1.1% 68% True False 357
10 1.4872 1.4134 0.0738 5.1% 0.0193 1.3% 46% False False 257
20 1.4950 1.3959 0.0991 6.8% 0.0214 1.5% 52% False False 158
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 0.0015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5347
2.618 1.5076
1.618 1.4910
1.000 1.4807
0.618 1.4744
HIGH 1.4641
0.618 1.4578
0.500 1.4558
0.382 1.4538
LOW 1.4475
0.618 1.4372
1.000 1.4309
1.618 1.4206
2.618 1.4040
4.250 1.3770
Fisher Pivots for day following 23-Feb-2009
Pivot 1 day 3 day
R1 1.4558 1.4455
PP 1.4531 1.4433
S1 1.4504 1.4411

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

View Archives - Comment on this page... - Back to Index of Symbols