CME British Pound Future June 2009


Trading Metrics calculated at close of trading on 11-Mar-2009
Day Change Summary
Previous Current
10-Mar-2009 11-Mar-2009 Change Change % Previous Week
Open 1.3780 1.3745 -0.0035 -0.3% 1.4250
High 1.3917 1.3895 -0.0022 -0.2% 1.4306
Low 1.3699 1.3662 -0.0037 -0.3% 1.3956
Close 1.3729 1.3855 0.0126 0.9% 1.4092
Range 0.0218 0.0233 0.0015 6.9% 0.0350
ATR 0.0253 0.0252 -0.0001 -0.6% 0.0000
Volume 23,626 30,551 6,925 29.3% 14,911
Daily Pivots for day following 11-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.4503 1.4412 1.3983
R3 1.4270 1.4179 1.3919
R2 1.4037 1.4037 1.3898
R1 1.3946 1.3946 1.3876 1.3992
PP 1.3804 1.3804 1.3804 1.3827
S1 1.3713 1.3713 1.3834 1.3759
S2 1.3571 1.3571 1.3812
S3 1.3338 1.3480 1.3791
S4 1.3105 1.3247 1.3727
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.5168 1.4980 1.4285
R3 1.4818 1.4630 1.4188
R2 1.4468 1.4468 1.4156
R1 1.4280 1.4280 1.4124 1.4199
PP 1.4118 1.4118 1.4118 1.4078
S1 1.3930 1.3930 1.4060 1.3849
S2 1.3768 1.3768 1.4028
S3 1.3418 1.3580 1.3996
S4 1.3068 1.3230 1.3900
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4306 1.3662 0.0644 4.6% 0.0267 1.9% 30% False True 13,282
10 1.4380 1.3662 0.0718 5.2% 0.0246 1.8% 27% False True 7,905
20 1.4641 1.3662 0.0979 7.1% 0.0223 1.6% 20% False True 4,318
40 1.4950 1.3618 0.1332 9.6% 0.0229 1.7% 18% False False 2,243
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 0.0057
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4885
2.618 1.4505
1.618 1.4272
1.000 1.4128
0.618 1.4039
HIGH 1.3895
0.618 1.3806
0.500 1.3779
0.382 1.3751
LOW 1.3662
0.618 1.3518
1.000 1.3429
1.618 1.3285
2.618 1.3052
4.250 1.2672
Fisher Pivots for day following 11-Mar-2009
Pivot 1 day 3 day
R1 1.3830 1.3920
PP 1.3804 1.3898
S1 1.3779 1.3877

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

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