CME British Pound Future June 2009


Trading Metrics calculated at close of trading on 15-Apr-2009
Day Change Summary
Previous Current
14-Apr-2009 15-Apr-2009 Change Change % Previous Week
Open 1.4850 1.4890 0.0040 0.3% 1.4845
High 1.4946 1.5041 0.0095 0.6% 1.4962
Low 1.4824 1.4824 0.0000 0.0% 1.4582
Close 1.4927 1.4960 0.0033 0.2% 1.4632
Range 0.0122 0.0217 0.0095 77.9% 0.0380
ATR 0.0225 0.0225 -0.0001 -0.3% 0.0000
Volume 29,857 66,065 36,208 121.3% 252,295
Daily Pivots for day following 15-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.5593 1.5493 1.5079
R3 1.5376 1.5276 1.5020
R2 1.5159 1.5159 1.5000
R1 1.5059 1.5059 1.4980 1.5109
PP 1.4942 1.4942 1.4942 1.4967
S1 1.4842 1.4842 1.4940 1.4892
S2 1.4725 1.4725 1.4920
S3 1.4508 1.4625 1.4900
S4 1.4291 1.4408 1.4841
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.5865 1.5629 1.4841
R3 1.5485 1.5249 1.4737
R2 1.5105 1.5105 1.4702
R1 1.4869 1.4869 1.4667 1.4797
PP 1.4725 1.4725 1.4725 1.4690
S1 1.4489 1.4489 1.4597 1.4417
S2 1.4345 1.4345 1.4562
S3 1.3965 1.4109 1.4528
S4 1.3585 1.3729 1.4423
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5041 1.4585 0.0456 3.0% 0.0183 1.2% 82% True False 55,473
10 1.5041 1.4275 0.0766 5.1% 0.0210 1.4% 89% True False 63,006
20 1.5041 1.3850 0.1191 8.0% 0.0231 1.5% 93% True False 64,322
40 1.5041 1.3662 0.1379 9.2% 0.0231 1.5% 94% True False 38,447
60 1.5041 1.3618 0.1423 9.5% 0.0235 1.6% 94% True False 25,665
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 0.0050
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5963
2.618 1.5609
1.618 1.5392
1.000 1.5258
0.618 1.5175
HIGH 1.5041
0.618 1.4958
0.500 1.4933
0.382 1.4907
LOW 1.4824
0.618 1.4690
1.000 1.4607
1.618 1.4473
2.618 1.4256
4.250 1.3902
Fisher Pivots for day following 15-Apr-2009
Pivot 1 day 3 day
R1 1.4951 1.4914
PP 1.4942 1.4869
S1 1.4933 1.4823

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

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