CME British Pound Future June 2009


Trading Metrics calculated at close of trading on 16-Apr-2009
Day Change Summary
Previous Current
15-Apr-2009 16-Apr-2009 Change Change % Previous Week
Open 1.4890 1.4989 0.0099 0.7% 1.4845
High 1.5041 1.5067 0.0026 0.2% 1.4962
Low 1.4824 1.4838 0.0014 0.1% 1.4582
Close 1.4960 1.4922 -0.0038 -0.3% 1.4632
Range 0.0217 0.0229 0.0012 5.5% 0.0380
ATR 0.0225 0.0225 0.0000 0.1% 0.0000
Volume 66,065 75,678 9,613 14.6% 252,295
Daily Pivots for day following 16-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.5629 1.5505 1.5048
R3 1.5400 1.5276 1.4985
R2 1.5171 1.5171 1.4964
R1 1.5047 1.5047 1.4943 1.4995
PP 1.4942 1.4942 1.4942 1.4916
S1 1.4818 1.4818 1.4901 1.4766
S2 1.4713 1.4713 1.4880
S3 1.4484 1.4589 1.4859
S4 1.4255 1.4360 1.4796
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 1.5067 1.4585 0.0482 3.2% 0.0206 1.4% 70% True False 57,099
10 1.5067 1.4450 0.0617 4.1% 0.0214 1.4% 76% True False 65,004
20 1.5067 1.4112 0.0955 6.4% 0.0220 1.5% 85% True False 65,710
40 1.5067 1.3662 0.1405 9.4% 0.0233 1.6% 90% True False 40,337
60 1.5067 1.3618 0.1449 9.7% 0.0225 1.5% 90% True False 26,924
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 0.0053
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6040
2.618 1.5667
1.618 1.5438
1.000 1.5296
0.618 1.5209
HIGH 1.5067
0.618 1.4980
0.500 1.4953
0.382 1.4925
LOW 1.4838
0.618 1.4696
1.000 1.4609
1.618 1.4467
2.618 1.4238
4.250 1.3865
Fisher Pivots for day following 16-Apr-2009
Pivot 1 day 3 day
R1 1.4953 1.4946
PP 1.4942 1.4938
S1 1.4932 1.4930

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

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