CME British Pound Future June 2009


Trading Metrics calculated at close of trading on 20-Apr-2009
Day Change Summary
Previous Current
17-Apr-2009 20-Apr-2009 Change Change % Previous Week
Open 1.4924 1.4782 -0.0142 -1.0% 1.4637
High 1.4943 1.4816 -0.0127 -0.8% 1.5067
Low 1.4753 1.4496 -0.0257 -1.7% 1.4605
Close 1.4791 1.4543 -0.0248 -1.7% 1.4791
Range 0.0190 0.0320 0.0130 68.4% 0.0462
ATR 0.0223 0.0230 0.0007 3.1% 0.0000
Volume 58,094 57,224 -870 -1.5% 294,743
Daily Pivots for day following 20-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.5578 1.5381 1.4719
R3 1.5258 1.5061 1.4631
R2 1.4938 1.4938 1.4602
R1 1.4741 1.4741 1.4572 1.4680
PP 1.4618 1.4618 1.4618 1.4588
S1 1.4421 1.4421 1.4514 1.4360
S2 1.4298 1.4298 1.4484
S3 1.3978 1.4101 1.4455
S4 1.3658 1.3781 1.4367
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.6207 1.5961 1.5045
R3 1.5745 1.5499 1.4918
R2 1.5283 1.5283 1.4876
R1 1.5037 1.5037 1.4833 1.5160
PP 1.4821 1.4821 1.4821 1.4883
S1 1.4575 1.4575 1.4749 1.4698
S2 1.4359 1.4359 1.4706
S3 1.3897 1.4113 1.4664
S4 1.3435 1.3651 1.4537
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5067 1.4496 0.0571 3.9% 0.0216 1.5% 8% False True 57,383
10 1.5067 1.4496 0.0571 3.9% 0.0214 1.5% 8% False True 60,426
20 1.5067 1.4112 0.0955 6.6% 0.0214 1.5% 45% False False 63,794
40 1.5067 1.3662 0.1405 9.7% 0.0239 1.6% 63% False False 43,181
60 1.5067 1.3618 0.1449 10.0% 0.0231 1.6% 64% False False 28,841
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 21 trading days
Fibonacci Retracements and Extensions
4.250 1.6176
2.618 1.5654
1.618 1.5334
1.000 1.5136
0.618 1.5014
HIGH 1.4816
0.618 1.4694
0.500 1.4656
0.382 1.4618
LOW 1.4496
0.618 1.4298
1.000 1.4176
1.618 1.3978
2.618 1.3658
4.250 1.3136
Fisher Pivots for day following 20-Apr-2009
Pivot 1 day 3 day
R1 1.4656 1.4782
PP 1.4618 1.4702
S1 1.4581 1.4623

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

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