CME British Pound Future June 2009


Trading Metrics calculated at close of trading on 21-Apr-2009
Day Change Summary
Previous Current
20-Apr-2009 21-Apr-2009 Change Change % Previous Week
Open 1.4782 1.4539 -0.0243 -1.6% 1.4637
High 1.4816 1.4716 -0.0100 -0.7% 1.5067
Low 1.4496 1.4466 -0.0030 -0.2% 1.4605
Close 1.4543 1.4665 0.0122 0.8% 1.4791
Range 0.0320 0.0250 -0.0070 -21.9% 0.0462
ATR 0.0230 0.0231 0.0001 0.6% 0.0000
Volume 57,224 77,307 20,083 35.1% 294,743
Daily Pivots for day following 21-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.5366 1.5265 1.4803
R3 1.5116 1.5015 1.4734
R2 1.4866 1.4866 1.4711
R1 1.4765 1.4765 1.4688 1.4816
PP 1.4616 1.4616 1.4616 1.4641
S1 1.4515 1.4515 1.4642 1.4566
S2 1.4366 1.4366 1.4619
S3 1.4116 1.4265 1.4596
S4 1.3866 1.4015 1.4528
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 1.4466 0.0601 4.1% 0.0241 1.6% 33% False True 66,873
10 1.5067 1.4466 0.0601 4.1% 0.0210 1.4% 33% False True 61,509
20 1.5067 1.4112 0.0955 6.5% 0.0216 1.5% 58% False False 64,577
40 1.5067 1.3662 0.1405 9.6% 0.0239 1.6% 71% False False 45,111
60 1.5067 1.3662 0.1405 9.6% 0.0232 1.6% 71% False False 30,126
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 0.0046
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5779
2.618 1.5371
1.618 1.5121
1.000 1.4966
0.618 1.4871
HIGH 1.4716
0.618 1.4621
0.500 1.4591
0.382 1.4562
LOW 1.4466
0.618 1.4312
1.000 1.4216
1.618 1.4062
2.618 1.3812
4.250 1.3404
Fisher Pivots for day following 21-Apr-2009
Pivot 1 day 3 day
R1 1.4640 1.4705
PP 1.4616 1.4691
S1 1.4591 1.4678

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

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