CME British Pound Future June 2009


Trading Metrics calculated at close of trading on 05-Jun-2009
Day Change Summary
Previous Current
04-Jun-2009 05-Jun-2009 Change Change % Previous Week
Open 1.6299 1.6142 -0.0157 -1.0% 1.6184
High 1.6435 1.6244 -0.0191 -1.2% 1.6665
Low 1.6085 1.5935 -0.0150 -0.9% 1.5935
Close 1.6193 1.5975 -0.0218 -1.3% 1.5975
Range 0.0350 0.0309 -0.0041 -11.7% 0.0730
ATR 0.0261 0.0265 0.0003 1.3% 0.0000
Volume 133,721 147,902 14,181 10.6% 597,372
Daily Pivots for day following 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.6978 1.6786 1.6145
R3 1.6669 1.6477 1.6060
R2 1.6360 1.6360 1.6032
R1 1.6168 1.6168 1.6003 1.6110
PP 1.6051 1.6051 1.6051 1.6022
S1 1.5859 1.5859 1.5947 1.5801
S2 1.5742 1.5742 1.5918
S3 1.5433 1.5550 1.5890
S4 1.5124 1.5241 1.5805
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.8382 1.7908 1.6377
R3 1.7652 1.7178 1.6176
R2 1.6922 1.6922 1.6109
R1 1.6448 1.6448 1.6042 1.6320
PP 1.6192 1.6192 1.6192 1.6128
S1 1.5718 1.5718 1.5908 1.5590
S2 1.5462 1.5462 1.5841
S3 1.4732 1.4988 1.5774
S4 1.4002 1.4258 1.5574
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6665 1.5935 0.0730 4.6% 0.0339 2.1% 5% False True 119,474
10 1.6665 1.5755 0.0910 5.7% 0.0268 1.7% 24% False False 108,148
20 1.6665 1.4968 0.1697 10.6% 0.0260 1.6% 59% False False 96,798
40 1.6665 1.4397 0.2268 14.2% 0.0239 1.5% 70% False False 82,610
60 1.6665 1.3662 0.3003 18.8% 0.0238 1.5% 77% False False 76,284
80 1.6665 1.3662 0.3003 18.8% 0.0233 1.5% 77% False False 57,912
100 1.6665 1.3618 0.3047 19.1% 0.0234 1.5% 77% False False 46,363
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 0.0068
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.7557
2.618 1.7053
1.618 1.6744
1.000 1.6553
0.618 1.6435
HIGH 1.6244
0.618 1.6126
0.500 1.6090
0.382 1.6053
LOW 1.5935
0.618 1.5744
1.000 1.5626
1.618 1.5435
2.618 1.5126
4.250 1.4622
Fisher Pivots for day following 05-Jun-2009
Pivot 1 day 3 day
R1 1.6090 1.6300
PP 1.6051 1.6192
S1 1.6013 1.6083

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

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