CME British Pound Future September 2009


Trading Metrics calculated at close of trading on 30-Mar-2009
Day Change Summary
Previous Current
27-Mar-2009 30-Mar-2009 Change Change % Previous Week
Open 1.4465 1.4180 -0.0285 -2.0% 1.4473
High 1.4465 1.4295 -0.0170 -1.2% 1.4760
Low 1.4310 1.4180 -0.0130 -0.9% 1.4310
Close 1.4315 1.4208 -0.0107 -0.7% 1.4315
Range 0.0155 0.0115 -0.0040 -25.8% 0.0450
ATR
Volume 111 5 -106 -95.5% 166
Daily Pivots for day following 30-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.4573 1.4505 1.4271
R3 1.4458 1.4390 1.4240
R2 1.4343 1.4343 1.4229
R1 1.4275 1.4275 1.4219 1.4309
PP 1.4228 1.4228 1.4228 1.4245
S1 1.4160 1.4160 1.4197 1.4194
S2 1.4113 1.4113 1.4187
S3 1.3998 1.4045 1.4176
S4 1.3883 1.3930 1.4145
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.5812 1.5513 1.4563
R3 1.5362 1.5063 1.4439
R2 1.4912 1.4912 1.4398
R1 1.4613 1.4613 1.4356 1.4538
PP 1.4462 1.4462 1.4462 1.4424
S1 1.4163 1.4163 1.4274 1.4088
S2 1.4012 1.4012 1.4233
S3 1.3562 1.3713 1.4191
S4 1.3112 1.3263 1.4068
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4760 1.4180 0.0580 4.1% 0.0087 0.6% 5% False True 32
10 1.4760 1.3900 0.0860 6.1% 0.0095 0.7% 36% False False 28
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4784
2.618 1.4596
1.618 1.4481
1.000 1.4410
0.618 1.4366
HIGH 1.4295
0.618 1.4251
0.500 1.4238
0.382 1.4224
LOW 1.4180
0.618 1.4109
1.000 1.4065
1.618 1.3994
2.618 1.3879
4.250 1.3691
Fisher Pivots for day following 30-Mar-2009
Pivot 1 day 3 day
R1 1.4238 1.4323
PP 1.4228 1.4284
S1 1.4218 1.4246

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

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