CME British Pound Future September 2009


Trading Metrics calculated at close of trading on 31-Mar-2009
Day Change Summary
Previous Current
30-Mar-2009 31-Mar-2009 Change Change % Previous Week
Open 1.4180 1.4248 0.0068 0.5% 1.4473
High 1.4295 1.4373 0.0078 0.5% 1.4760
Low 1.4180 1.4248 0.0068 0.5% 1.4310
Close 1.4208 1.4357 0.0149 1.0% 1.4315
Range 0.0115 0.0125 0.0010 8.7% 0.0450
ATR 0.0000 0.0138 0.0138 0.0000
Volume 5 7 2 40.0% 166
Daily Pivots for day following 31-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.4701 1.4654 1.4426
R3 1.4576 1.4529 1.4391
R2 1.4451 1.4451 1.4380
R1 1.4404 1.4404 1.4368 1.4428
PP 1.4326 1.4326 1.4326 1.4338
S1 1.4279 1.4279 1.4346 1.4303
S2 1.4201 1.4201 1.4334
S3 1.4076 1.4154 1.4323
S4 1.3951 1.4029 1.4288
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 1.4667 1.4180 0.0487 3.4% 0.0104 0.7% 36% False False 28
10 1.4760 1.3900 0.0860 6.0% 0.0107 0.7% 53% False False 28
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4904
2.618 1.4700
1.618 1.4575
1.000 1.4498
0.618 1.4450
HIGH 1.4373
0.618 1.4325
0.500 1.4311
0.382 1.4296
LOW 1.4248
0.618 1.4171
1.000 1.4123
1.618 1.4046
2.618 1.3921
4.250 1.3717
Fisher Pivots for day following 31-Mar-2009
Pivot 1 day 3 day
R1 1.4342 1.4346
PP 1.4326 1.4334
S1 1.4311 1.4323

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

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