CME British Pound Future September 2009


Trading Metrics calculated at close of trading on 01-Apr-2009
Day Change Summary
Previous Current
31-Mar-2009 01-Apr-2009 Change Change % Previous Week
Open 1.4248 1.4392 0.0144 1.0% 1.4473
High 1.4373 1.4464 0.0091 0.6% 1.4760
Low 1.4248 1.4392 0.0144 1.0% 1.4310
Close 1.4357 1.4455 0.0098 0.7% 1.4315
Range 0.0125 0.0072 -0.0053 -42.4% 0.0450
ATR 0.0138 0.0136 -0.0002 -1.6% 0.0000
Volume 7 17 10 142.9% 166
Daily Pivots for day following 01-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.4653 1.4626 1.4495
R3 1.4581 1.4554 1.4475
R2 1.4509 1.4509 1.4468
R1 1.4482 1.4482 1.4462 1.4496
PP 1.4437 1.4437 1.4437 1.4444
S1 1.4410 1.4410 1.4448 1.4424
S2 1.4365 1.4365 1.4442
S3 1.4293 1.4338 1.4435
S4 1.4221 1.4266 1.4415
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 1.4465 1.4180 0.0285 2.0% 0.0097 0.7% 96% False False 30
10 1.4760 1.4180 0.0580 4.0% 0.0074 0.5% 47% False False 25
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4770
2.618 1.4652
1.618 1.4580
1.000 1.4536
0.618 1.4508
HIGH 1.4464
0.618 1.4436
0.500 1.4428
0.382 1.4420
LOW 1.4392
0.618 1.4348
1.000 1.4320
1.618 1.4276
2.618 1.4204
4.250 1.4086
Fisher Pivots for day following 01-Apr-2009
Pivot 1 day 3 day
R1 1.4446 1.4411
PP 1.4437 1.4366
S1 1.4428 1.4322

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

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