CME British Pound Future September 2009


Trading Metrics calculated at close of trading on 02-Apr-2009
Day Change Summary
Previous Current
01-Apr-2009 02-Apr-2009 Change Change % Previous Week
Open 1.4392 1.4668 0.0276 1.9% 1.4473
High 1.4464 1.4736 0.0272 1.9% 1.4760
Low 1.4392 1.4668 0.0276 1.9% 1.4310
Close 1.4455 1.4721 0.0266 1.8% 1.4315
Range 0.0072 0.0068 -0.0004 -5.6% 0.0450
ATR 0.0136 0.0146 0.0010 7.6% 0.0000
Volume 17 6 -11 -64.7% 166
Daily Pivots for day following 02-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.4912 1.4885 1.4758
R3 1.4844 1.4817 1.4740
R2 1.4776 1.4776 1.4733
R1 1.4749 1.4749 1.4727 1.4763
PP 1.4708 1.4708 1.4708 1.4715
S1 1.4681 1.4681 1.4715 1.4695
S2 1.4640 1.4640 1.4709
S3 1.4572 1.4613 1.4702
S4 1.4504 1.4545 1.4684
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 1.4736 1.4180 0.0556 3.8% 0.0107 0.7% 97% True False 29
10 1.4760 1.4180 0.0580 3.9% 0.0081 0.6% 93% False False 20
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.5025
2.618 1.4914
1.618 1.4846
1.000 1.4804
0.618 1.4778
HIGH 1.4736
0.618 1.4710
0.500 1.4702
0.382 1.4694
LOW 1.4668
0.618 1.4626
1.000 1.4600
1.618 1.4558
2.618 1.4490
4.250 1.4379
Fisher Pivots for day following 02-Apr-2009
Pivot 1 day 3 day
R1 1.4715 1.4645
PP 1.4708 1.4568
S1 1.4702 1.4492

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

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