CME British Pound Future September 2009


Trading Metrics calculated at close of trading on 03-Apr-2009
Day Change Summary
Previous Current
02-Apr-2009 03-Apr-2009 Change Change % Previous Week
Open 1.4668 1.4775 0.0107 0.7% 1.4180
High 1.4736 1.4850 0.0114 0.8% 1.4850
Low 1.4668 1.4775 0.0107 0.7% 1.4180
Close 1.4721 1.4832 0.0111 0.8% 1.4832
Range 0.0068 0.0075 0.0007 10.3% 0.0670
ATR 0.0146 0.0145 -0.0001 -0.8% 0.0000
Volume 6 10 4 66.7% 45
Daily Pivots for day following 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.5044 1.5013 1.4873
R3 1.4969 1.4938 1.4853
R2 1.4894 1.4894 1.4846
R1 1.4863 1.4863 1.4839 1.4879
PP 1.4819 1.4819 1.4819 1.4827
S1 1.4788 1.4788 1.4825 1.4804
S2 1.4744 1.4744 1.4818
S3 1.4669 1.4713 1.4811
S4 1.4594 1.4638 1.4791
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.6631 1.6401 1.5201
R3 1.5961 1.5731 1.5016
R2 1.5291 1.5291 1.4955
R1 1.5061 1.5061 1.4893 1.5176
PP 1.4621 1.4621 1.4621 1.4678
S1 1.4391 1.4391 1.4771 1.4506
S2 1.3951 1.3951 1.4709
S3 1.3281 1.3721 1.4648
S4 1.2611 1.3051 1.4464
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4850 1.4180 0.0670 4.5% 0.0091 0.6% 97% True False 9
10 1.4850 1.4180 0.0670 4.5% 0.0089 0.6% 97% True False 21
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5169
2.618 1.5046
1.618 1.4971
1.000 1.4925
0.618 1.4896
HIGH 1.4850
0.618 1.4821
0.500 1.4813
0.382 1.4804
LOW 1.4775
0.618 1.4729
1.000 1.4700
1.618 1.4654
2.618 1.4579
4.250 1.4456
Fisher Pivots for day following 03-Apr-2009
Pivot 1 day 3 day
R1 1.4826 1.4762
PP 1.4819 1.4691
S1 1.4813 1.4621

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

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