CME British Pound Future September 2009


Trading Metrics calculated at close of trading on 07-Apr-2009
Day Change Summary
Previous Current
06-Apr-2009 07-Apr-2009 Change Change % Previous Week
Open 1.4736 1.4621 -0.0115 -0.8% 1.4180
High 1.4738 1.4770 0.0032 0.2% 1.4850
Low 1.4690 1.4621 -0.0069 -0.5% 1.4180
Close 1.4733 1.4735 0.0002 0.0% 1.4832
Range 0.0048 0.0149 0.0101 210.4% 0.0670
ATR 0.0145 0.0145 0.0000 0.2% 0.0000
Volume 6 31 25 416.7% 45
Daily Pivots for day following 07-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.5156 1.5094 1.4817
R3 1.5007 1.4945 1.4776
R2 1.4858 1.4858 1.4762
R1 1.4796 1.4796 1.4749 1.4827
PP 1.4709 1.4709 1.4709 1.4724
S1 1.4647 1.4647 1.4721 1.4678
S2 1.4560 1.4560 1.4708
S3 1.4411 1.4498 1.4694
S4 1.4262 1.4349 1.4653
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 1.4392 0.0458 3.1% 0.0082 0.6% 75% False False 14
10 1.4850 1.4180 0.0670 4.5% 0.0093 0.6% 83% False False 21
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.5403
2.618 1.5160
1.618 1.5011
1.000 1.4919
0.618 1.4862
HIGH 1.4770
0.618 1.4713
0.500 1.4696
0.382 1.4678
LOW 1.4621
0.618 1.4529
1.000 1.4472
1.618 1.4380
2.618 1.4231
4.250 1.3988
Fisher Pivots for day following 07-Apr-2009
Pivot 1 day 3 day
R1 1.4722 1.4736
PP 1.4709 1.4735
S1 1.4696 1.4735

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

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