CME British Pound Future September 2009


Trading Metrics calculated at close of trading on 13-Apr-2009
Day Change Summary
Previous Current
09-Apr-2009 13-Apr-2009 Change Change % Previous Week
Open 1.4635 1.4650 0.0015 0.1% 1.4736
High 1.4676 1.4860 0.0184 1.3% 1.4770
Low 1.4608 1.4650 0.0042 0.3% 1.4608
Close 1.4639 1.4839 0.0200 1.4% 1.4639
Range 0.0068 0.0210 0.0142 208.8% 0.0162
ATR 0.0134 0.0140 0.0006 4.6% 0.0000
Volume 3 15 12 400.0% 111
Daily Pivots for day following 13-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.5413 1.5336 1.4955
R3 1.5203 1.5126 1.4897
R2 1.4993 1.4993 1.4878
R1 1.4916 1.4916 1.4858 1.4955
PP 1.4783 1.4783 1.4783 1.4802
S1 1.4706 1.4706 1.4820 1.4745
S2 1.4573 1.4573 1.4801
S3 1.4363 1.4496 1.4781
S4 1.4153 1.4286 1.4724
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.5158 1.5061 1.4728
R3 1.4996 1.4899 1.4684
R2 1.4834 1.4834 1.4669
R1 1.4737 1.4737 1.4654 1.4705
PP 1.4672 1.4672 1.4672 1.4656
S1 1.4575 1.4575 1.4624 1.4543
S2 1.4510 1.4510 1.4609
S3 1.4348 1.4413 1.4594
S4 1.4186 1.4251 1.4550
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4860 1.4608 0.0252 1.7% 0.0095 0.6% 92% True False 25
10 1.4860 1.4180 0.0680 4.6% 0.0093 0.6% 97% True False 17
20 1.4860 1.3900 0.0960 6.5% 0.0088 0.6% 98% True False 24
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.5753
2.618 1.5410
1.618 1.5200
1.000 1.5070
0.618 1.4990
HIGH 1.4860
0.618 1.4780
0.500 1.4755
0.382 1.4730
LOW 1.4650
0.618 1.4520
1.000 1.4440
1.618 1.4310
2.618 1.4100
4.250 1.3758
Fisher Pivots for day following 13-Apr-2009
Pivot 1 day 3 day
R1 1.4811 1.4804
PP 1.4783 1.4769
S1 1.4755 1.4734

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

View Archives - Comment on this page... - Back to Index of Symbols