CME British Pound Future September 2009


Trading Metrics calculated at close of trading on 14-Apr-2009
Day Change Summary
Previous Current
13-Apr-2009 14-Apr-2009 Change Change % Previous Week
Open 1.4650 1.4889 0.0239 1.6% 1.4736
High 1.4860 1.4925 0.0065 0.4% 1.4770
Low 1.4650 1.4883 0.0233 1.6% 1.4608
Close 1.4839 1.4931 0.0092 0.6% 1.4639
Range 0.0210 0.0042 -0.0168 -80.0% 0.0162
ATR 0.0140 0.0136 -0.0004 -2.8% 0.0000
Volume 15 10 -5 -33.3% 111
Daily Pivots for day following 14-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.5039 1.5027 1.4954
R3 1.4997 1.4985 1.4943
R2 1.4955 1.4955 1.4939
R1 1.4943 1.4943 1.4935 1.4949
PP 1.4913 1.4913 1.4913 1.4916
S1 1.4901 1.4901 1.4927 1.4907
S2 1.4871 1.4871 1.4923
S3 1.4829 1.4859 1.4919
S4 1.4787 1.4817 1.4908
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 1.4925 1.4608 0.0317 2.1% 0.0094 0.6% 102% True False 26
10 1.4925 1.4248 0.0677 4.5% 0.0086 0.6% 101% True False 17
20 1.4925 1.3900 0.1025 6.9% 0.0090 0.6% 101% True False 22
Crabel Price Patterns
NR True
NR4 False
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 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5104
2.618 1.5035
1.618 1.4993
1.000 1.4967
0.618 1.4951
HIGH 1.4925
0.618 1.4909
0.500 1.4904
0.382 1.4899
LOW 1.4883
0.618 1.4857
1.000 1.4841
1.618 1.4815
2.618 1.4773
4.250 1.4705
Fisher Pivots for day following 14-Apr-2009
Pivot 1 day 3 day
R1 1.4922 1.4876
PP 1.4913 1.4821
S1 1.4904 1.4767

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

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