CME British Pound Future September 2009


Trading Metrics calculated at close of trading on 17-Apr-2009
Day Change Summary
Previous Current
16-Apr-2009 17-Apr-2009 Change Change % Previous Week
Open 1.5062 1.4770 -0.0292 -1.9% 1.4650
High 1.5062 1.4797 -0.0265 -1.8% 1.5062
Low 1.4870 1.4770 -0.0100 -0.7% 1.4650
Close 1.4924 1.4792 -0.0132 -0.9% 1.4792
Range 0.0192 0.0027 -0.0165 -85.9% 0.0412
ATR 0.0137 0.0138 0.0001 0.9% 0.0000
Volume 25 88 63 252.0% 158
Daily Pivots for day following 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.4867 1.4857 1.4807
R3 1.4840 1.4830 1.4799
R2 1.4813 1.4813 1.4797
R1 1.4803 1.4803 1.4794 1.4808
PP 1.4786 1.4786 1.4786 1.4789
S1 1.4776 1.4776 1.4790 1.4781
S2 1.4759 1.4759 1.4787
S3 1.4732 1.4749 1.4785
S4 1.4705 1.4722 1.4777
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.6071 1.5843 1.5019
R3 1.5659 1.5431 1.4905
R2 1.5247 1.5247 1.4868
R1 1.5019 1.5019 1.4830 1.5133
PP 1.4835 1.4835 1.4835 1.4892
S1 1.4607 1.4607 1.4754 1.4721
S2 1.4423 1.4423 1.4716
S3 1.4011 1.4195 1.4679
S4 1.3599 1.3783 1.4565
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5062 1.4650 0.0412 2.8% 0.0111 0.8% 34% False False 31
10 1.5062 1.4608 0.0454 3.1% 0.0090 0.6% 41% False False 27
20 1.5062 1.4180 0.0882 6.0% 0.0085 0.6% 69% False False 24
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 0.0004
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.4912
2.618 1.4868
1.618 1.4841
1.000 1.4824
0.618 1.4814
HIGH 1.4797
0.618 1.4787
0.500 1.4784
0.382 1.4780
LOW 1.4770
0.618 1.4753
1.000 1.4743
1.618 1.4726
2.618 1.4699
4.250 1.4655
Fisher Pivots for day following 17-Apr-2009
Pivot 1 day 3 day
R1 1.4789 1.4916
PP 1.4786 1.4875
S1 1.4784 1.4833

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

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