CME British Pound Future September 2009


Trading Metrics calculated at close of trading on 20-Apr-2009
Day Change Summary
Previous Current
17-Apr-2009 20-Apr-2009 Change Change % Previous Week
Open 1.4770 1.4650 -0.0120 -0.8% 1.4650
High 1.4797 1.4650 -0.0147 -1.0% 1.5062
Low 1.4770 1.4530 -0.0240 -1.6% 1.4650
Close 1.4792 1.4544 -0.0248 -1.7% 1.4792
Range 0.0027 0.0120 0.0093 344.4% 0.0412
ATR 0.0138 0.0147 0.0009 6.4% 0.0000
Volume 88 7 -81 -92.0% 158
Daily Pivots for day following 20-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.4935 1.4859 1.4610
R3 1.4815 1.4739 1.4577
R2 1.4695 1.4695 1.4566
R1 1.4619 1.4619 1.4555 1.4597
PP 1.4575 1.4575 1.4575 1.4564
S1 1.4499 1.4499 1.4533 1.4477
S2 1.4455 1.4455 1.4522
S3 1.4335 1.4379 1.4511
S4 1.4215 1.4259 1.4478
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 1.4530 0.0532 3.7% 0.0093 0.6% 3% False True 30
10 1.5062 1.4530 0.0532 3.7% 0.0094 0.6% 3% False True 27
20 1.5062 1.4180 0.0882 6.1% 0.0091 0.6% 41% False False 24
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5160
2.618 1.4964
1.618 1.4844
1.000 1.4770
0.618 1.4724
HIGH 1.4650
0.618 1.4604
0.500 1.4590
0.382 1.4576
LOW 1.4530
0.618 1.4456
1.000 1.4410
1.618 1.4336
2.618 1.4216
4.250 1.4020
Fisher Pivots for day following 20-Apr-2009
Pivot 1 day 3 day
R1 1.4590 1.4796
PP 1.4575 1.4712
S1 1.4559 1.4628

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

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