CME British Pound Future September 2009


Trading Metrics calculated at close of trading on 22-Apr-2009
Day Change Summary
Previous Current
21-Apr-2009 22-Apr-2009 Change Change % Previous Week
Open 1.4478 1.4545 0.0067 0.5% 1.4650
High 1.4712 1.4550 -0.0162 -1.1% 1.5062
Low 1.4478 1.4483 0.0005 0.0% 1.4650
Close 1.4666 1.4505 -0.0161 -1.1% 1.4792
Range 0.0234 0.0067 -0.0167 -71.4% 0.0412
ATR 0.0153 0.0155 0.0002 1.4% 0.0000
Volume 12 86 74 616.7% 158
Daily Pivots for day following 22-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.4714 1.4676 1.4542
R3 1.4647 1.4609 1.4523
R2 1.4580 1.4580 1.4517
R1 1.4542 1.4542 1.4511 1.4528
PP 1.4513 1.4513 1.4513 1.4505
S1 1.4475 1.4475 1.4499 1.4461
S2 1.4446 1.4446 1.4493
S3 1.4379 1.4408 1.4487
S4 1.4312 1.4341 1.4468
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 1.4478 0.0584 4.0% 0.0128 0.9% 5% False False 43
10 1.5062 1.4478 0.0584 4.0% 0.0105 0.7% 5% False False 33
20 1.5062 1.4180 0.0882 6.1% 0.0099 0.7% 37% False False 27
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 1.4835
2.618 1.4725
1.618 1.4658
1.000 1.4617
0.618 1.4591
HIGH 1.4550
0.618 1.4524
0.500 1.4517
0.382 1.4509
LOW 1.4483
0.618 1.4442
1.000 1.4416
1.618 1.4375
2.618 1.4308
4.250 1.4198
Fisher Pivots for day following 22-Apr-2009
Pivot 1 day 3 day
R1 1.4517 1.4595
PP 1.4513 1.4565
S1 1.4509 1.4535

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

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