CME British Pound Future September 2009


Trading Metrics calculated at close of trading on 27-Apr-2009
Day Change Summary
Previous Current
24-Apr-2009 27-Apr-2009 Change Change % Previous Week
Open 1.4750 1.4550 -0.0200 -1.4% 1.4650
High 1.4750 1.4649 -0.0101 -0.7% 1.4750
Low 1.4711 1.4550 -0.0161 -1.1% 1.4446
Close 1.4670 1.4637 -0.0033 -0.2% 1.4670
Range 0.0039 0.0099 0.0060 153.8% 0.0304
ATR 0.0145 0.0143 -0.0002 -1.2% 0.0000
Volume 4 4 0 0.0% 147
Daily Pivots for day following 27-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.4909 1.4872 1.4691
R3 1.4810 1.4773 1.4664
R2 1.4711 1.4711 1.4655
R1 1.4674 1.4674 1.4646 1.4693
PP 1.4612 1.4612 1.4612 1.4621
S1 1.4575 1.4575 1.4628 1.4594
S2 1.4513 1.4513 1.4619
S3 1.4414 1.4476 1.4610
S4 1.4315 1.4377 1.4583
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.5534 1.5406 1.4837
R3 1.5230 1.5102 1.4754
R2 1.4926 1.4926 1.4726
R1 1.4798 1.4798 1.4698 1.4862
PP 1.4622 1.4622 1.4622 1.4654
S1 1.4494 1.4494 1.4642 1.4558
S2 1.4318 1.4318 1.4614
S3 1.4014 1.4190 1.4586
S4 1.3710 1.3886 1.4503
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4750 1.4446 0.0304 2.1% 0.0110 0.7% 63% False False 28
10 1.5062 1.4446 0.0616 4.2% 0.0102 0.7% 31% False False 29
20 1.5062 1.4180 0.0882 6.0% 0.0097 0.7% 52% False False 23
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5070
2.618 1.4908
1.618 1.4809
1.000 1.4748
0.618 1.4710
HIGH 1.4649
0.618 1.4611
0.500 1.4600
0.382 1.4588
LOW 1.4550
0.618 1.4489
1.000 1.4451
1.618 1.4390
2.618 1.4291
4.250 1.4129
Fisher Pivots for day following 27-Apr-2009
Pivot 1 day 3 day
R1 1.4625 1.4624
PP 1.4612 1.4611
S1 1.4600 1.4598

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

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