CME British Pound Future September 2009


Trading Metrics calculated at close of trading on 28-Apr-2009
Day Change Summary
Previous Current
27-Apr-2009 28-Apr-2009 Change Change % Previous Week
Open 1.4550 1.4580 0.0030 0.2% 1.4650
High 1.4649 1.4679 0.0030 0.2% 1.4750
Low 1.4550 1.4564 0.0014 0.1% 1.4446
Close 1.4637 1.4623 -0.0014 -0.1% 1.4670
Range 0.0099 0.0115 0.0016 16.2% 0.0304
ATR 0.0143 0.0141 -0.0002 -1.4% 0.0000
Volume 4 15 11 275.0% 147
Daily Pivots for day following 28-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.4967 1.4910 1.4686
R3 1.4852 1.4795 1.4655
R2 1.4737 1.4737 1.4644
R1 1.4680 1.4680 1.4634 1.4709
PP 1.4622 1.4622 1.4622 1.4636
S1 1.4565 1.4565 1.4612 1.4594
S2 1.4507 1.4507 1.4602
S3 1.4392 1.4450 1.4591
S4 1.4277 1.4335 1.4560
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% 0.0086 0.6% 58% False False 29
10 1.5062 1.4446 0.0616 4.2% 0.0109 0.7% 29% False False 29
20 1.5062 1.4248 0.0814 5.6% 0.0097 0.7% 46% False False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.5168
2.618 1.4980
1.618 1.4865
1.000 1.4794
0.618 1.4750
HIGH 1.4679
0.618 1.4635
0.500 1.4622
0.382 1.4608
LOW 1.4564
0.618 1.4493
1.000 1.4449
1.618 1.4378
2.618 1.4263
4.250 1.4075
Fisher Pivots for day following 28-Apr-2009
Pivot 1 day 3 day
R1 1.4623 1.4650
PP 1.4622 1.4641
S1 1.4622 1.4632

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

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