CME British Pound Future September 2009


Trading Metrics calculated at close of trading on 30-Apr-2009
Day Change Summary
Previous Current
29-Apr-2009 30-Apr-2009 Change Change % Previous Week
Open 1.4720 1.4800 0.0080 0.5% 1.4650
High 1.4800 1.4950 0.0150 1.0% 1.4750
Low 1.4688 1.4775 0.0087 0.6% 1.4446
Close 1.4770 1.4823 0.0053 0.4% 1.4670
Range 0.0112 0.0175 0.0063 56.3% 0.0304
ATR 0.0144 0.0146 0.0003 1.8% 0.0000
Volume 22 29 7 31.8% 147
Daily Pivots for day following 30-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.5374 1.5274 1.4919
R3 1.5199 1.5099 1.4871
R2 1.5024 1.5024 1.4855
R1 1.4924 1.4924 1.4839 1.4974
PP 1.4849 1.4849 1.4849 1.4875
S1 1.4749 1.4749 1.4807 1.4799
S2 1.4674 1.4674 1.4791
S3 1.4499 1.4574 1.4775
S4 1.4324 1.4399 1.4727
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 1.4950 1.4550 0.0400 2.7% 0.0108 0.7% 68% True False 14
10 1.4950 1.4446 0.0504 3.4% 0.0110 0.7% 75% True False 30
20 1.5062 1.4446 0.0616 4.2% 0.0102 0.7% 61% False False 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.5694
2.618 1.5408
1.618 1.5233
1.000 1.5125
0.618 1.5058
HIGH 1.4950
0.618 1.4883
0.500 1.4863
0.382 1.4842
LOW 1.4775
0.618 1.4667
1.000 1.4600
1.618 1.4492
2.618 1.4317
4.250 1.4031
Fisher Pivots for day following 30-Apr-2009
Pivot 1 day 3 day
R1 1.4863 1.4801
PP 1.4849 1.4779
S1 1.4836 1.4757

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

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