CME British Pound Future September 2009


Trading Metrics calculated at close of trading on 01-May-2009
Day Change Summary
Previous Current
30-Apr-2009 01-May-2009 Change Change % Previous Week
Open 1.4800 1.4900 0.0100 0.7% 1.4550
High 1.4950 1.4920 -0.0030 -0.2% 1.4950
Low 1.4775 1.4900 0.0125 0.8% 1.4550
Close 1.4823 1.4924 0.0101 0.7% 1.4924
Range 0.0175 0.0020 -0.0155 -88.6% 0.0400
ATR 0.0146 0.0143 -0.0004 -2.4% 0.0000
Volume 29 22 -7 -24.1% 92
Daily Pivots for day following 01-May-2009
Classic Woodie Camarilla DeMark
R4 1.4975 1.4969 1.4935
R3 1.4955 1.4949 1.4930
R2 1.4935 1.4935 1.4928
R1 1.4929 1.4929 1.4926 1.4932
PP 1.4915 1.4915 1.4915 1.4916
S1 1.4909 1.4909 1.4922 1.4912
S2 1.4895 1.4895 1.4920
S3 1.4875 1.4889 1.4919
S4 1.4855 1.4869 1.4913
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 1.6008 1.5866 1.5144
R3 1.5608 1.5466 1.5034
R2 1.5208 1.5208 1.4997
R1 1.5066 1.5066 1.4961 1.5137
PP 1.4808 1.4808 1.4808 1.4844
S1 1.4666 1.4666 1.4887 1.4737
S2 1.4408 1.4408 1.4851
S3 1.4008 1.4266 1.4814
S4 1.3608 1.3866 1.4704
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% 0.0104 0.7% 94% False False 18
10 1.4950 1.4446 0.0504 3.4% 0.0109 0.7% 95% False False 23
20 1.5062 1.4446 0.0616 4.1% 0.0099 0.7% 78% False False 25
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.5005
2.618 1.4972
1.618 1.4952
1.000 1.4940
0.618 1.4932
HIGH 1.4920
0.618 1.4912
0.500 1.4910
0.382 1.4908
LOW 1.4900
0.618 1.4888
1.000 1.4880
1.618 1.4868
2.618 1.4848
4.250 1.4815
Fisher Pivots for day following 01-May-2009
Pivot 1 day 3 day
R1 1.4919 1.4889
PP 1.4915 1.4854
S1 1.4910 1.4819

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

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