CME British Pound Future September 2009


Trading Metrics calculated at close of trading on 08-May-2009
Day Change Summary
Previous Current
07-May-2009 08-May-2009 Change Change % Previous Week
Open 1.5130 1.5061 -0.0069 -0.5% 1.4850
High 1.5130 1.5220 0.0090 0.6% 1.5220
Low 1.4968 1.5061 0.0093 0.6% 1.4850
Close 1.4992 1.5213 0.0221 1.5% 1.5213
Range 0.0162 0.0159 -0.0003 -1.9% 0.0370
ATR 0.0146 0.0152 0.0006 4.0% 0.0000
Volume 408 23 -385 -94.4% 518
Daily Pivots for day following 08-May-2009
Classic Woodie Camarilla DeMark
R4 1.5642 1.5586 1.5300
R3 1.5483 1.5427 1.5257
R2 1.5324 1.5324 1.5242
R1 1.5268 1.5268 1.5228 1.5296
PP 1.5165 1.5165 1.5165 1.5179
S1 1.5109 1.5109 1.5198 1.5137
S2 1.5006 1.5006 1.5184
S3 1.4847 1.4950 1.5169
S4 1.4688 1.4791 1.5126
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 1.6204 1.6079 1.5417
R3 1.5834 1.5709 1.5315
R2 1.5464 1.5464 1.5281
R1 1.5339 1.5339 1.5247 1.5402
PP 1.5094 1.5094 1.5094 1.5126
S1 1.4969 1.4969 1.5179 1.5032
S2 1.4724 1.4724 1.5145
S3 1.4354 1.4599 1.5111
S4 1.3984 1.4229 1.5010
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5220 1.4850 0.0370 2.4% 0.0150 1.0% 98% True False 103
10 1.5220 1.4550 0.0670 4.4% 0.0127 0.8% 99% True False 61
20 1.5220 1.4446 0.0774 5.1% 0.0120 0.8% 99% True False 45
40 1.5220 1.3900 0.1320 8.7% 0.0099 0.6% 99% True False 36
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5896
2.618 1.5636
1.618 1.5477
1.000 1.5379
0.618 1.5318
HIGH 1.5220
0.618 1.5159
0.500 1.5141
0.382 1.5122
LOW 1.5061
0.618 1.4963
1.000 1.4902
1.618 1.4804
2.618 1.4645
4.250 1.4385
Fisher Pivots for day following 08-May-2009
Pivot 1 day 3 day
R1 1.5189 1.5173
PP 1.5165 1.5134
S1 1.5141 1.5094

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

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