CME British Pound Future September 2009


Trading Metrics calculated at close of trading on 19-May-2009
Day Change Summary
Previous Current
18-May-2009 19-May-2009 Change Change % Previous Week
Open 1.5217 1.5324 0.0107 0.7% 1.5120
High 1.5339 1.5512 0.0173 1.1% 1.5313
Low 1.5217 1.5320 0.0103 0.7% 1.5074
Close 1.5311 1.5504 0.0193 1.3% 1.5156
Range 0.0122 0.0192 0.0070 57.4% 0.0239
ATR 0.0156 0.0159 0.0003 2.0% 0.0000
Volume 89 153 64 71.9% 1,358
Daily Pivots for day following 19-May-2009
Classic Woodie Camarilla DeMark
R4 1.6021 1.5955 1.5610
R3 1.5829 1.5763 1.5557
R2 1.5637 1.5637 1.5539
R1 1.5571 1.5571 1.5522 1.5604
PP 1.5445 1.5445 1.5445 1.5462
S1 1.5379 1.5379 1.5486 1.5412
S2 1.5253 1.5253 1.5469
S3 1.5061 1.5187 1.5451
S4 1.4869 1.4995 1.5398
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 1.5898 1.5766 1.5287
R3 1.5659 1.5527 1.5222
R2 1.5420 1.5420 1.5200
R1 1.5288 1.5288 1.5178 1.5354
PP 1.5181 1.5181 1.5181 1.5214
S1 1.5049 1.5049 1.5134 1.5115
S2 1.4942 1.4942 1.5112
S3 1.4703 1.4810 1.5090
S4 1.4464 1.4571 1.5025
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5512 1.5074 0.0438 2.8% 0.0161 1.0% 98% True False 199
10 1.5512 1.4968 0.0544 3.5% 0.0152 1.0% 99% True False 207
20 1.5512 1.4446 0.1066 6.9% 0.0128 0.8% 99% True False 116
40 1.5512 1.4180 0.1332 8.6% 0.0113 0.7% 99% True False 70
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0011
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6328
2.618 1.6015
1.618 1.5823
1.000 1.5704
0.618 1.5631
HIGH 1.5512
0.618 1.5439
0.500 1.5416
0.382 1.5393
LOW 1.5320
0.618 1.5201
1.000 1.5128
1.618 1.5009
2.618 1.4817
4.250 1.4504
Fisher Pivots for day following 19-May-2009
Pivot 1 day 3 day
R1 1.5475 1.5448
PP 1.5445 1.5391
S1 1.5416 1.5335

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

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