CME British Pound Future September 2009


Trading Metrics calculated at close of trading on 22-May-2009
Day Change Summary
Previous Current
21-May-2009 22-May-2009 Change Change % Previous Week
Open 1.5720 1.5837 0.0117 0.7% 1.5217
High 1.5874 1.5933 0.0059 0.4% 1.5933
Low 1.5507 1.5766 0.0259 1.7% 1.5217
Close 1.5830 1.5912 0.0082 0.5% 1.5912
Range 0.0367 0.0167 -0.0200 -54.5% 0.0716
ATR 0.0185 0.0184 -0.0001 -0.7% 0.0000
Volume 4,218 1,474 -2,744 -65.1% 7,830
Daily Pivots for day following 22-May-2009
Classic Woodie Camarilla DeMark
R4 1.6371 1.6309 1.6004
R3 1.6204 1.6142 1.5958
R2 1.6037 1.6037 1.5943
R1 1.5975 1.5975 1.5927 1.6006
PP 1.5870 1.5870 1.5870 1.5886
S1 1.5808 1.5808 1.5897 1.5839
S2 1.5703 1.5703 1.5881
S3 1.5536 1.5641 1.5866
S4 1.5369 1.5474 1.5820
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 1.7835 1.7590 1.6306
R3 1.7119 1.6874 1.6109
R2 1.6403 1.6403 1.6043
R1 1.6158 1.6158 1.5978 1.6281
PP 1.5687 1.5687 1.5687 1.5749
S1 1.5442 1.5442 1.5846 1.5565
S2 1.4971 1.4971 1.5781
S3 1.4255 1.4726 1.5715
S4 1.3539 1.4010 1.5518
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5933 1.5217 0.0716 4.5% 0.0235 1.5% 97% True False 1,566
10 1.5933 1.5074 0.0859 5.4% 0.0193 1.2% 98% True False 918
20 1.5933 1.4550 0.1383 8.7% 0.0160 1.0% 98% True False 489
40 1.5933 1.4180 0.1753 11.0% 0.0130 0.8% 99% True False 259
Crabel Price Patterns
NR True
NR4 True
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 0.0032
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6643
2.618 1.6370
1.618 1.6203
1.000 1.6100
0.618 1.6036
HIGH 1.5933
0.618 1.5869
0.500 1.5850
0.382 1.5830
LOW 1.5766
0.618 1.5663
1.000 1.5599
1.618 1.5496
2.618 1.5329
4.250 1.5056
Fisher Pivots for day following 22-May-2009
Pivot 1 day 3 day
R1 1.5891 1.5839
PP 1.5870 1.5765
S1 1.5850 1.5692

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

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