CME British Pound Future September 2009


Trading Metrics calculated at close of trading on 02-Jun-2009
Day Change Summary
Previous Current
01-Jun-2009 02-Jun-2009 Change Change % Previous Week
Open 1.6184 1.6445 0.0261 1.6% 1.5925
High 1.6489 1.6591 0.0102 0.6% 1.6199
Low 1.6157 1.6321 0.0164 1.0% 1.5772
Close 1.6440 1.6570 0.0130 0.8% 1.6132
Range 0.0332 0.0270 -0.0062 -18.7% 0.0427
ATR 0.0200 0.0205 0.0005 2.5% 0.0000
Volume 4,857 2,256 -2,601 -53.6% 12,162
Daily Pivots for day following 02-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.7304 1.7207 1.6719
R3 1.7034 1.6937 1.6644
R2 1.6764 1.6764 1.6620
R1 1.6667 1.6667 1.6595 1.6716
PP 1.6494 1.6494 1.6494 1.6518
S1 1.6397 1.6397 1.6545 1.6446
S2 1.6224 1.6224 1.6521
S3 1.5954 1.6127 1.6496
S4 1.5684 1.5857 1.6422
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 1.7315 1.7151 1.6367
R3 1.6888 1.6724 1.6249
R2 1.6461 1.6461 1.6210
R1 1.6297 1.6297 1.6171 1.6379
PP 1.6034 1.6034 1.6034 1.6076
S1 1.5870 1.5870 1.6093 1.5952
S2 1.5607 1.5607 1.6054
S3 1.5180 1.5443 1.6015
S4 1.4753 1.5016 1.5897
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6591 1.5853 0.0738 4.5% 0.0230 1.4% 97% True False 3,037
10 1.6591 1.5320 0.1271 7.7% 0.0239 1.4% 98% True False 2,701
20 1.6591 1.4968 0.1623 9.8% 0.0194 1.2% 99% True False 1,448
40 1.6591 1.4446 0.2145 12.9% 0.0148 0.9% 99% True False 737
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 0.0051
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.7739
2.618 1.7298
1.618 1.7028
1.000 1.6861
0.618 1.6758
HIGH 1.6591
0.618 1.6488
0.500 1.6456
0.382 1.6424
LOW 1.6321
0.618 1.6154
1.000 1.6051
1.618 1.5884
2.618 1.5614
4.250 1.5174
Fisher Pivots for day following 02-Jun-2009
Pivot 1 day 3 day
R1 1.6532 1.6470
PP 1.6494 1.6370
S1 1.6456 1.6270

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

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