CME British Pound Future September 2009


Trading Metrics calculated at close of trading on 03-Jun-2009
Day Change Summary
Previous Current
02-Jun-2009 03-Jun-2009 Change Change % Previous Week
Open 1.6445 1.6575 0.0130 0.8% 1.5925
High 1.6591 1.6658 0.0067 0.4% 1.6199
Low 1.6321 1.6235 -0.0086 -0.5% 1.5772
Close 1.6570 1.6272 -0.0298 -1.8% 1.6132
Range 0.0270 0.0423 0.0153 56.7% 0.0427
ATR 0.0205 0.0220 0.0016 7.6% 0.0000
Volume 2,256 4,470 2,214 98.1% 12,162
Daily Pivots for day following 03-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.7657 1.7388 1.6505
R3 1.7234 1.6965 1.6388
R2 1.6811 1.6811 1.6350
R1 1.6542 1.6542 1.6311 1.6465
PP 1.6388 1.6388 1.6388 1.6350
S1 1.6119 1.6119 1.6233 1.6042
S2 1.5965 1.5965 1.6194
S3 1.5542 1.5696 1.6156
S4 1.5119 1.5273 1.6039
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 1.6658 1.5853 0.0805 4.9% 0.0285 1.8% 52% True False 2,909
10 1.6658 1.5450 0.1208 7.4% 0.0262 1.6% 68% True False 3,133
20 1.6658 1.4968 0.1690 10.4% 0.0207 1.3% 77% True False 1,670
40 1.6658 1.4446 0.2212 13.6% 0.0158 1.0% 83% True False 848
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0059
Widest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 1.8456
2.618 1.7765
1.618 1.7342
1.000 1.7081
0.618 1.6919
HIGH 1.6658
0.618 1.6496
0.500 1.6447
0.382 1.6397
LOW 1.6235
0.618 1.5974
1.000 1.5812
1.618 1.5551
2.618 1.5128
4.250 1.4437
Fisher Pivots for day following 03-Jun-2009
Pivot 1 day 3 day
R1 1.6447 1.6408
PP 1.6388 1.6362
S1 1.6330 1.6317

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

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