CME British Pound Future September 2009

Trading Metrics calculated at close of trading on 05-Jun-2009

Day Change Summary
	Previous	Current
	04-Jun-2009	05-Jun-2009	Change	Change %	Previous Week
Open	1.6290	1.6110	-0.0180	-1.1%	1.6184
High	1.6426	1.6238	-0.0188	-1.1%	1.6658
Low	1.6081	1.5934	-0.0147	-0.9%	1.5934
Close	1.6188	1.5970	-0.0218	-1.3%	1.5970
Range	0.0345	0.0304	-0.0041	-11.9%	0.0724
ATR	0.0229	0.0235	0.0005	2.3%	0.0000
Volume	9,844	12,531	2,687	27.3%	33,958

Daily Pivots for day following 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.6959	1.6769	1.6137
R3	1.6655	1.6465	1.6054
R2	1.6351	1.6351	1.6026
R1	1.6161	1.6161	1.5998	1.6104
PP	1.6047	1.6047	1.6047	1.6019
S1	1.5857	1.5857	1.5942	1.5800
S2	1.5743	1.5743	1.5914
S3	1.5439	1.5553	1.5886
S4	1.5135	1.5249	1.5803

Weekly Pivots for week ending 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.8359	1.7889	1.6368
R3	1.7635	1.7165	1.6169
R2	1.6911	1.6911	1.6103
R1	1.6441	1.6441	1.6036	1.6314
PP	1.6187	1.6187	1.6187	1.6124
S1	1.5717	1.5717	1.5904	1.5590
S2	1.5463	1.5463	1.5837
S3	1.4739	1.4993	1.5771
S4	1.4015	1.4269	1.5572

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6658	1.5934	0.0724	4.5%	0.0335	2.1%	5%	False	True	6,791
10	1.6658	1.5766	0.0892	5.6%	0.0258	1.6%	23%	False	False	4,759
20	1.6658	1.5061	0.1597	10.0%	0.0225	1.4%	57%	False	False	2,766
40	1.6658	1.4446	0.2212	13.9%	0.0170	1.1%	69%	False	False	1,405

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	0.0070
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.7530
2.618	1.7034
1.618	1.6730
1.000	1.6542
0.618	1.6426
HIGH	1.6238
0.618	1.6122
0.500	1.6086
0.382	1.6050
LOW	1.5934
0.618	1.5746
1.000	1.5630
1.618	1.5442
2.618	1.5138
4.250	1.4642

Fisher Pivots for day following 05-Jun-2009
Pivot	1 day	3 day
R1	1.6086	1.6296
PP	1.6047	1.6187
S1	1.6009	1.6079

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols