CME British Pound Future September 2009


Trading Metrics calculated at close of trading on 15-Jun-2009
Day Change Summary
Previous Current
12-Jun-2009 15-Jun-2009 Change Change % Previous Week
Open 1.6571 1.6415 -0.0156 -0.9% 1.5903
High 1.6597 1.6442 -0.0155 -0.9% 1.6620
Low 1.6322 1.6237 -0.0085 -0.5% 1.5795
Close 1.6448 1.6290 -0.0158 -1.0% 1.6448
Range 0.0275 0.0205 -0.0070 -25.5% 0.0825
ATR 0.0255 0.0252 -0.0003 -1.2% 0.0000
Volume 82,243 83,523 1,280 1.6% 193,522
Daily Pivots for day following 15-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.6938 1.6819 1.6403
R3 1.6733 1.6614 1.6346
R2 1.6528 1.6528 1.6328
R1 1.6409 1.6409 1.6309 1.6366
PP 1.6323 1.6323 1.6323 1.6302
S1 1.6204 1.6204 1.6271 1.6161
S2 1.6118 1.6118 1.6252
S3 1.5913 1.5999 1.6234
S4 1.5708 1.5794 1.6177
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.8763 1.8430 1.6902
R3 1.7938 1.7605 1.6675
R2 1.7113 1.7113 1.6599
R1 1.6780 1.6780 1.6524 1.6947
PP 1.6288 1.6288 1.6288 1.6371
S1 1.5955 1.5955 1.6372 1.6122
S2 1.5463 1.5463 1.6297
S3 1.4638 1.5130 1.6221
S4 1.3813 1.4305 1.5994
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6620 1.5979 0.0641 3.9% 0.0276 1.7% 49% False False 53,063
10 1.6658 1.5795 0.0863 5.3% 0.0303 1.9% 57% False False 30,614
20 1.6658 1.5217 0.1441 8.8% 0.0264 1.6% 74% False False 16,549
40 1.6658 1.4446 0.2212 13.6% 0.0197 1.2% 83% False False 8,327
60 1.6658 1.4180 0.2478 15.2% 0.0160 1.0% 85% False False 5,559
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0078
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.7313
2.618 1.6979
1.618 1.6774
1.000 1.6647
0.618 1.6569
HIGH 1.6442
0.618 1.6364
0.500 1.6340
0.382 1.6315
LOW 1.6237
0.618 1.6110
1.000 1.6032
1.618 1.5905
2.618 1.5700
4.250 1.5366
Fisher Pivots for day following 15-Jun-2009
Pivot 1 day 3 day
R1 1.6340 1.6429
PP 1.6323 1.6382
S1 1.6307 1.6336

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

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