CME British Pound Future December 2009


Trading Metrics calculated at close of trading on 26-May-2009
Day Change Summary
Previous Current
22-May-2009 26-May-2009 Change Change % Previous Week
Open 1.5843 1.5913 0.0070 0.4% 1.5300
High 1.5909 1.5913 0.0004 0.0% 1.5909
Low 1.5843 1.5913 0.0070 0.4% 1.5300
Close 1.5904 1.5913 0.0009 0.1% 1.5904
Range 0.0066 0.0000 -0.0066 -100.0% 0.0609
ATR
Volume 5 11 6 120.0% 93
Daily Pivots for day following 26-May-2009
Classic Woodie Camarilla DeMark
R4 1.5913 1.5913 1.5913
R3 1.5913 1.5913 1.5913
R2 1.5913 1.5913 1.5913
R1 1.5913 1.5913 1.5913 1.5913
PP 1.5913 1.5913 1.5913 1.5913
S1 1.5913 1.5913 1.5913 1.5913
S2 1.5913 1.5913 1.5913
S3 1.5913 1.5913 1.5913
S4 1.5913 1.5913 1.5913
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 1.7531 1.7327 1.6239
R3 1.6922 1.6718 1.6071
R2 1.6313 1.6313 1.6016
R1 1.6109 1.6109 1.5960 1.6211
PP 1.5704 1.5704 1.5704 1.5756
S1 1.5500 1.5500 1.5848 1.5602
S2 1.5095 1.5095 1.5792
S3 1.4486 1.4891 1.5737
S4 1.3877 1.4282 1.5569
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5913 1.5449 0.0464 2.9% 0.0038 0.2% 100% True False 20
10 1.5913 1.5092 0.0821 5.2% 0.0064 0.4% 100% True False 13
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 0.0000
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5913
2.618 1.5913
1.618 1.5913
1.000 1.5913
0.618 1.5913
HIGH 1.5913
0.618 1.5913
0.500 1.5913
0.382 1.5913
LOW 1.5913
0.618 1.5913
1.000 1.5913
1.618 1.5913
2.618 1.5913
4.250 1.5913
Fisher Pivots for day following 26-May-2009
Pivot 1 day 3 day
R1 1.5913 1.5891
PP 1.5913 1.5869
S1 1.5913 1.5847

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

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