CME British Pound Future December 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 1.6171 1.6380 0.0209 1.3% 1.5913
High 1.6437 1.6380 -0.0057 -0.3% 1.6121
Low 1.6171 1.6380 0.0209 1.3% 1.5913
Close 1.6436 1.6566 0.0130 0.8% 1.6128
Range 0.0266 0.0000 -0.0266 -100.0% 0.0208
ATR 0.0125 0.0120 -0.0005 -3.9% 0.0000
Volume 2 8 6 300.0% 135
Daily Pivots for day following 02-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.6442 1.6504 1.6566
R3 1.6442 1.6504 1.6566
R2 1.6442 1.6442 1.6566
R1 1.6504 1.6504 1.6566 1.6473
PP 1.6442 1.6442 1.6442 1.6427
S1 1.6504 1.6504 1.6566 1.6473
S2 1.6442 1.6442 1.6566
S3 1.6442 1.6504 1.6566
S4 1.6442 1.6504 1.6566
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 1.6678 1.6611 1.6242
R3 1.6470 1.6403 1.6185
R2 1.6262 1.6262 1.6166
R1 1.6195 1.6195 1.6147 1.6229
PP 1.6054 1.6054 1.6054 1.6071
S1 1.5987 1.5987 1.6109 1.6021
S2 1.5846 1.5846 1.6090
S3 1.5638 1.5779 1.6071
S4 1.5430 1.5571 1.6014
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6437 1.5941 0.0496 3.0% 0.0063 0.4% 126% False False 26
10 1.6437 1.5449 0.0988 6.0% 0.0051 0.3% 113% False False 23
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6380
2.618 1.6380
1.618 1.6380
1.000 1.6380
0.618 1.6380
HIGH 1.6380
0.618 1.6380
0.500 1.6380
0.382 1.6380
LOW 1.6380
0.618 1.6380
1.000 1.6380
1.618 1.6380
2.618 1.6380
4.250 1.6380
Fisher Pivots for day following 02-Jun-2009
Pivot 1 day 3 day
R1 1.6504 1.6462
PP 1.6442 1.6358
S1 1.6380 1.6254

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

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