CME British Pound Future December 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 1.6380 1.6231 -0.0149 -0.9% 1.5913
High 1.6380 1.6277 -0.0103 -0.6% 1.6121
Low 1.6380 1.6211 -0.0169 -1.0% 1.5913
Close 1.6566 1.6267 -0.0299 -1.8% 1.6128
Range 0.0000 0.0066 0.0066 0.0208
ATR 0.0120 0.0137 0.0017 14.0% 0.0000
Volume 8 1 -7 -87.5% 135
Daily Pivots for day following 03-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.6450 1.6424 1.6303
R3 1.6384 1.6358 1.6285
R2 1.6318 1.6318 1.6279
R1 1.6292 1.6292 1.6273 1.6305
PP 1.6252 1.6252 1.6252 1.6258
S1 1.6226 1.6226 1.6261 1.6239
S2 1.6186 1.6186 1.6255
S3 1.6120 1.6160 1.6249
S4 1.6054 1.6094 1.6231
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% 0.0076 0.5% 66% False False 25
10 1.6437 1.5449 0.0988 6.1% 0.0057 0.4% 83% False False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6558
2.618 1.6450
1.618 1.6384
1.000 1.6343
0.618 1.6318
HIGH 1.6277
0.618 1.6252
0.500 1.6244
0.382 1.6236
LOW 1.6211
0.618 1.6170
1.000 1.6145
1.618 1.6104
2.618 1.6038
4.250 1.5931
Fisher Pivots for day following 03-Jun-2009
Pivot 1 day 3 day
R1 1.6259 1.6304
PP 1.6252 1.6292
S1 1.6244 1.6279

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

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