CME British Pound Future December 2009


Trading Metrics calculated at close of trading on 08-Jun-2009
Day Change Summary
Previous Current
05-Jun-2009 08-Jun-2009 Change Change % Previous Week
Open 1.6065 1.5900 -0.0165 -1.0% 1.6171
High 1.6065 1.5949 -0.0116 -0.7% 1.6437
Low 1.5980 1.5800 -0.0180 -1.1% 1.5980
Close 1.5965 1.6038 0.0073 0.5% 1.5965
Range 0.0085 0.0149 0.0064 75.3% 0.0457
ATR 0.0145 0.0146 0.0001 1.0% 0.0000
Volume 4 9 5 125.0% 26
Daily Pivots for day following 08-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.6376 1.6356 1.6120
R3 1.6227 1.6207 1.6079
R2 1.6078 1.6078 1.6065
R1 1.6058 1.6058 1.6052 1.6068
PP 1.5929 1.5929 1.5929 1.5934
S1 1.5909 1.5909 1.6024 1.5919
S2 1.5780 1.5780 1.6011
S3 1.5631 1.5760 1.5997
S4 1.5482 1.5611 1.5956
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.7498 1.7189 1.6216
R3 1.7041 1.6732 1.6091
R2 1.6584 1.6584 1.6049
R1 1.6275 1.6275 1.6007 1.6201
PP 1.6127 1.6127 1.6127 1.6091
S1 1.5818 1.5818 1.5923 1.5744
S2 1.5670 1.5670 1.5881
S3 1.5213 1.5361 1.5839
S4 1.4756 1.4904 1.5714
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6380 1.5800 0.0580 3.6% 0.0097 0.6% 41% False True 6
10 1.6437 1.5800 0.0637 4.0% 0.0080 0.5% 37% False True 17
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6582
2.618 1.6339
1.618 1.6190
1.000 1.6098
0.618 1.6041
HIGH 1.5949
0.618 1.5892
0.500 1.5875
0.382 1.5857
LOW 1.5800
0.618 1.5708
1.000 1.5651
1.618 1.5559
2.618 1.5410
4.250 1.5167
Fisher Pivots for day following 08-Jun-2009
Pivot 1 day 3 day
R1 1.5984 1.6055
PP 1.5929 1.6049
S1 1.5875 1.6044

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

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