CME British Pound Future December 2009


Trading Metrics calculated at close of trading on 09-Jun-2009
Day Change Summary
Previous Current
08-Jun-2009 09-Jun-2009 Change Change % Previous Week
Open 1.5900 1.6160 0.0260 1.6% 1.6171
High 1.5949 1.6349 0.0400 2.5% 1.6437
Low 1.5800 1.6160 0.0360 2.3% 1.5980
Close 1.6038 1.6326 0.0288 1.8% 1.5965
Range 0.0149 0.0189 0.0040 26.8% 0.0457
ATR 0.0146 0.0158 0.0012 8.1% 0.0000
Volume 9 6 -3 -33.3% 26
Daily Pivots for day following 09-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.6845 1.6775 1.6430
R3 1.6656 1.6586 1.6378
R2 1.6467 1.6467 1.6361
R1 1.6397 1.6397 1.6343 1.6432
PP 1.6278 1.6278 1.6278 1.6296
S1 1.6208 1.6208 1.6309 1.6243
S2 1.6089 1.6089 1.6291
S3 1.5900 1.6019 1.6274
S4 1.5711 1.5830 1.6222
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 1.6349 1.5800 0.0549 3.4% 0.0135 0.8% 96% True False 6
10 1.6437 1.5800 0.0637 3.9% 0.0099 0.6% 83% False False 16
20 1.6437 1.5092 0.1345 8.2% 0.0082 0.5% 92% False False 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 1.7152
2.618 1.6844
1.618 1.6655
1.000 1.6538
0.618 1.6466
HIGH 1.6349
0.618 1.6277
0.500 1.6255
0.382 1.6232
LOW 1.6160
0.618 1.6043
1.000 1.5971
1.618 1.5854
2.618 1.5665
4.250 1.5357
Fisher Pivots for day following 09-Jun-2009
Pivot 1 day 3 day
R1 1.6302 1.6242
PP 1.6278 1.6158
S1 1.6255 1.6075

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

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