CME British Pound Future December 2009


Trading Metrics calculated at close of trading on 12-Jun-2009
Day Change Summary
Previous Current
11-Jun-2009 12-Jun-2009 Change Change % Previous Week
Open 1.6553 1.6528 -0.0025 -0.2% 1.5900
High 1.6590 1.6528 -0.0062 -0.4% 1.6590
Low 1.6553 1.6528 -0.0025 -0.2% 1.5800
Close 1.6581 1.6444 -0.0137 -0.8% 1.6444
Range 0.0037 0.0000 -0.0037 -100.0% 0.0790
ATR 0.0161 0.0153 -0.0008 -4.8% 0.0000
Volume 5 3 -2 -40.0% 27
Daily Pivots for day following 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.6500 1.6472 1.6444
R3 1.6500 1.6472 1.6444
R2 1.6500 1.6500 1.6444
R1 1.6472 1.6472 1.6444 1.6486
PP 1.6500 1.6500 1.6500 1.6507
S1 1.6472 1.6472 1.6444 1.6486
S2 1.6500 1.6500 1.6444
S3 1.6500 1.6472 1.6444
S4 1.6500 1.6472 1.6444
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.8648 1.8336 1.6879
R3 1.7858 1.7546 1.6661
R2 1.7068 1.7068 1.6589
R1 1.6756 1.6756 1.6516 1.6912
PP 1.6278 1.6278 1.6278 1.6356
S1 1.5966 1.5966 1.6372 1.6122
S2 1.5488 1.5488 1.6299
S3 1.4698 1.5176 1.6227
S4 1.3908 1.4386 1.6010
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6590 1.5800 0.0790 4.8% 0.0088 0.5% 82% False False 5
10 1.6590 1.5800 0.0790 4.8% 0.0104 0.6% 82% False False 5
20 1.6590 1.5260 0.1330 8.1% 0.0064 0.4% 89% False False 14
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0008
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.6528
2.618 1.6528
1.618 1.6528
1.000 1.6528
0.618 1.6528
HIGH 1.6528
0.618 1.6528
0.500 1.6528
0.382 1.6528
LOW 1.6528
0.618 1.6528
1.000 1.6528
1.618 1.6528
2.618 1.6528
4.250 1.6528
Fisher Pivots for day following 12-Jun-2009
Pivot 1 day 3 day
R1 1.6528 1.6439
PP 1.6500 1.6435
S1 1.6472 1.6430

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

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