CME British Pound Future December 2009


Trading Metrics calculated at close of trading on 18-Jun-2009
Day Change Summary
Previous Current
17-Jun-2009 18-Jun-2009 Change Change % Previous Week
Open 1.6343 1.6365 0.0022 0.1% 1.5900
High 1.6424 1.6380 -0.0044 -0.3% 1.6590
Low 1.6270 1.6280 0.0010 0.1% 1.5800
Close 1.6421 1.6345 -0.0076 -0.5% 1.6444
Range 0.0154 0.0100 -0.0054 -35.1% 0.0790
ATR 0.0159 0.0158 -0.0001 -0.8% 0.0000
Volume 81 52 -29 -35.8% 27
Daily Pivots for day following 18-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.6635 1.6590 1.6400
R3 1.6535 1.6490 1.6373
R2 1.6435 1.6435 1.6363
R1 1.6390 1.6390 1.6354 1.6363
PP 1.6335 1.6335 1.6335 1.6321
S1 1.6290 1.6290 1.6336 1.6263
S2 1.6235 1.6235 1.6327
S3 1.6135 1.6190 1.6318
S4 1.6035 1.6090 1.6290
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 1.6528 1.6236 0.0292 1.8% 0.0095 0.6% 37% False False 42
10 1.6590 1.5800 0.0790 4.8% 0.0100 0.6% 69% False False 24
20 1.6590 1.5781 0.0809 4.9% 0.0085 0.5% 70% False False 22
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6805
2.618 1.6642
1.618 1.6542
1.000 1.6480
0.618 1.6442
HIGH 1.6380
0.618 1.6342
0.500 1.6330
0.382 1.6318
LOW 1.6280
0.618 1.6218
1.000 1.6180
1.618 1.6118
2.618 1.6018
4.250 1.5855
Fisher Pivots for day following 18-Jun-2009
Pivot 1 day 3 day
R1 1.6340 1.6369
PP 1.6335 1.6361
S1 1.6330 1.6353

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

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