CME British Pound Future December 2009


Trading Metrics calculated at close of trading on 06-Jul-2009
Day Change Summary
Previous Current
03-Jul-2009 06-Jul-2009 Change Change % Previous Week
Open 1.6401 1.6305 -0.0096 -0.6% 1.6451
High 1.6414 1.6305 -0.0109 -0.7% 1.6715
Low 1.6332 1.6117 -0.0215 -1.3% 1.6332
Close 1.6415 1.6246 -0.0169 -1.0% 1.6415
Range 0.0082 0.0188 0.0106 129.3% 0.0383
ATR 0.0158 0.0168 0.0010 6.4% 0.0000
Volume 28 28 0 0.0% 99
Daily Pivots for day following 06-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.6787 1.6704 1.6349
R3 1.6599 1.6516 1.6298
R2 1.6411 1.6411 1.6280
R1 1.6328 1.6328 1.6263 1.6276
PP 1.6223 1.6223 1.6223 1.6196
S1 1.6140 1.6140 1.6229 1.6088
S2 1.6035 1.6035 1.6212
S3 1.5847 1.5952 1.6194
S4 1.5659 1.5764 1.6143
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.7636 1.7409 1.6626
R3 1.7253 1.7026 1.6520
R2 1.6870 1.6870 1.6485
R1 1.6643 1.6643 1.6450 1.6565
PP 1.6487 1.6487 1.6487 1.6449
S1 1.6260 1.6260 1.6380 1.6182
S2 1.6104 1.6104 1.6345
S3 1.5721 1.5877 1.6310
S4 1.5338 1.5494 1.6204
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6715 1.6117 0.0598 3.7% 0.0144 0.9% 22% False True 21
10 1.6715 1.6117 0.0598 3.7% 0.0152 0.9% 22% False True 71
20 1.6715 1.6117 0.0598 3.7% 0.0133 0.8% 22% False True 52
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0023
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.7104
2.618 1.6797
1.618 1.6609
1.000 1.6493
0.618 1.6421
HIGH 1.6305
0.618 1.6233
0.500 1.6211
0.382 1.6189
LOW 1.6117
0.618 1.6001
1.000 1.5929
1.618 1.5813
2.618 1.5625
4.250 1.5318
Fisher Pivots for day following 06-Jul-2009
Pivot 1 day 3 day
R1 1.6234 1.6266
PP 1.6223 1.6259
S1 1.6211 1.6253

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

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