CME British Pound Future September 2009


Trading Metrics calculated at close of trading on 23-Jun-2009
Day Change Summary
Previous Current
22-Jun-2009 23-Jun-2009 Change Change % Previous Week
Open 1.6498 1.6335 -0.0163 -1.0% 1.6415
High 1.6513 1.6473 -0.0040 -0.2% 1.6561
Low 1.6317 1.6206 -0.0111 -0.7% 1.6185
Close 1.6342 1.6452 0.0110 0.7% 1.6513
Range 0.0196 0.0267 0.0071 36.2% 0.0376
ATR 0.0253 0.0254 0.0001 0.4% 0.0000
Volume 93,196 99,004 5,808 6.2% 502,481
Daily Pivots for day following 23-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.7178 1.7082 1.6599
R3 1.6911 1.6815 1.6525
R2 1.6644 1.6644 1.6501
R1 1.6548 1.6548 1.6476 1.6596
PP 1.6377 1.6377 1.6377 1.6401
S1 1.6281 1.6281 1.6428 1.6329
S2 1.6110 1.6110 1.6403
S3 1.5843 1.6014 1.6379
S4 1.5576 1.5747 1.6305
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.7548 1.7406 1.6720
R3 1.7172 1.7030 1.6616
R2 1.6796 1.6796 1.6582
R1 1.6654 1.6654 1.6547 1.6725
PP 1.6420 1.6420 1.6420 1.6455
S1 1.6278 1.6278 1.6479 1.6349
S2 1.6044 1.6044 1.6444
S3 1.5668 1.5902 1.6410
S4 1.5292 1.5526 1.6306
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6561 1.6185 0.0376 2.3% 0.0253 1.5% 71% False False 103,606
10 1.6620 1.6185 0.0435 2.6% 0.0257 1.6% 61% False False 85,553
20 1.6658 1.5795 0.0863 5.2% 0.0274 1.7% 76% False False 46,511
40 1.6658 1.4564 0.2094 12.7% 0.0219 1.3% 90% False False 23,602
60 1.6658 1.4180 0.2478 15.1% 0.0179 1.1% 92% False False 15,743
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 0.0058
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.7608
2.618 1.7172
1.618 1.6905
1.000 1.6740
0.618 1.6638
HIGH 1.6473
0.618 1.6371
0.500 1.6340
0.382 1.6308
LOW 1.6206
0.618 1.6041
1.000 1.5939
1.618 1.5774
2.618 1.5507
4.250 1.5071
Fisher Pivots for day following 23-Jun-2009
Pivot 1 day 3 day
R1 1.6415 1.6429
PP 1.6377 1.6406
S1 1.6340 1.6384

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

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