CME British Pound Future September 2009


Trading Metrics calculated at close of trading on 08-Jul-2009
Day Change Summary
Previous Current
07-Jul-2009 08-Jul-2009 Change Change % Previous Week
Open 1.6273 1.6130 -0.0143 -0.9% 1.6507
High 1.6295 1.6149 -0.0146 -0.9% 1.6742
Low 1.6114 1.5981 -0.0133 -0.8% 1.6321
Close 1.6149 1.6025 -0.0124 -0.8% 1.6420
Range 0.0181 0.0168 -0.0013 -7.2% 0.0421
ATR 0.0239 0.0234 -0.0005 -2.1% 0.0000
Volume 111,809 87,007 -24,802 -22.2% 381,142
Daily Pivots for day following 08-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.6556 1.6458 1.6117
R3 1.6388 1.6290 1.6071
R2 1.6220 1.6220 1.6056
R1 1.6122 1.6122 1.6040 1.6087
PP 1.6052 1.6052 1.6052 1.6034
S1 1.5954 1.5954 1.6010 1.5919
S2 1.5884 1.5884 1.5994
S3 1.5716 1.5786 1.5979
S4 1.5548 1.5618 1.5933
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.7757 1.7510 1.6652
R3 1.7336 1.7089 1.6536
R2 1.6915 1.6915 1.6497
R1 1.6668 1.6668 1.6459 1.6581
PP 1.6494 1.6494 1.6494 1.6451
S1 1.6247 1.6247 1.6381 1.6160
S2 1.6073 1.6073 1.6343
S3 1.5652 1.5826 1.6304
S4 1.5231 1.5405 1.6188
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6546 1.5981 0.0565 3.5% 0.0185 1.2% 8% False True 105,340
10 1.6742 1.5981 0.0761 4.7% 0.0208 1.3% 6% False True 101,215
20 1.6742 1.5981 0.0761 4.7% 0.0232 1.5% 6% False True 93,384
40 1.6742 1.5074 0.1668 10.4% 0.0239 1.5% 57% False False 48,878
60 1.6742 1.4446 0.2296 14.3% 0.0198 1.2% 69% False False 32,609
80 1.6742 1.3900 0.2842 17.7% 0.0170 1.1% 75% False False 24,463
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0056
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6863
2.618 1.6589
1.618 1.6421
1.000 1.6317
0.618 1.6253
HIGH 1.6149
0.618 1.6085
0.500 1.6065
0.382 1.6045
LOW 1.5981
0.618 1.5877
1.000 1.5813
1.618 1.5709
2.618 1.5541
4.250 1.5267
Fisher Pivots for day following 08-Jul-2009
Pivot 1 day 3 day
R1 1.6065 1.6153
PP 1.6052 1.6110
S1 1.6038 1.6068

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

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