CME British Pound Future September 2009


Trading Metrics calculated at close of trading on 09-Jul-2009
Day Change Summary
Previous Current
08-Jul-2009 09-Jul-2009 Change Change % Previous Week
Open 1.6130 1.6057 -0.0073 -0.5% 1.6507
High 1.6149 1.6380 0.0231 1.4% 1.6742
Low 1.5981 1.6026 0.0045 0.3% 1.6321
Close 1.6025 1.6357 0.0332 2.1% 1.6420
Range 0.0168 0.0354 0.0186 110.7% 0.0421
ATR 0.0234 0.0243 0.0009 3.7% 0.0000
Volume 87,007 101,061 14,054 16.2% 381,142
Daily Pivots for day following 09-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.7316 1.7191 1.6552
R3 1.6962 1.6837 1.6454
R2 1.6608 1.6608 1.6422
R1 1.6483 1.6483 1.6389 1.6546
PP 1.6254 1.6254 1.6254 1.6286
S1 1.6129 1.6129 1.6325 1.6192
S2 1.5900 1.5900 1.6292
S3 1.5546 1.5775 1.6260
S4 1.5192 1.5421 1.6162
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 1.6498 1.5981 0.0517 3.2% 0.0222 1.4% 73% False False 100,053
10 1.6742 1.5981 0.0761 4.7% 0.0220 1.3% 49% False False 100,451
20 1.6742 1.5981 0.0761 4.7% 0.0238 1.5% 49% False False 97,112
40 1.6742 1.5074 0.1668 10.2% 0.0244 1.5% 77% False False 51,402
60 1.6742 1.4446 0.2296 14.0% 0.0203 1.2% 83% False False 34,293
80 1.6742 1.3900 0.2842 17.4% 0.0175 1.1% 86% False False 25,725
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0050
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1.7885
2.618 1.7307
1.618 1.6953
1.000 1.6734
0.618 1.6599
HIGH 1.6380
0.618 1.6245
0.500 1.6203
0.382 1.6161
LOW 1.6026
0.618 1.5807
1.000 1.5672
1.618 1.5453
2.618 1.5099
4.250 1.4522
Fisher Pivots for day following 09-Jul-2009
Pivot 1 day 3 day
R1 1.6306 1.6298
PP 1.6254 1.6239
S1 1.6203 1.6181

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

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