CME British Pound Future September 2009


Trading Metrics calculated at close of trading on 13-Jul-2009
Day Change Summary
Previous Current
10-Jul-2009 13-Jul-2009 Change Change % Previous Week
Open 1.6339 1.6184 -0.0155 -0.9% 1.6287
High 1.6339 1.6240 -0.0099 -0.6% 1.6380
Low 1.6151 1.6030 -0.0121 -0.7% 1.5981
Close 1.6189 1.6205 0.0016 0.1% 1.6189
Range 0.0188 0.0210 0.0022 11.7% 0.0399
ATR 0.0240 0.0238 -0.0002 -0.9% 0.0000
Volume 111,173 82,233 -28,940 -26.0% 518,196
Daily Pivots for day following 13-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.6788 1.6707 1.6321
R3 1.6578 1.6497 1.6263
R2 1.6368 1.6368 1.6244
R1 1.6287 1.6287 1.6224 1.6328
PP 1.6158 1.6158 1.6158 1.6179
S1 1.6077 1.6077 1.6186 1.6118
S2 1.5948 1.5948 1.6167
S3 1.5738 1.5867 1.6147
S4 1.5528 1.5657 1.6090
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.7380 1.7184 1.6408
R3 1.6981 1.6785 1.6299
R2 1.6582 1.6582 1.6262
R1 1.6386 1.6386 1.6226 1.6285
PP 1.6183 1.6183 1.6183 1.6133
S1 1.5987 1.5987 1.6152 1.5886
S2 1.5784 1.5784 1.6116
S3 1.5385 1.5588 1.6079
S4 1.4986 1.5189 1.5970
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6380 1.5981 0.0399 2.5% 0.0220 1.4% 56% False False 98,656
10 1.6742 1.5981 0.0761 4.7% 0.0216 1.3% 29% False False 98,157
20 1.6742 1.5981 0.0761 4.7% 0.0230 1.4% 29% False False 100,064
40 1.6742 1.5157 0.1585 9.8% 0.0245 1.5% 66% False False 56,220
60 1.6742 1.4446 0.2296 14.2% 0.0205 1.3% 77% False False 37,516
80 1.6742 1.4180 0.2562 15.8% 0.0175 1.1% 79% False False 28,142
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 0.0049
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.7133
2.618 1.6790
1.618 1.6580
1.000 1.6450
0.618 1.6370
HIGH 1.6240
0.618 1.6160
0.500 1.6135
0.382 1.6110
LOW 1.6030
0.618 1.5900
1.000 1.5820
1.618 1.5690
2.618 1.5480
4.250 1.5138
Fisher Pivots for day following 13-Jul-2009
Pivot 1 day 3 day
R1 1.6182 1.6204
PP 1.6158 1.6204
S1 1.6135 1.6203

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

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