CME British Pound Future September 2009


Trading Metrics calculated at close of trading on 15-Jul-2009
Day Change Summary
Previous Current
14-Jul-2009 15-Jul-2009 Change Change % Previous Week
Open 1.6235 1.6319 0.0084 0.5% 1.6287
High 1.6342 1.6468 0.0126 0.8% 1.6380
Low 1.6225 1.6301 0.0076 0.5% 1.5981
Close 1.6275 1.6424 0.0149 0.9% 1.6189
Range 0.0117 0.0167 0.0050 42.7% 0.0399
ATR 0.0231 0.0228 -0.0003 -1.2% 0.0000
Volume 82,764 82,567 -197 -0.2% 518,196
Daily Pivots for day following 15-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.6899 1.6828 1.6516
R3 1.6732 1.6661 1.6470
R2 1.6565 1.6565 1.6455
R1 1.6494 1.6494 1.6439 1.6530
PP 1.6398 1.6398 1.6398 1.6415
S1 1.6327 1.6327 1.6409 1.6363
S2 1.6231 1.6231 1.6393
S3 1.6064 1.6160 1.6378
S4 1.5897 1.5993 1.6332
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 1.6468 1.6026 0.0442 2.7% 0.0207 1.3% 90% True False 91,959
10 1.6546 1.5981 0.0565 3.4% 0.0196 1.2% 78% False False 98,650
20 1.6742 1.5981 0.0761 4.6% 0.0219 1.3% 58% False False 99,498
40 1.6742 1.5320 0.1422 8.7% 0.0246 1.5% 78% False False 60,350
60 1.6742 1.4446 0.2296 14.0% 0.0207 1.3% 86% False False 40,270
80 1.6742 1.4180 0.2562 15.6% 0.0178 1.1% 88% False False 30,208
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 0.0029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.7178
2.618 1.6905
1.618 1.6738
1.000 1.6635
0.618 1.6571
HIGH 1.6468
0.618 1.6404
0.500 1.6385
0.382 1.6365
LOW 1.6301
0.618 1.6198
1.000 1.6134
1.618 1.6031
2.618 1.5864
4.250 1.5591
Fisher Pivots for day following 15-Jul-2009
Pivot 1 day 3 day
R1 1.6411 1.6366
PP 1.6398 1.6307
S1 1.6385 1.6249

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

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