CME British Pound Future September 2009


Trading Metrics calculated at close of trading on 21-Jul-2009
Day Change Summary
Previous Current
20-Jul-2009 21-Jul-2009 Change Change % Previous Week
Open 1.6340 1.6543 0.0203 1.2% 1.6184
High 1.6557 1.6550 -0.0007 0.0% 1.6500
Low 1.6326 1.6382 0.0056 0.3% 1.6030
Close 1.6532 1.6432 -0.0100 -0.6% 1.6378
Range 0.0231 0.0168 -0.0063 -27.3% 0.0470
ATR 0.0221 0.0217 -0.0004 -1.7% 0.0000
Volume 77,339 90,639 13,300 17.2% 416,006
Daily Pivots for day following 21-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.6959 1.6863 1.6524
R3 1.6791 1.6695 1.6478
R2 1.6623 1.6623 1.6463
R1 1.6527 1.6527 1.6447 1.6491
PP 1.6455 1.6455 1.6455 1.6437
S1 1.6359 1.6359 1.6417 1.6323
S2 1.6287 1.6287 1.6401
S3 1.6119 1.6191 1.6386
S4 1.5951 1.6023 1.6340
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.7713 1.7515 1.6637
R3 1.7243 1.7045 1.6507
R2 1.6773 1.6773 1.6464
R1 1.6575 1.6575 1.6421 1.6674
PP 1.6303 1.6303 1.6303 1.6352
S1 1.6105 1.6105 1.6335 1.6204
S2 1.5833 1.5833 1.6292
S3 1.5363 1.5635 1.6249
S4 1.4893 1.5165 1.6120
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6557 1.6263 0.0294 1.8% 0.0178 1.1% 57% False False 83,797
10 1.6557 1.5981 0.0576 3.5% 0.0193 1.2% 78% False False 88,322
20 1.6742 1.5981 0.0761 4.6% 0.0205 1.3% 59% False False 95,368
40 1.6742 1.5772 0.0970 5.9% 0.0238 1.4% 68% False False 68,567
60 1.6742 1.4550 0.2192 13.3% 0.0212 1.3% 86% False False 45,874
80 1.6742 1.4180 0.2562 15.6% 0.0184 1.1% 88% False False 34,413
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.7264
2.618 1.6990
1.618 1.6822
1.000 1.6718
0.618 1.6654
HIGH 1.6550
0.618 1.6486
0.500 1.6466
0.382 1.6446
LOW 1.6382
0.618 1.6278
1.000 1.6214
1.618 1.6110
2.618 1.5942
4.250 1.5668
Fisher Pivots for day following 21-Jul-2009
Pivot 1 day 3 day
R1 1.6466 1.6425
PP 1.6455 1.6417
S1 1.6443 1.6410

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

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