CME British Pound Future September 2009


Trading Metrics calculated at close of trading on 23-Jul-2009
Day Change Summary
Previous Current
22-Jul-2009 23-Jul-2009 Change Change % Previous Week
Open 1.6449 1.6461 0.0012 0.1% 1.6184
High 1.6505 1.6585 0.0080 0.5% 1.6500
Low 1.6307 1.6433 0.0126 0.8% 1.6030
Close 1.6462 1.6518 0.0056 0.3% 1.6378
Range 0.0198 0.0152 -0.0046 -23.2% 0.0470
ATR 0.0216 0.0211 -0.0005 -2.1% 0.0000
Volume 84,813 97,930 13,117 15.5% 416,006
Daily Pivots for day following 23-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.6968 1.6895 1.6602
R3 1.6816 1.6743 1.6560
R2 1.6664 1.6664 1.6546
R1 1.6591 1.6591 1.6532 1.6628
PP 1.6512 1.6512 1.6512 1.6530
S1 1.6439 1.6439 1.6504 1.6476
S2 1.6360 1.6360 1.6490
S3 1.6208 1.6287 1.6476
S4 1.6056 1.6135 1.6434
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 1.6585 1.6263 0.0322 1.9% 0.0185 1.1% 79% True False 85,864
10 1.6585 1.6030 0.0555 3.4% 0.0176 1.1% 88% True False 87,790
20 1.6742 1.5981 0.0761 4.6% 0.0198 1.2% 71% False False 94,120
40 1.6742 1.5795 0.0947 5.7% 0.0238 1.4% 76% False False 72,905
60 1.6742 1.4688 0.2054 12.4% 0.0214 1.3% 89% False False 48,920
80 1.6742 1.4248 0.2494 15.1% 0.0185 1.1% 91% False False 36,696
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0026
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.7231
2.618 1.6983
1.618 1.6831
1.000 1.6737
0.618 1.6679
HIGH 1.6585
0.618 1.6527
0.500 1.6509
0.382 1.6491
LOW 1.6433
0.618 1.6339
1.000 1.6281
1.618 1.6187
2.618 1.6035
4.250 1.5787
Fisher Pivots for day following 23-Jul-2009
Pivot 1 day 3 day
R1 1.6515 1.6494
PP 1.6512 1.6470
S1 1.6509 1.6446

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

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