CME British Pound Future September 2009


Trading Metrics calculated at close of trading on 24-Jul-2009
Day Change Summary
Previous Current
23-Jul-2009 24-Jul-2009 Change Change % Previous Week
Open 1.6461 1.6482 0.0021 0.1% 1.6340
High 1.6585 1.6542 -0.0043 -0.3% 1.6585
Low 1.6433 1.6388 -0.0045 -0.3% 1.6307
Close 1.6518 1.6430 -0.0088 -0.5% 1.6430
Range 0.0152 0.0154 0.0002 1.3% 0.0278
ATR 0.0211 0.0207 -0.0004 -1.9% 0.0000
Volume 97,930 103,980 6,050 6.2% 454,701
Daily Pivots for day following 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.6915 1.6827 1.6515
R3 1.6761 1.6673 1.6472
R2 1.6607 1.6607 1.6458
R1 1.6519 1.6519 1.6444 1.6486
PP 1.6453 1.6453 1.6453 1.6437
S1 1.6365 1.6365 1.6416 1.6332
S2 1.6299 1.6299 1.6402
S3 1.6145 1.6211 1.6388
S4 1.5991 1.6057 1.6345
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.7275 1.7130 1.6583
R3 1.6997 1.6852 1.6506
R2 1.6719 1.6719 1.6481
R1 1.6574 1.6574 1.6455 1.6647
PP 1.6441 1.6441 1.6441 1.6477
S1 1.6296 1.6296 1.6405 1.6369
S2 1.6163 1.6163 1.6379
S3 1.5885 1.6018 1.6354
S4 1.5607 1.5740 1.6277
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6585 1.6307 0.0278 1.7% 0.0181 1.1% 44% False False 90,940
10 1.6585 1.6030 0.0555 3.4% 0.0172 1.0% 72% False False 87,070
20 1.6742 1.5981 0.0761 4.6% 0.0193 1.2% 59% False False 93,964
40 1.6742 1.5795 0.0947 5.8% 0.0238 1.4% 67% False False 75,483
60 1.6742 1.4775 0.1967 12.0% 0.0215 1.3% 84% False False 50,652
80 1.6742 1.4392 0.2350 14.3% 0.0185 1.1% 87% False False 37,995
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 True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.7197
2.618 1.6945
1.618 1.6791
1.000 1.6696
0.618 1.6637
HIGH 1.6542
0.618 1.6483
0.500 1.6465
0.382 1.6447
LOW 1.6388
0.618 1.6293
1.000 1.6234
1.618 1.6139
2.618 1.5985
4.250 1.5734
Fisher Pivots for day following 24-Jul-2009
Pivot 1 day 3 day
R1 1.6465 1.6446
PP 1.6453 1.6441
S1 1.6442 1.6435

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

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