CME British Pound Future September 2009


Trading Metrics calculated at close of trading on 29-Jul-2009
Day Change Summary
Previous Current
28-Jul-2009 29-Jul-2009 Change Change % Previous Week
Open 1.6493 1.6421 -0.0072 -0.4% 1.6340
High 1.6556 1.6468 -0.0088 -0.5% 1.6585
Low 1.6389 1.6344 -0.0045 -0.3% 1.6307
Close 1.6436 1.6356 -0.0080 -0.5% 1.6430
Range 0.0167 0.0124 -0.0043 -25.7% 0.0278
ATR 0.0200 0.0195 -0.0005 -2.7% 0.0000
Volume 77,178 104,618 27,440 35.6% 454,701
Daily Pivots for day following 29-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.6761 1.6683 1.6424
R3 1.6637 1.6559 1.6390
R2 1.6513 1.6513 1.6379
R1 1.6435 1.6435 1.6367 1.6412
PP 1.6389 1.6389 1.6389 1.6378
S1 1.6311 1.6311 1.6345 1.6288
S2 1.6265 1.6265 1.6333
S3 1.6141 1.6187 1.6322
S4 1.6017 1.6063 1.6288
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 1.6344 0.0241 1.5% 0.0148 0.9% 5% False True 92,959
10 1.6585 1.6263 0.0322 2.0% 0.0166 1.0% 29% False False 88,602
20 1.6585 1.5981 0.0604 3.7% 0.0181 1.1% 62% False False 93,626
40 1.6742 1.5795 0.0947 5.8% 0.0228 1.4% 59% False False 81,825
60 1.6742 1.4968 0.1774 10.8% 0.0216 1.3% 78% False False 55,033
80 1.6742 1.4446 0.2296 14.0% 0.0188 1.1% 83% False False 41,281
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0040
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.6995
2.618 1.6793
1.618 1.6669
1.000 1.6592
0.618 1.6545
HIGH 1.6468
0.618 1.6421
0.500 1.6406
0.382 1.6391
LOW 1.6344
0.618 1.6267
1.000 1.6220
1.618 1.6143
2.618 1.6019
4.250 1.5817
Fisher Pivots for day following 29-Jul-2009
Pivot 1 day 3 day
R1 1.6406 1.6450
PP 1.6389 1.6419
S1 1.6373 1.6387

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

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