CME British Pound Future September 2009


Trading Metrics calculated at close of trading on 10-Aug-2009
Day Change Summary
Previous Current
07-Aug-2009 10-Aug-2009 Change Change % Previous Week
Open 1.6778 1.6673 -0.0105 -0.6% 1.6724
High 1.6835 1.6720 -0.0115 -0.7% 1.7043
Low 1.6649 1.6429 -0.0220 -1.3% 1.6649
Close 1.6664 1.6460 -0.0204 -1.2% 1.6664
Range 0.0186 0.0291 0.0105 56.5% 0.0394
ATR 0.0200 0.0207 0.0006 3.2% 0.0000
Volume 139,055 127,462 -11,593 -8.3% 628,107
Daily Pivots for day following 10-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.7409 1.7226 1.6620
R3 1.7118 1.6935 1.6540
R2 1.6827 1.6827 1.6513
R1 1.6644 1.6644 1.6487 1.6590
PP 1.6536 1.6536 1.6536 1.6510
S1 1.6353 1.6353 1.6433 1.6299
S2 1.6245 1.6245 1.6407
S3 1.5954 1.6062 1.6380
S4 1.5663 1.5771 1.6300
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.7967 1.7710 1.6881
R3 1.7573 1.7316 1.6772
R2 1.7179 1.7179 1.6736
R1 1.6922 1.6922 1.6700 1.6854
PP 1.6785 1.6785 1.6785 1.6751
S1 1.6528 1.6528 1.6628 1.6460
S2 1.6391 1.6391 1.6592
S3 1.5997 1.6134 1.6556
S4 1.5603 1.5740 1.6447
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.7043 1.6429 0.0614 3.7% 0.0203 1.2% 5% False True 122,357
10 1.7043 1.6339 0.0704 4.3% 0.0205 1.2% 17% False False 117,361
20 1.7043 1.6225 0.0818 5.0% 0.0185 1.1% 29% False False 102,158
40 1.7043 1.5981 0.1062 6.5% 0.0208 1.3% 45% False False 101,111
60 1.7043 1.5157 0.1886 11.5% 0.0225 1.4% 69% False False 71,533
80 1.7043 1.4446 0.2597 15.8% 0.0200 1.2% 78% False False 53,676
100 1.7043 1.4180 0.2863 17.4% 0.0177 1.1% 80% False False 42,946
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0042
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.7957
2.618 1.7482
1.618 1.7191
1.000 1.7011
0.618 1.6900
HIGH 1.6720
0.618 1.6609
0.500 1.6575
0.382 1.6540
LOW 1.6429
0.618 1.6249
1.000 1.6138
1.618 1.5958
2.618 1.5667
4.250 1.5192
Fisher Pivots for day following 10-Aug-2009
Pivot 1 day 3 day
R1 1.6575 1.6729
PP 1.6536 1.6639
S1 1.6498 1.6550

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

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