CME British Pound Future September 2009


Trading Metrics calculated at close of trading on 14-Aug-2009
Day Change Summary
Previous Current
13-Aug-2009 14-Aug-2009 Change Change % Previous Week
Open 1.6492 1.6571 0.0079 0.5% 1.6673
High 1.6680 1.6609 -0.0071 -0.4% 1.6720
Low 1.6485 1.6482 -0.0003 0.0% 1.6389
Close 1.6554 1.6502 -0.0052 -0.3% 1.6502
Range 0.0195 0.0127 -0.0068 -34.9% 0.0331
ATR 0.0197 0.0192 -0.0005 -2.5% 0.0000
Volume 115,981 94,840 -21,141 -18.2% 540,004
Daily Pivots for day following 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.6912 1.6834 1.6572
R3 1.6785 1.6707 1.6537
R2 1.6658 1.6658 1.6525
R1 1.6580 1.6580 1.6514 1.6556
PP 1.6531 1.6531 1.6531 1.6519
S1 1.6453 1.6453 1.6490 1.6429
S2 1.6404 1.6404 1.6479
S3 1.6277 1.6326 1.6467
S4 1.6150 1.6199 1.6432
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.7530 1.7347 1.6684
R3 1.7199 1.7016 1.6593
R2 1.6868 1.6868 1.6563
R1 1.6685 1.6685 1.6532 1.6611
PP 1.6537 1.6537 1.6537 1.6500
S1 1.6354 1.6354 1.6472 1.6280
S2 1.6206 1.6206 1.6441
S3 1.5875 1.6023 1.6411
S4 1.5544 1.5692 1.6320
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6720 1.6389 0.0331 2.0% 0.0175 1.1% 34% False False 108,000
10 1.7043 1.6389 0.0654 4.0% 0.0189 1.1% 17% False False 116,811
20 1.7043 1.6307 0.0736 4.5% 0.0184 1.1% 26% False False 106,097
40 1.7043 1.5981 0.1062 6.4% 0.0196 1.2% 49% False False 101,825
60 1.7043 1.5507 0.1536 9.3% 0.0222 1.3% 65% False False 78,372
80 1.7043 1.4446 0.2597 15.7% 0.0202 1.2% 79% False False 58,831
100 1.7043 1.4180 0.2863 17.3% 0.0181 1.1% 81% False False 47,070
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0043
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.7149
2.618 1.6941
1.618 1.6814
1.000 1.6736
0.618 1.6687
HIGH 1.6609
0.618 1.6560
0.500 1.6546
0.382 1.6531
LOW 1.6482
0.618 1.6404
1.000 1.6355
1.618 1.6277
2.618 1.6150
4.250 1.5942
Fisher Pivots for day following 14-Aug-2009
Pivot 1 day 3 day
R1 1.6546 1.6535
PP 1.6531 1.6524
S1 1.6517 1.6513

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

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