CME British Pound Future September 2009


Trading Metrics calculated at close of trading on 24-Aug-2009
Day Change Summary
Previous Current
21-Aug-2009 24-Aug-2009 Change Change % Previous Week
Open 1.6504 1.6499 -0.0005 0.0% 1.6505
High 1.6627 1.6543 -0.0084 -0.5% 1.6627
Low 1.6416 1.6391 -0.0025 -0.2% 1.6273
Close 1.6480 1.6395 -0.0085 -0.5% 1.6480
Range 0.0211 0.0152 -0.0059 -28.0% 0.0354
ATR 0.0200 0.0196 -0.0003 -1.7% 0.0000
Volume 79,835 96,587 16,752 21.0% 472,322
Daily Pivots for day following 24-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.6899 1.6799 1.6479
R3 1.6747 1.6647 1.6437
R2 1.6595 1.6595 1.6423
R1 1.6495 1.6495 1.6409 1.6469
PP 1.6443 1.6443 1.6443 1.6430
S1 1.6343 1.6343 1.6381 1.6317
S2 1.6291 1.6291 1.6367
S3 1.6139 1.6191 1.6353
S4 1.5987 1.6039 1.6311
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.7522 1.7355 1.6675
R3 1.7168 1.7001 1.6577
R2 1.6814 1.6814 1.6545
R1 1.6647 1.6647 1.6512 1.6554
PP 1.6460 1.6460 1.6460 1.6413
S1 1.6293 1.6293 1.6448 1.6200
S2 1.6106 1.6106 1.6415
S3 1.5752 1.5939 1.6383
S4 1.5398 1.5585 1.6285
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6627 1.6325 0.0302 1.8% 0.0201 1.2% 23% False False 97,409
10 1.6680 1.6273 0.0407 2.5% 0.0184 1.1% 30% False False 98,145
20 1.7043 1.6273 0.0770 4.7% 0.0194 1.2% 16% False False 107,753
40 1.7043 1.5981 0.1062 6.5% 0.0193 1.2% 39% False False 100,155
60 1.7043 1.5795 0.1248 7.6% 0.0222 1.4% 48% False False 87,556
80 1.7043 1.4850 0.2193 13.4% 0.0209 1.3% 70% False False 65,941
100 1.7043 1.4446 0.2597 15.8% 0.0188 1.1% 75% False False 52,757
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 False
Bear Hook False
Bull Hook False
Stretch 0.0043
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.7189
2.618 1.6941
1.618 1.6789
1.000 1.6695
0.618 1.6637
HIGH 1.6543
0.618 1.6485
0.500 1.6467
0.382 1.6449
LOW 1.6391
0.618 1.6297
1.000 1.6239
1.618 1.6145
2.618 1.5993
4.250 1.5745
Fisher Pivots for day following 24-Aug-2009
Pivot 1 day 3 day
R1 1.6467 1.6509
PP 1.6443 1.6471
S1 1.6419 1.6433

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

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