CME British Pound Future September 2009


Trading Metrics calculated at close of trading on 02-Sep-2009
Day Change Summary
Previous Current
01-Sep-2009 02-Sep-2009 Change Change % Previous Week
Open 1.6287 1.6156 -0.0131 -0.8% 1.6499
High 1.6375 1.6301 -0.0074 -0.5% 1.6543
Low 1.6112 1.6110 -0.0002 0.0% 1.6152
Close 1.6163 1.6278 0.0115 0.7% 1.6269
Range 0.0263 0.0191 -0.0072 -27.4% 0.0391
ATR 0.0187 0.0187 0.0000 0.2% 0.0000
Volume 68,543 135,004 66,461 97.0% 452,555
Daily Pivots for day following 02-Sep-2009
Classic Woodie Camarilla DeMark
R4 1.6803 1.6731 1.6383
R3 1.6612 1.6540 1.6331
R2 1.6421 1.6421 1.6313
R1 1.6349 1.6349 1.6296 1.6385
PP 1.6230 1.6230 1.6230 1.6248
S1 1.6158 1.6158 1.6260 1.6194
S2 1.6039 1.6039 1.6243
S3 1.5848 1.5967 1.6225
S4 1.5657 1.5776 1.6173
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.7494 1.7273 1.6484
R3 1.7103 1.6882 1.6377
R2 1.6712 1.6712 1.6341
R1 1.6491 1.6491 1.6305 1.6406
PP 1.6321 1.6321 1.6321 1.6279
S1 1.6100 1.6100 1.6233 1.6015
S2 1.5930 1.5930 1.6197
S3 1.5539 1.5709 1.6161
S4 1.5148 1.5318 1.6054
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6383 1.6110 0.0273 1.7% 0.0176 1.1% 62% False True 99,902
10 1.6627 1.6110 0.0517 3.2% 0.0171 1.1% 32% False True 94,613
20 1.7029 1.6110 0.0919 5.6% 0.0189 1.2% 18% False True 100,495
40 1.7043 1.6026 0.1017 6.2% 0.0187 1.1% 25% False False 99,231
60 1.7043 1.5981 0.1062 6.5% 0.0202 1.2% 28% False False 97,282
80 1.7043 1.5074 0.1969 12.1% 0.0213 1.3% 61% False False 74,054
100 1.7043 1.4446 0.2597 16.0% 0.0194 1.2% 71% False False 59,258
120 1.7043 1.3900 0.3143 19.3% 0.0176 1.1% 76% False False 49,385
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 0.0053
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.7113
2.618 1.6801
1.618 1.6610
1.000 1.6492
0.618 1.6419
HIGH 1.6301
0.618 1.6228
0.500 1.6206
0.382 1.6183
LOW 1.6110
0.618 1.5992
1.000 1.5919
1.618 1.5801
2.618 1.5610
4.250 1.5298
Fisher Pivots for day following 02-Sep-2009
Pivot 1 day 3 day
R1 1.6254 1.6266
PP 1.6230 1.6254
S1 1.6206 1.6243

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

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