CME British Pound Future September 2009


Trading Metrics calculated at close of trading on 04-Sep-2009
Day Change Summary
Previous Current
03-Sep-2009 04-Sep-2009 Change Change % Previous Week
Open 1.6269 1.6331 0.0062 0.4% 1.6269
High 1.6415 1.6412 -0.0003 0.0% 1.6415
Low 1.6236 1.6285 0.0049 0.3% 1.6110
Close 1.6320 1.6398 0.0078 0.5% 1.6398
Range 0.0179 0.0127 -0.0052 -29.1% 0.0305
ATR 0.0187 0.0182 -0.0004 -2.3% 0.0000
Volume 113,264 94,839 -18,425 -16.3% 502,279
Daily Pivots for day following 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 1.6746 1.6699 1.6468
R3 1.6619 1.6572 1.6433
R2 1.6492 1.6492 1.6421
R1 1.6445 1.6445 1.6410 1.6469
PP 1.6365 1.6365 1.6365 1.6377
S1 1.6318 1.6318 1.6386 1.6342
S2 1.6238 1.6238 1.6375
S3 1.6111 1.6191 1.6363
S4 1.5984 1.6064 1.6328
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 1.7223 1.7115 1.6566
R3 1.6918 1.6810 1.6482
R2 1.6613 1.6613 1.6454
R1 1.6505 1.6505 1.6426 1.6559
PP 1.6308 1.6308 1.6308 1.6335
S1 1.6200 1.6200 1.6370 1.6254
S2 1.6003 1.6003 1.6342
S3 1.5698 1.5895 1.6314
S4 1.5393 1.5590 1.6230
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6415 1.6110 0.0305 1.9% 0.0181 1.1% 94% False False 100,455
10 1.6543 1.6110 0.0433 2.6% 0.0165 1.0% 67% False False 95,483
20 1.6720 1.6110 0.0610 3.7% 0.0181 1.1% 47% False False 98,358
40 1.7043 1.6030 0.1013 6.2% 0.0181 1.1% 36% False False 99,127
60 1.7043 1.5981 0.1062 6.5% 0.0199 1.2% 39% False False 99,440
80 1.7043 1.5074 0.1969 12.0% 0.0212 1.3% 67% False False 76,652
100 1.7043 1.4446 0.2597 15.8% 0.0195 1.2% 75% False False 61,338
120 1.7043 1.3900 0.3143 19.2% 0.0179 1.1% 79% False False 51,119
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0045
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.6952
2.618 1.6744
1.618 1.6617
1.000 1.6539
0.618 1.6490
HIGH 1.6412
0.618 1.6363
0.500 1.6349
0.382 1.6334
LOW 1.6285
0.618 1.6207
1.000 1.6158
1.618 1.6080
2.618 1.5953
4.250 1.5745
Fisher Pivots for day following 04-Sep-2009
Pivot 1 day 3 day
R1 1.6382 1.6353
PP 1.6365 1.6308
S1 1.6349 1.6263

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

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