CME British Pound Future September 2009


Trading Metrics calculated at close of trading on 11-Sep-2009
Day Change Summary
Previous Current
10-Sep-2009 11-Sep-2009 Change Change % Previous Week
Open 1.6545 1.6655 0.0110 0.7% 1.6399
High 1.6688 1.6742 0.0054 0.3% 1.6742
Low 1.6481 1.6646 0.0165 1.0% 1.6322
Close 1.6664 1.6689 0.0025 0.2% 1.6689
Range 0.0207 0.0096 -0.0111 -53.6% 0.0420
ATR 0.0186 0.0180 -0.0006 -3.5% 0.0000
Volume 93,575 81,566 -12,009 -12.8% 401,579
Daily Pivots for day following 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 1.6980 1.6931 1.6742
R3 1.6884 1.6835 1.6715
R2 1.6788 1.6788 1.6707
R1 1.6739 1.6739 1.6698 1.6764
PP 1.6692 1.6692 1.6692 1.6705
S1 1.6643 1.6643 1.6680 1.6668
S2 1.6596 1.6596 1.6671
S3 1.6500 1.6547 1.6663
S4 1.6404 1.6451 1.6636
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 1.7844 1.7687 1.6920
R3 1.7424 1.7267 1.6805
R2 1.7004 1.7004 1.6766
R1 1.6847 1.6847 1.6728 1.6926
PP 1.6584 1.6584 1.6584 1.6624
S1 1.6427 1.6427 1.6651 1.6506
S2 1.6164 1.6164 1.6612
S3 1.5744 1.6007 1.6574
S4 1.5324 1.5587 1.6458
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6742 1.6285 0.0457 2.7% 0.0167 1.0% 88% True False 99,283
10 1.6742 1.6110 0.0632 3.8% 0.0174 1.0% 92% True False 100,441
20 1.6742 1.6110 0.0632 3.8% 0.0179 1.1% 92% True False 96,178
40 1.7043 1.6110 0.0933 5.6% 0.0183 1.1% 62% False False 100,732
60 1.7043 1.5981 0.1062 6.4% 0.0193 1.2% 67% False False 100,246
80 1.7043 1.5450 0.1593 9.5% 0.0214 1.3% 78% False False 81,662
100 1.7043 1.4446 0.2597 15.6% 0.0197 1.2% 86% False False 65,353
120 1.7043 1.4180 0.2863 17.2% 0.0180 1.1% 88% False False 54,465
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0048
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1.7150
2.618 1.6993
1.618 1.6897
1.000 1.6838
0.618 1.6801
HIGH 1.6742
0.618 1.6705
0.500 1.6694
0.382 1.6683
LOW 1.6646
0.618 1.6587
1.000 1.6550
1.618 1.6491
2.618 1.6395
4.250 1.6238
Fisher Pivots for day following 11-Sep-2009
Pivot 1 day 3 day
R1 1.6694 1.6659
PP 1.6692 1.6629
S1 1.6691 1.6599

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

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