CME British Pound Future December 2009


Trading Metrics calculated at close of trading on 29-May-2009
Day Change Summary
Previous Current
28-May-2009 29-May-2009 Change Change % Previous Week
Open 1.5941 1.6071 0.0130 0.8% 1.5913
High 1.5941 1.6121 0.0180 1.1% 1.6121
Low 1.5941 1.6071 0.0130 0.8% 1.5913
Close 1.5941 1.6128 0.0187 1.2% 1.6128
Range 0.0000 0.0050 0.0050 0.0208
ATR 0.0000 0.0110 0.0110 0.0000
Volume 114 0 -114 -100.0% 135
Daily Pivots for day following 29-May-2009
Classic Woodie Camarilla DeMark
R4 1.6257 1.6242 1.6156
R3 1.6207 1.6192 1.6142
R2 1.6157 1.6157 1.6137
R1 1.6142 1.6142 1.6133 1.6150
PP 1.6107 1.6107 1.6107 1.6110
S1 1.6092 1.6092 1.6123 1.6100
S2 1.6057 1.6057 1.6119
S3 1.6007 1.6042 1.6114
S4 1.5957 1.5992 1.6101
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 1.6678 1.6611 1.6242
R3 1.6470 1.6403 1.6185
R2 1.6262 1.6262 1.6166
R1 1.6195 1.6195 1.6147 1.6229
PP 1.6054 1.6054 1.6054 1.6071
S1 1.5987 1.5987 1.6109 1.6021
S2 1.5846 1.5846 1.6090
S3 1.5638 1.5779 1.6071
S4 1.5430 1.5571 1.6014
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6121 1.5843 0.0278 1.7% 0.0023 0.1% 103% True False 28
10 1.6121 1.5260 0.0861 5.3% 0.0024 0.1% 101% True False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0000
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6334
2.618 1.6252
1.618 1.6202
1.000 1.6171
0.618 1.6152
HIGH 1.6121
0.618 1.6102
0.500 1.6096
0.382 1.6090
LOW 1.6071
0.618 1.6040
1.000 1.6021
1.618 1.5990
2.618 1.5940
4.250 1.5859
Fisher Pivots for day following 29-May-2009
Pivot 1 day 3 day
R1 1.6117 1.6096
PP 1.6107 1.6063
S1 1.6096 1.6031

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

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