CME British Pound Future December 2009


Trading Metrics calculated at close of trading on 01-Jul-2009
Day Change Summary
Previous Current
30-Jun-2009 01-Jul-2009 Change Change % Previous Week
Open 1.6660 1.6420 -0.0240 -1.4% 1.6452
High 1.6715 1.6503 -0.0212 -1.3% 1.6589
Low 1.6429 1.6420 -0.0009 -0.1% 1.6232
Close 1.6458 1.6469 0.0011 0.1% 1.6523
Range 0.0286 0.0083 -0.0203 -71.0% 0.0357
ATR 0.0172 0.0165 -0.0006 -3.7% 0.0000
Volume 5 25 20 400.0% 638
Daily Pivots for day following 01-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.6713 1.6674 1.6515
R3 1.6630 1.6591 1.6492
R2 1.6547 1.6547 1.6484
R1 1.6508 1.6508 1.6477 1.6528
PP 1.6464 1.6464 1.6464 1.6474
S1 1.6425 1.6425 1.6461 1.6445
S2 1.6381 1.6381 1.6454
S3 1.6298 1.6342 1.6446
S4 1.6215 1.6259 1.6423
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.7519 1.7378 1.6719
R3 1.7162 1.7021 1.6621
R2 1.6805 1.6805 1.6588
R1 1.6664 1.6664 1.6556 1.6735
PP 1.6448 1.6448 1.6448 1.6483
S1 1.6307 1.6307 1.6490 1.6378
S2 1.6091 1.6091 1.6458
S3 1.5734 1.5950 1.6425
S4 1.5377 1.5593 1.6327
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6715 1.6232 0.0483 2.9% 0.0158 1.0% 49% False False 79
10 1.6715 1.6232 0.0483 2.9% 0.0164 1.0% 49% False False 79
20 1.6715 1.5800 0.0915 5.6% 0.0136 0.8% 73% False False 49
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 True
Bull Hook False
Stretch 0.0028
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.6856
2.618 1.6720
1.618 1.6637
1.000 1.6586
0.618 1.6554
HIGH 1.6503
0.618 1.6471
0.500 1.6462
0.382 1.6452
LOW 1.6420
0.618 1.6369
1.000 1.6337
1.618 1.6286
2.618 1.6203
4.250 1.6067
Fisher Pivots for day following 01-Jul-2009
Pivot 1 day 3 day
R1 1.6467 1.6568
PP 1.6464 1.6535
S1 1.6462 1.6502

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

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