CME British Pound Future December 2009


Trading Metrics calculated at close of trading on 03-Jul-2009
Day Change Summary
Previous Current
02-Jul-2009 03-Jul-2009 Change Change % Previous Week
Open 1.6410 1.6401 -0.0009 -0.1% 1.6451
High 1.6414 1.6414 0.0000 0.0% 1.6715
Low 1.6334 1.6332 -0.0002 0.0% 1.6332
Close 1.6415 1.6415 0.0000 0.0% 1.6415
Range 0.0080 0.0082 0.0002 2.5% 0.0383
ATR 0.0163 0.0158 -0.0006 -3.5% 0.0000
Volume 22 28 6 27.3% 99
Daily Pivots for day following 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.6633 1.6606 1.6460
R3 1.6551 1.6524 1.6438
R2 1.6469 1.6469 1.6430
R1 1.6442 1.6442 1.6423 1.6456
PP 1.6387 1.6387 1.6387 1.6394
S1 1.6360 1.6360 1.6407 1.6374
S2 1.6305 1.6305 1.6400
S3 1.6223 1.6278 1.6392
S4 1.6141 1.6196 1.6370
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.7636 1.7409 1.6626
R3 1.7253 1.7026 1.6520
R2 1.6870 1.6870 1.6485
R1 1.6643 1.6643 1.6450 1.6565
PP 1.6487 1.6487 1.6487 1.6449
S1 1.6260 1.6260 1.6380 1.6182
S2 1.6104 1.6104 1.6345
S3 1.5721 1.5877 1.6310
S4 1.5338 1.5494 1.6204
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6715 1.6332 0.0383 2.3% 0.0127 0.8% 22% False True 19
10 1.6715 1.6232 0.0483 2.9% 0.0150 0.9% 38% False False 73
20 1.6715 1.5800 0.0915 5.6% 0.0131 0.8% 67% False False 51
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6763
2.618 1.6629
1.618 1.6547
1.000 1.6496
0.618 1.6465
HIGH 1.6414
0.618 1.6383
0.500 1.6373
0.382 1.6363
LOW 1.6332
0.618 1.6281
1.000 1.6250
1.618 1.6199
2.618 1.6117
4.250 1.5984
Fisher Pivots for day following 03-Jul-2009
Pivot 1 day 3 day
R1 1.6401 1.6418
PP 1.6387 1.6417
S1 1.6373 1.6416

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

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