CME British Pound Future December 2009


Trading Metrics calculated at close of trading on 07-Jul-2009
Day Change Summary
Previous Current
06-Jul-2009 07-Jul-2009 Change Change % Previous Week
Open 1.6305 1.6273 -0.0032 -0.2% 1.6451
High 1.6305 1.6273 -0.0032 -0.2% 1.6715
Low 1.6117 1.6136 0.0019 0.1% 1.6332
Close 1.6246 1.6146 -0.0100 -0.6% 1.6415
Range 0.0188 0.0137 -0.0051 -27.1% 0.0383
ATR 0.0168 0.0165 -0.0002 -1.3% 0.0000
Volume 28 76 48 171.4% 99
Daily Pivots for day following 07-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.6596 1.6508 1.6221
R3 1.6459 1.6371 1.6184
R2 1.6322 1.6322 1.6171
R1 1.6234 1.6234 1.6159 1.6210
PP 1.6185 1.6185 1.6185 1.6173
S1 1.6097 1.6097 1.6133 1.6073
S2 1.6048 1.6048 1.6121
S3 1.5911 1.5960 1.6108
S4 1.5774 1.5823 1.6071
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 1.6503 1.6117 0.0386 2.4% 0.0114 0.7% 8% False False 35
10 1.6715 1.6117 0.0598 3.7% 0.0145 0.9% 5% False False 67
20 1.6715 1.6117 0.0598 3.7% 0.0130 0.8% 5% False False 56
40 1.6715 1.5092 0.1623 10.1% 0.0106 0.7% 65% False False 35
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6855
2.618 1.6632
1.618 1.6495
1.000 1.6410
0.618 1.6358
HIGH 1.6273
0.618 1.6221
0.500 1.6205
0.382 1.6188
LOW 1.6136
0.618 1.6051
1.000 1.5999
1.618 1.5914
2.618 1.5777
4.250 1.5554
Fisher Pivots for day following 07-Jul-2009
Pivot 1 day 3 day
R1 1.6205 1.6266
PP 1.6185 1.6226
S1 1.6166 1.6186

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

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