CME British Pound Future December 2009


Trading Metrics calculated at close of trading on 21-Jul-2009
Day Change Summary
Previous Current
20-Jul-2009 21-Jul-2009 Change Change % Previous Week
Open 1.6467 1.6532 0.0065 0.4% 1.6104
High 1.6530 1.6539 0.0009 0.1% 1.6486
Low 1.6450 1.6400 -0.0050 -0.3% 1.6040
Close 1.6530 1.6430 -0.0100 -0.6% 1.6377
Range 0.0080 0.0139 0.0059 73.8% 0.0446
ATR 0.0163 0.0161 -0.0002 -1.1% 0.0000
Volume 51 239 188 368.6% 328
Daily Pivots for day following 21-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.6873 1.6791 1.6506
R3 1.6734 1.6652 1.6468
R2 1.6595 1.6595 1.6455
R1 1.6513 1.6513 1.6443 1.6485
PP 1.6456 1.6456 1.6456 1.6442
S1 1.6374 1.6374 1.6417 1.6346
S2 1.6317 1.6317 1.6405
S3 1.6178 1.6235 1.6392
S4 1.6039 1.6096 1.6354
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.7639 1.7454 1.6622
R3 1.7193 1.7008 1.6500
R2 1.6747 1.6747 1.6459
R1 1.6562 1.6562 1.6418 1.6655
PP 1.6301 1.6301 1.6301 1.6347
S1 1.6116 1.6116 1.6336 1.6209
S2 1.5855 1.5855 1.6295
S3 1.5409 1.5670 1.6254
S4 1.4963 1.5224 1.6132
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6539 1.6337 0.0202 1.2% 0.0094 0.6% 46% True False 82
10 1.6539 1.6022 0.0517 3.1% 0.0120 0.7% 79% True False 89
20 1.6715 1.6022 0.0693 4.2% 0.0133 0.8% 59% False False 78
40 1.6715 1.5800 0.0915 5.6% 0.0120 0.7% 69% False False 54
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.7130
2.618 1.6903
1.618 1.6764
1.000 1.6678
0.618 1.6625
HIGH 1.6539
0.618 1.6486
0.500 1.6470
0.382 1.6453
LOW 1.6400
0.618 1.6314
1.000 1.6261
1.618 1.6175
2.618 1.6036
4.250 1.5809
Fisher Pivots for day following 21-Jul-2009
Pivot 1 day 3 day
R1 1.6470 1.6438
PP 1.6456 1.6435
S1 1.6443 1.6433

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

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