CME British Pound Future December 2009


Trading Metrics calculated at close of trading on 23-Jul-2009
Day Change Summary
Previous Current
22-Jul-2009 23-Jul-2009 Change Change % Previous Week
Open 1.6395 1.6522 0.0127 0.8% 1.6104
High 1.6460 1.6577 0.0117 0.7% 1.6486
Low 1.6320 1.6473 0.0153 0.9% 1.6040
Close 1.6460 1.6514 0.0054 0.3% 1.6377
Range 0.0140 0.0104 -0.0036 -25.7% 0.0446
ATR 0.0160 0.0157 -0.0003 -1.9% 0.0000
Volume 71 127 56 78.9% 328
Daily Pivots for day following 23-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.6833 1.6778 1.6571
R3 1.6729 1.6674 1.6543
R2 1.6625 1.6625 1.6533
R1 1.6570 1.6570 1.6524 1.6546
PP 1.6521 1.6521 1.6521 1.6509
S1 1.6466 1.6466 1.6504 1.6442
S2 1.6417 1.6417 1.6495
S3 1.6313 1.6362 1.6485
S4 1.6209 1.6258 1.6457
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 1.6577 1.6320 0.0257 1.6% 0.0101 0.6% 75% True False 106
10 1.6577 1.6040 0.0537 3.3% 0.0108 0.7% 88% True False 87
20 1.6715 1.6022 0.0693 4.2% 0.0129 0.8% 71% False False 69
40 1.6715 1.5800 0.0915 5.5% 0.0126 0.8% 78% False False 56
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.0021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.7019
2.618 1.6849
1.618 1.6745
1.000 1.6681
0.618 1.6641
HIGH 1.6577
0.618 1.6537
0.500 1.6525
0.382 1.6513
LOW 1.6473
0.618 1.6409
1.000 1.6369
1.618 1.6305
2.618 1.6201
4.250 1.6031
Fisher Pivots for day following 23-Jul-2009
Pivot 1 day 3 day
R1 1.6525 1.6492
PP 1.6521 1.6470
S1 1.6518 1.6449

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

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