CME British Pound Future December 2009


Trading Metrics calculated at close of trading on 04-Aug-2009
Day Change Summary
Previous Current
03-Aug-2009 04-Aug-2009 Change Change % Previous Week
Open 1.6694 1.6918 0.0224 1.3% 1.6492
High 1.6969 1.6958 -0.0011 -0.1% 1.6720
Low 1.6694 1.6886 0.0192 1.2% 1.6350
Close 1.6916 1.6917 0.0001 0.0% 1.6685
Range 0.0275 0.0072 -0.0203 -73.8% 0.0370
ATR 0.0160 0.0154 -0.0006 -3.9% 0.0000
Volume 245 330 85 34.7% 340
Daily Pivots for day following 04-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.7136 1.7099 1.6957
R3 1.7064 1.7027 1.6937
R2 1.6992 1.6992 1.6930
R1 1.6955 1.6955 1.6924 1.6938
PP 1.6920 1.6920 1.6920 1.6912
S1 1.6883 1.6883 1.6910 1.6866
S2 1.6848 1.6848 1.6904
S3 1.6776 1.6811 1.6897
S4 1.6704 1.6739 1.6877
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.7695 1.7560 1.6889
R3 1.7325 1.7190 1.6787
R2 1.6955 1.6955 1.6753
R1 1.6820 1.6820 1.6719 1.6888
PP 1.6585 1.6585 1.6585 1.6619
S1 1.6450 1.6450 1.6651 1.6518
S2 1.6215 1.6215 1.6617
S3 1.5845 1.6080 1.6583
S4 1.5475 1.5710 1.6482
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6969 1.6350 0.0619 3.7% 0.0156 0.9% 92% False False 176
10 1.6969 1.6320 0.0649 3.8% 0.0126 0.7% 92% False False 121
20 1.6969 1.6022 0.0947 5.6% 0.0123 0.7% 95% False False 105
40 1.6969 1.6022 0.0947 5.6% 0.0127 0.7% 95% False False 80
60 1.6969 1.5092 0.1877 11.1% 0.0112 0.7% 97% False False 58
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.7264
2.618 1.7146
1.618 1.7074
1.000 1.7030
0.618 1.7002
HIGH 1.6958
0.618 1.6930
0.500 1.6922
0.382 1.6914
LOW 1.6886
0.618 1.6842
1.000 1.6814
1.618 1.6770
2.618 1.6698
4.250 1.6580
Fisher Pivots for day following 04-Aug-2009
Pivot 1 day 3 day
R1 1.6922 1.6857
PP 1.6920 1.6796
S1 1.6919 1.6736

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

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