CME British Pound Future December 2009


Trading Metrics calculated at close of trading on 05-Aug-2009
Day Change Summary
Previous Current
04-Aug-2009 05-Aug-2009 Change Change % Previous Week
Open 1.6918 1.6926 0.0008 0.0% 1.6492
High 1.6958 1.7028 0.0070 0.4% 1.6720
Low 1.6886 1.6900 0.0014 0.1% 1.6350
Close 1.6917 1.7015 0.0098 0.6% 1.6685
Range 0.0072 0.0128 0.0056 77.8% 0.0370
ATR 0.0154 0.0152 -0.0002 -1.2% 0.0000
Volume 330 111 -219 -66.4% 340
Daily Pivots for day following 05-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.7365 1.7318 1.7085
R3 1.7237 1.7190 1.7050
R2 1.7109 1.7109 1.7038
R1 1.7062 1.7062 1.7027 1.7086
PP 1.6981 1.6981 1.6981 1.6993
S1 1.6934 1.6934 1.7003 1.6958
S2 1.6853 1.6853 1.6992
S3 1.6725 1.6806 1.6980
S4 1.6597 1.6678 1.6945
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 1.7028 1.6392 0.0636 3.7% 0.0160 0.9% 98% True False 186
10 1.7028 1.6350 0.0678 4.0% 0.0125 0.7% 98% True False 125
20 1.7028 1.6040 0.0988 5.8% 0.0125 0.7% 99% True False 109
40 1.7028 1.6022 0.1006 5.9% 0.0128 0.8% 99% True False 83
60 1.7028 1.5092 0.1936 11.4% 0.0110 0.6% 99% True False 60
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.7572
2.618 1.7363
1.618 1.7235
1.000 1.7156
0.618 1.7107
HIGH 1.7028
0.618 1.6979
0.500 1.6964
0.382 1.6949
LOW 1.6900
0.618 1.6821
1.000 1.6772
1.618 1.6693
2.618 1.6565
4.250 1.6356
Fisher Pivots for day following 05-Aug-2009
Pivot 1 day 3 day
R1 1.6998 1.6964
PP 1.6981 1.6912
S1 1.6964 1.6861

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

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