CME British Pound Future December 2009


Trading Metrics calculated at close of trading on 17-Aug-2009
Day Change Summary
Previous Current
14-Aug-2009 17-Aug-2009 Change Change % Previous Week
Open 1.6570 1.6487 -0.0083 -0.5% 1.6650
High 1.6575 1.6487 -0.0088 -0.5% 1.6685
Low 1.6498 1.6275 -0.0223 -1.4% 1.6390
Close 1.6502 1.6337 -0.0165 -1.0% 1.6502
Range 0.0077 0.0212 0.0135 175.3% 0.0295
ATR 0.0152 0.0158 0.0005 3.5% 0.0000
Volume 790 736 -54 -6.8% 1,265
Daily Pivots for day following 17-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.7002 1.6882 1.6454
R3 1.6790 1.6670 1.6395
R2 1.6578 1.6578 1.6376
R1 1.6458 1.6458 1.6356 1.6412
PP 1.6366 1.6366 1.6366 1.6344
S1 1.6246 1.6246 1.6318 1.6200
S2 1.6154 1.6154 1.6298
S3 1.5942 1.6034 1.6279
S4 1.5730 1.5822 1.6220
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.7411 1.7251 1.6664
R3 1.7116 1.6956 1.6583
R2 1.6821 1.6821 1.6556
R1 1.6661 1.6661 1.6529 1.6594
PP 1.6526 1.6526 1.6526 1.6492
S1 1.6366 1.6366 1.6475 1.6299
S2 1.6231 1.6231 1.6448
S3 1.5936 1.6071 1.6421
S4 1.5641 1.5776 1.6340
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6685 1.6275 0.0410 2.5% 0.0124 0.8% 15% False True 345
10 1.7028 1.6275 0.0753 4.6% 0.0146 0.9% 8% False True 256
20 1.7028 1.6275 0.0753 4.6% 0.0140 0.9% 8% False True 184
40 1.7028 1.6022 0.1006 6.2% 0.0138 0.8% 31% False False 128
60 1.7028 1.5800 0.1228 7.5% 0.0124 0.8% 44% False False 94
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0029
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.7388
2.618 1.7042
1.618 1.6830
1.000 1.6699
0.618 1.6618
HIGH 1.6487
0.618 1.6406
0.500 1.6381
0.382 1.6356
LOW 1.6275
0.618 1.6144
1.000 1.6063
1.618 1.5932
2.618 1.5720
4.250 1.5374
Fisher Pivots for day following 17-Aug-2009
Pivot 1 day 3 day
R1 1.6381 1.6480
PP 1.6366 1.6432
S1 1.6352 1.6385

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

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