CME British Pound Future December 2009


Trading Metrics calculated at close of trading on 20-Aug-2009
Day Change Summary
Previous Current
19-Aug-2009 20-Aug-2009 Change Change % Previous Week
Open 1.6550 1.6533 -0.0017 -0.1% 1.6650
High 1.6581 1.6608 0.0027 0.2% 1.6685
Low 1.6375 1.6461 0.0086 0.5% 1.6390
Close 1.6542 1.6506 -0.0036 -0.2% 1.6502
Range 0.0206 0.0147 -0.0059 -28.6% 0.0295
ATR 0.0167 0.0165 -0.0001 -0.8% 0.0000
Volume 576 321 -255 -44.3% 1,265
Daily Pivots for day following 20-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.6966 1.6883 1.6587
R3 1.6819 1.6736 1.6546
R2 1.6672 1.6672 1.6533
R1 1.6589 1.6589 1.6519 1.6557
PP 1.6525 1.6525 1.6525 1.6509
S1 1.6442 1.6442 1.6493 1.6410
S2 1.6378 1.6378 1.6479
S3 1.6231 1.6295 1.6466
S4 1.6084 1.6148 1.6425
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 1.6608 1.6275 0.0333 2.0% 0.0176 1.1% 69% True False 506
10 1.6811 1.6275 0.0536 3.2% 0.0161 1.0% 43% False False 307
20 1.7028 1.6275 0.0753 4.6% 0.0150 0.9% 31% False False 212
40 1.7028 1.6022 0.1006 6.1% 0.0140 0.8% 48% False False 141
60 1.7028 1.5800 0.1228 7.4% 0.0134 0.8% 57% False False 108
Crabel Price Patterns
NR True
NR4 True
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 0.0033
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.7233
2.618 1.6993
1.618 1.6846
1.000 1.6755
0.618 1.6699
HIGH 1.6608
0.618 1.6552
0.500 1.6535
0.382 1.6517
LOW 1.6461
0.618 1.6370
1.000 1.6314
1.618 1.6223
2.618 1.6076
4.250 1.5836
Fisher Pivots for day following 20-Aug-2009
Pivot 1 day 3 day
R1 1.6535 1.6495
PP 1.6525 1.6485
S1 1.6516 1.6474

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

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