CME British Pound Future December 2009


Trading Metrics calculated at close of trading on 21-Aug-2009
Day Change Summary
Previous Current
20-Aug-2009 21-Aug-2009 Change Change % Previous Week
Open 1.6533 1.6491 -0.0042 -0.3% 1.6487
High 1.6608 1.6621 0.0013 0.1% 1.6621
Low 1.6461 1.6430 -0.0031 -0.2% 1.6275
Close 1.6506 1.6479 -0.0027 -0.2% 1.6479
Range 0.0147 0.0191 0.0044 29.9% 0.0346
ATR 0.0165 0.0167 0.0002 1.1% 0.0000
Volume 321 95 -226 -70.4% 1,835
Daily Pivots for day following 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.7083 1.6972 1.6584
R3 1.6892 1.6781 1.6532
R2 1.6701 1.6701 1.6514
R1 1.6590 1.6590 1.6497 1.6550
PP 1.6510 1.6510 1.6510 1.6490
S1 1.6399 1.6399 1.6461 1.6359
S2 1.6319 1.6319 1.6444
S3 1.6128 1.6208 1.6426
S4 1.5937 1.6017 1.6374
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.7496 1.7334 1.6669
R3 1.7150 1.6988 1.6574
R2 1.6804 1.6804 1.6542
R1 1.6642 1.6642 1.6511 1.6550
PP 1.6458 1.6458 1.6458 1.6413
S1 1.6296 1.6296 1.6447 1.6204
S2 1.6112 1.6112 1.6416
S3 1.5766 1.5950 1.6384
S4 1.5420 1.5604 1.6289
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6621 1.6275 0.0346 2.1% 0.0199 1.2% 59% True False 367
10 1.6685 1.6275 0.0410 2.5% 0.0164 1.0% 50% False False 310
20 1.7028 1.6275 0.0753 4.6% 0.0154 0.9% 27% False False 212
40 1.7028 1.6022 0.1006 6.1% 0.0140 0.8% 45% False False 141
60 1.7028 1.5800 0.1228 7.5% 0.0136 0.8% 55% False False 110
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.7433
2.618 1.7121
1.618 1.6930
1.000 1.6812
0.618 1.6739
HIGH 1.6621
0.618 1.6548
0.500 1.6526
0.382 1.6503
LOW 1.6430
0.618 1.6312
1.000 1.6239
1.618 1.6121
2.618 1.5930
4.250 1.5618
Fisher Pivots for day following 21-Aug-2009
Pivot 1 day 3 day
R1 1.6526 1.6498
PP 1.6510 1.6492
S1 1.6495 1.6485

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

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