CME British Pound Future December 2009


Trading Metrics calculated at close of trading on 27-Aug-2009
Day Change Summary
Previous Current
26-Aug-2009 27-Aug-2009 Change Change % Previous Week
Open 1.6325 1.6230 -0.0095 -0.6% 1.6487
High 1.6347 1.6300 -0.0047 -0.3% 1.6621
Low 1.6167 1.6153 -0.0014 -0.1% 1.6275
Close 1.6236 1.6284 0.0048 0.3% 1.6479
Range 0.0180 0.0147 -0.0033 -18.3% 0.0346
ATR 0.0162 0.0161 -0.0001 -0.7% 0.0000
Volume 321 4,409 4,088 1,273.5% 1,835
Daily Pivots for day following 27-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.6687 1.6632 1.6365
R3 1.6540 1.6485 1.6324
R2 1.6393 1.6393 1.6311
R1 1.6338 1.6338 1.6297 1.6366
PP 1.6246 1.6246 1.6246 1.6259
S1 1.6191 1.6191 1.6271 1.6219
S2 1.6099 1.6099 1.6257
S3 1.5952 1.6044 1.6244
S4 1.5805 1.5897 1.6203
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 1.6153 0.0468 2.9% 0.0153 0.9% 28% False True 1,080
10 1.6621 1.6153 0.0468 2.9% 0.0165 1.0% 28% False True 793
20 1.7028 1.6153 0.0875 5.4% 0.0165 1.0% 15% False True 465
40 1.7028 1.6022 0.1006 6.2% 0.0140 0.9% 26% False False 272
60 1.7028 1.5800 0.1228 7.5% 0.0137 0.8% 39% False False 198
Crabel Price Patterns
NR True
NR4 False
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 0.0032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6925
2.618 1.6685
1.618 1.6538
1.000 1.6447
0.618 1.6391
HIGH 1.6300
0.618 1.6244
0.500 1.6227
0.382 1.6209
LOW 1.6153
0.618 1.6062
1.000 1.6006
1.618 1.5915
2.618 1.5768
4.250 1.5528
Fisher Pivots for day following 27-Aug-2009
Pivot 1 day 3 day
R1 1.6265 1.6294
PP 1.6246 1.6291
S1 1.6227 1.6287

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

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