CME British Pound Future December 2009


Trading Metrics calculated at close of trading on 08-Sep-2009
Day Change Summary
Previous Current
04-Sep-2009 08-Sep-2009 Change Change % Previous Week
Open 1.6332 1.6399 0.0067 0.4% 1.6265
High 1.6410 1.6589 0.0179 1.1% 1.6410
Low 1.6287 1.6323 0.0036 0.2% 1.6112
Close 1.6398 1.6486 0.0088 0.5% 1.6398
Range 0.0123 0.0266 0.0143 116.3% 0.0298
ATR 0.0164 0.0171 0.0007 4.5% 0.0000
Volume 2,460 5,162 2,702 109.8% 15,822
Daily Pivots for day following 08-Sep-2009
Classic Woodie Camarilla DeMark
R4 1.7264 1.7141 1.6632
R3 1.6998 1.6875 1.6559
R2 1.6732 1.6732 1.6535
R1 1.6609 1.6609 1.6510 1.6671
PP 1.6466 1.6466 1.6466 1.6497
S1 1.6343 1.6343 1.6462 1.6405
S2 1.6200 1.6200 1.6437
S3 1.5934 1.6077 1.6413
S4 1.5668 1.5811 1.6340
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 1.7201 1.7097 1.6562
R3 1.6903 1.6799 1.6480
R2 1.6605 1.6605 1.6453
R1 1.6501 1.6501 1.6425 1.6553
PP 1.6307 1.6307 1.6307 1.6333
S1 1.6203 1.6203 1.6371 1.6255
S2 1.6009 1.6009 1.6343
S3 1.5711 1.5905 1.6316
S4 1.5413 1.5607 1.6234
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6589 1.6112 0.0477 2.9% 0.0202 1.2% 78% True False 3,441
10 1.6589 1.6112 0.0477 2.9% 0.0170 1.0% 78% True False 2,934
20 1.6685 1.6112 0.0573 3.5% 0.0162 1.0% 65% False False 1,621
40 1.7028 1.6112 0.0916 5.6% 0.0146 0.9% 41% False False 867
60 1.7028 1.6022 0.1006 6.1% 0.0147 0.9% 46% False False 602
80 1.7028 1.5300 0.1728 10.5% 0.0128 0.8% 69% False False 455
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0049
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 1.7720
2.618 1.7285
1.618 1.7019
1.000 1.6855
0.618 1.6753
HIGH 1.6589
0.618 1.6487
0.500 1.6456
0.382 1.6425
LOW 1.6323
0.618 1.6159
1.000 1.6057
1.618 1.5893
2.618 1.5627
4.250 1.5193
Fisher Pivots for day following 08-Sep-2009
Pivot 1 day 3 day
R1 1.6476 1.6462
PP 1.6466 1.6438
S1 1.6456 1.6414

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

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