CME British Pound Future December 2009


Trading Metrics calculated at close of trading on 09-Sep-2009
Day Change Summary
Previous Current
08-Sep-2009 09-Sep-2009 Change Change % Previous Week
Open 1.6399 1.6494 0.0095 0.6% 1.6265
High 1.6589 1.6592 0.0003 0.0% 1.6410
Low 1.6323 1.6455 0.0132 0.8% 1.6112
Close 1.6486 1.6531 0.0045 0.3% 1.6398
Range 0.0266 0.0137 -0.0129 -48.5% 0.0298
ATR 0.0171 0.0168 -0.0002 -1.4% 0.0000
Volume 5,162 22,071 16,909 327.6% 15,822
Daily Pivots for day following 09-Sep-2009
Classic Woodie Camarilla DeMark
R4 1.6937 1.6871 1.6606
R3 1.6800 1.6734 1.6569
R2 1.6663 1.6663 1.6556
R1 1.6597 1.6597 1.6544 1.6630
PP 1.6526 1.6526 1.6526 1.6543
S1 1.6460 1.6460 1.6518 1.6493
S2 1.6389 1.6389 1.6506
S3 1.6252 1.6323 1.6493
S4 1.6115 1.6186 1.6456
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 1.6592 1.6112 0.0480 2.9% 0.0177 1.1% 87% True False 7,465
10 1.6592 1.6112 0.0480 2.9% 0.0174 1.1% 87% True False 5,108
20 1.6685 1.6112 0.0573 3.5% 0.0167 1.0% 73% False False 2,718
40 1.7028 1.6112 0.0916 5.5% 0.0147 0.9% 46% False False 1,415
60 1.7028 1.6022 0.1006 6.1% 0.0148 0.9% 51% False False 969
80 1.7028 1.5449 0.1579 9.6% 0.0130 0.8% 69% False False 731
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 0.0049
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.7174
2.618 1.6951
1.618 1.6814
1.000 1.6729
0.618 1.6677
HIGH 1.6592
0.618 1.6540
0.500 1.6524
0.382 1.6507
LOW 1.6455
0.618 1.6370
1.000 1.6318
1.618 1.6233
2.618 1.6096
4.250 1.5873
Fisher Pivots for day following 09-Sep-2009
Pivot 1 day 3 day
R1 1.6529 1.6501
PP 1.6526 1.6470
S1 1.6524 1.6440

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

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