CME British Pound Future December 2009


Trading Metrics calculated at close of trading on 11-Sep-2009
Day Change Summary
Previous Current
10-Sep-2009 11-Sep-2009 Change Change % Previous Week
Open 1.6548 1.6651 0.0103 0.6% 1.6399
High 1.6687 1.6742 0.0055 0.3% 1.6742
Low 1.6481 1.6643 0.0162 1.0% 1.6323
Close 1.6662 1.6686 0.0024 0.1% 1.6686
Range 0.0206 0.0099 -0.0107 -51.9% 0.0419
ATR 0.0171 0.0166 -0.0005 -3.0% 0.0000
Volume 42,995 72,212 29,217 68.0% 142,440
Daily Pivots for day following 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 1.6987 1.6936 1.6740
R3 1.6888 1.6837 1.6713
R2 1.6789 1.6789 1.6704
R1 1.6738 1.6738 1.6695 1.6764
PP 1.6690 1.6690 1.6690 1.6703
S1 1.6639 1.6639 1.6677 1.6665
S2 1.6591 1.6591 1.6668
S3 1.6492 1.6540 1.6659
S4 1.6393 1.6441 1.6632
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 1.7841 1.7682 1.6916
R3 1.7422 1.7263 1.6801
R2 1.7003 1.7003 1.6763
R1 1.6844 1.6844 1.6724 1.6924
PP 1.6584 1.6584 1.6584 1.6623
S1 1.6425 1.6425 1.6648 1.6505
S2 1.6165 1.6165 1.6609
S3 1.5746 1.6006 1.6571
S4 1.5327 1.5587 1.6456
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6742 1.6287 0.0455 2.7% 0.0166 1.0% 88% True False 28,980
10 1.6742 1.6112 0.0630 3.8% 0.0172 1.0% 91% True False 16,156
20 1.6742 1.6112 0.0630 3.8% 0.0168 1.0% 91% True False 8,474
40 1.7028 1.6112 0.0916 5.5% 0.0150 0.9% 63% False False 4,293
60 1.7028 1.6022 0.1006 6.0% 0.0149 0.9% 66% False False 2,886
80 1.7028 1.5781 0.1247 7.5% 0.0133 0.8% 73% False False 2,170
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0048
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.7163
2.618 1.7001
1.618 1.6902
1.000 1.6841
0.618 1.6803
HIGH 1.6742
0.618 1.6704
0.500 1.6693
0.382 1.6681
LOW 1.6643
0.618 1.6582
1.000 1.6544
1.618 1.6483
2.618 1.6384
4.250 1.6222
Fisher Pivots for day following 11-Sep-2009
Pivot 1 day 3 day
R1 1.6693 1.6657
PP 1.6690 1.6628
S1 1.6688 1.6599

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

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