CME British Pound Future December 2009


Trading Metrics calculated at close of trading on 21-Sep-2009
Day Change Summary
Previous Current
18-Sep-2009 21-Sep-2009 Change Change % Previous Week
Open 1.6450 1.6214 -0.0236 -1.4% 1.6680
High 1.6453 1.6271 -0.0182 -1.1% 1.6686
Low 1.6229 1.6133 -0.0096 -0.6% 1.6229
Close 1.6271 1.6192 -0.0079 -0.5% 1.6271
Range 0.0224 0.0138 -0.0086 -38.4% 0.0457
ATR 0.0170 0.0168 -0.0002 -1.4% 0.0000
Volume 108,218 131,556 23,338 21.6% 528,084
Daily Pivots for day following 21-Sep-2009
Classic Woodie Camarilla DeMark
R4 1.6613 1.6540 1.6268
R3 1.6475 1.6402 1.6230
R2 1.6337 1.6337 1.6217
R1 1.6264 1.6264 1.6205 1.6232
PP 1.6199 1.6199 1.6199 1.6182
S1 1.6126 1.6126 1.6179 1.6094
S2 1.6061 1.6061 1.6167
S3 1.5923 1.5988 1.6154
S4 1.5785 1.5850 1.6116
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 1.7766 1.7476 1.6522
R3 1.7309 1.7019 1.6397
R2 1.6852 1.6852 1.6355
R1 1.6562 1.6562 1.6313 1.6479
PP 1.6395 1.6395 1.6395 1.6354
S1 1.6105 1.6105 1.6229 1.6022
S2 1.5938 1.5938 1.6187
S3 1.5481 1.5648 1.6145
S4 1.5024 1.5191 1.6020
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6661 1.6133 0.0528 3.3% 0.0174 1.1% 11% False True 113,164
10 1.6742 1.6133 0.0609 3.8% 0.0175 1.1% 10% False True 80,208
20 1.6742 1.6112 0.0630 3.9% 0.0166 1.0% 13% False False 41,325
40 1.7028 1.6112 0.0916 5.7% 0.0160 1.0% 9% False False 20,768
60 1.7028 1.6022 0.1006 6.2% 0.0149 0.9% 17% False False 13,869
80 1.7028 1.5800 0.1228 7.6% 0.0144 0.9% 32% False False 10,413
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 0.0045
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6858
2.618 1.6632
1.618 1.6494
1.000 1.6409
0.618 1.6356
HIGH 1.6271
0.618 1.6218
0.500 1.6202
0.382 1.6186
LOW 1.6133
0.618 1.6048
1.000 1.5995
1.618 1.5910
2.618 1.5772
4.250 1.5547
Fisher Pivots for day following 21-Sep-2009
Pivot 1 day 3 day
R1 1.6202 1.6351
PP 1.6199 1.6298
S1 1.6195 1.6245

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

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