CME British Pound Future December 2009


Trading Metrics calculated at close of trading on 28-Sep-2009
Day Change Summary
Previous Current
25-Sep-2009 28-Sep-2009 Change Change % Previous Week
Open 1.6064 1.5963 -0.0101 -0.6% 1.6214
High 1.6064 1.5966 -0.0098 -0.6% 1.6467
Low 1.5915 1.5766 -0.0149 -0.9% 1.5915
Close 1.5937 1.5868 -0.0069 -0.4% 1.5937
Range 0.0149 0.0200 0.0051 34.2% 0.0552
ATR 0.0182 0.0183 0.0001 0.7% 0.0000
Volume 176,482 156,654 -19,828 -11.2% 612,043
Daily Pivots for day following 28-Sep-2009
Classic Woodie Camarilla DeMark
R4 1.6467 1.6367 1.5978
R3 1.6267 1.6167 1.5923
R2 1.6067 1.6067 1.5905
R1 1.5967 1.5967 1.5886 1.5917
PP 1.5867 1.5867 1.5867 1.5842
S1 1.5767 1.5767 1.5850 1.5717
S2 1.5667 1.5667 1.5831
S3 1.5467 1.5567 1.5813
S4 1.5267 1.5367 1.5758
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 1.7762 1.7402 1.6241
R3 1.7210 1.6850 1.6089
R2 1.6658 1.6658 1.6038
R1 1.6298 1.6298 1.5988 1.6202
PP 1.6106 1.6106 1.6106 1.6059
S1 1.5746 1.5746 1.5886 1.5650
S2 1.5554 1.5554 1.5836
S3 1.5002 1.5194 1.5785
S4 1.4450 1.4642 1.5633
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6467 1.5766 0.0701 4.4% 0.0215 1.4% 15% False True 127,428
10 1.6661 1.5766 0.0895 5.6% 0.0195 1.2% 11% False True 120,296
20 1.6742 1.5766 0.0976 6.2% 0.0186 1.2% 10% False True 72,752
40 1.7028 1.5766 0.1262 8.0% 0.0173 1.1% 8% False True 36,689
60 1.7028 1.5766 0.1262 8.0% 0.0156 1.0% 8% False True 24,486
80 1.7028 1.5766 0.1262 8.0% 0.0150 0.9% 8% False True 18,377
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0037
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6816
2.618 1.6490
1.618 1.6290
1.000 1.6166
0.618 1.6090
HIGH 1.5966
0.618 1.5890
0.500 1.5866
0.382 1.5842
LOW 1.5766
0.618 1.5642
1.000 1.5566
1.618 1.5442
2.618 1.5242
4.250 1.4916
Fisher Pivots for day following 28-Sep-2009
Pivot 1 day 3 day
R1 1.5867 1.6091
PP 1.5867 1.6017
S1 1.5866 1.5942

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

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