CME British Pound Future December 2009


Trading Metrics calculated at close of trading on 05-Oct-2009
Day Change Summary
Previous Current
02-Oct-2009 05-Oct-2009 Change Change % Previous Week
Open 1.5938 1.5920 -0.0018 -0.1% 1.5963
High 1.5952 1.6021 0.0069 0.4% 1.6124
Low 1.5800 1.5897 0.0097 0.6% 1.5766
Close 1.5914 1.5937 0.0023 0.1% 1.5914
Range 0.0152 0.0124 -0.0028 -18.4% 0.0358
ATR 0.0175 0.0171 -0.0004 -2.1% 0.0000
Volume 118,425 126,260 7,835 6.6% 691,113
Daily Pivots for day following 05-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.6324 1.6254 1.6005
R3 1.6200 1.6130 1.5971
R2 1.6076 1.6076 1.5960
R1 1.6006 1.6006 1.5948 1.6041
PP 1.5952 1.5952 1.5952 1.5969
S1 1.5882 1.5882 1.5926 1.5917
S2 1.5828 1.5828 1.5914
S3 1.5704 1.5758 1.5903
S4 1.5580 1.5634 1.5869
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.7009 1.6819 1.6111
R3 1.6651 1.6461 1.6012
R2 1.6293 1.6293 1.5980
R1 1.6103 1.6103 1.5947 1.6019
PP 1.5935 1.5935 1.5935 1.5893
S1 1.5745 1.5745 1.5881 1.5661
S2 1.5577 1.5577 1.5848
S3 1.5219 1.5387 1.5816
S4 1.4861 1.5029 1.5717
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6124 1.5800 0.0324 2.0% 0.0146 0.9% 42% False False 132,143
10 1.6467 1.5766 0.0701 4.4% 0.0180 1.1% 24% False False 129,786
20 1.6742 1.5766 0.0976 6.1% 0.0177 1.1% 18% False False 104,997
40 1.6742 1.5766 0.0976 6.1% 0.0169 1.1% 18% False False 53,186
60 1.7028 1.5766 0.1262 7.9% 0.0155 1.0% 14% False False 35,492
80 1.7028 1.5766 0.1262 7.9% 0.0153 1.0% 14% False False 26,636
100 1.7028 1.5260 0.1768 11.1% 0.0136 0.9% 38% False False 21,312
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6548
2.618 1.6346
1.618 1.6222
1.000 1.6145
0.618 1.6098
HIGH 1.6021
0.618 1.5974
0.500 1.5959
0.382 1.5944
LOW 1.5897
0.618 1.5820
1.000 1.5773
1.618 1.5696
2.618 1.5572
4.250 1.5370
Fisher Pivots for day following 05-Oct-2009
Pivot 1 day 3 day
R1 1.5959 1.5929
PP 1.5952 1.5920
S1 1.5944 1.5912

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

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