CME British Pound Future December 2009


Trading Metrics calculated at close of trading on 13-Oct-2009
Day Change Summary
Previous Current
12-Oct-2009 13-Oct-2009 Change Change % Previous Week
Open 1.5847 1.5799 -0.0048 -0.3% 1.5920
High 1.5879 1.5924 0.0045 0.3% 1.6117
Low 1.5724 1.5702 -0.0022 -0.1% 1.5820
Close 1.5788 1.5888 0.0100 0.6% 1.5838
Range 0.0155 0.0222 0.0067 43.2% 0.0297
ATR 0.0173 0.0177 0.0003 2.0% 0.0000
Volume 124,936 66,966 -57,970 -46.4% 554,144
Daily Pivots for day following 13-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.6504 1.6418 1.6010
R3 1.6282 1.6196 1.5949
R2 1.6060 1.6060 1.5929
R1 1.5974 1.5974 1.5908 1.6017
PP 1.5838 1.5838 1.5838 1.5860
S1 1.5752 1.5752 1.5868 1.5795
S2 1.5616 1.5616 1.5847
S3 1.5394 1.5530 1.5827
S4 1.5172 1.5308 1.5766
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.6816 1.6624 1.6001
R3 1.6519 1.6327 1.5920
R2 1.6222 1.6222 1.5892
R1 1.6030 1.6030 1.5865 1.5978
PP 1.5925 1.5925 1.5925 1.5899
S1 1.5733 1.5733 1.5811 1.5681
S2 1.5628 1.5628 1.5784
S3 1.5331 1.5436 1.5756
S4 1.5034 1.5139 1.5675
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6117 1.5702 0.0415 2.6% 0.0186 1.2% 45% False True 106,528
10 1.6124 1.5702 0.0422 2.7% 0.0167 1.0% 44% False True 117,205
20 1.6568 1.5702 0.0866 5.5% 0.0176 1.1% 21% False True 119,670
40 1.6742 1.5702 0.1040 6.5% 0.0175 1.1% 18% False True 68,631
60 1.7028 1.5702 0.1326 8.3% 0.0163 1.0% 14% False True 45,815
80 1.7028 1.5702 0.1326 8.3% 0.0157 1.0% 14% False True 34,379
100 1.7028 1.5702 0.1326 8.3% 0.0145 0.9% 14% False True 27,509
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0035
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6868
2.618 1.6505
1.618 1.6283
1.000 1.6146
0.618 1.6061
HIGH 1.5924
0.618 1.5839
0.500 1.5813
0.382 1.5787
LOW 1.5702
0.618 1.5565
1.000 1.5480
1.618 1.5343
2.618 1.5121
4.250 1.4759
Fisher Pivots for day following 13-Oct-2009
Pivot 1 day 3 day
R1 1.5863 1.5888
PP 1.5838 1.5887
S1 1.5813 1.5887

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.