CME British Pound Future December 2009


Trading Metrics calculated at close of trading on 15-Oct-2009
Day Change Summary
Previous Current
14-Oct-2009 15-Oct-2009 Change Change % Previous Week
Open 1.5914 1.5995 0.0081 0.5% 1.5920
High 1.6021 1.6295 0.0274 1.7% 1.6117
Low 1.5897 1.5988 0.0091 0.6% 1.5820
Close 1.5964 1.6263 0.0299 1.9% 1.5838
Range 0.0124 0.0307 0.0183 147.6% 0.0297
ATR 0.0174 0.0185 0.0011 6.5% 0.0000
Volume 132,274 130,957 -1,317 -1.0% 554,144
Daily Pivots for day following 15-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.7103 1.6990 1.6432
R3 1.6796 1.6683 1.6347
R2 1.6489 1.6489 1.6319
R1 1.6376 1.6376 1.6291 1.6433
PP 1.6182 1.6182 1.6182 1.6210
S1 1.6069 1.6069 1.6235 1.6126
S2 1.5875 1.5875 1.6207
S3 1.5568 1.5762 1.6179
S4 1.5261 1.5455 1.6094
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 1.6295 1.5702 0.0593 3.6% 0.0212 1.3% 95% True False 117,146
10 1.6295 1.5702 0.0593 3.6% 0.0181 1.1% 95% True False 112,770
20 1.6467 1.5702 0.0765 4.7% 0.0185 1.1% 73% False False 121,032
40 1.6742 1.5702 0.1040 6.4% 0.0175 1.1% 54% False False 75,195
60 1.7028 1.5702 0.1326 8.2% 0.0166 1.0% 42% False False 50,197
80 1.7028 1.5702 0.1326 8.2% 0.0157 1.0% 42% False False 37,667
100 1.7028 1.5702 0.1326 8.2% 0.0149 0.9% 42% False False 30,141
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0034
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.7600
2.618 1.7099
1.618 1.6792
1.000 1.6602
0.618 1.6485
HIGH 1.6295
0.618 1.6178
0.500 1.6142
0.382 1.6105
LOW 1.5988
0.618 1.5798
1.000 1.5681
1.618 1.5491
2.618 1.5184
4.250 1.4683
Fisher Pivots for day following 15-Oct-2009
Pivot 1 day 3 day
R1 1.6223 1.6175
PP 1.6182 1.6087
S1 1.6142 1.5999

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

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