CME British Pound Future December 2009


Trading Metrics calculated at close of trading on 20-Oct-2009
Day Change Summary
Previous Current
19-Oct-2009 20-Oct-2009 Change Change % Previous Week
Open 1.6315 1.6416 0.0101 0.6% 1.5847
High 1.6419 1.6485 0.0066 0.4% 1.6395
Low 1.6236 1.6323 0.0087 0.5% 1.5702
Close 1.6366 1.6353 -0.0013 -0.1% 1.6351
Range 0.0183 0.0162 -0.0021 -11.5% 0.0693
ATR 0.0182 0.0181 -0.0001 -0.8% 0.0000
Volume 125,902 109,031 -16,871 -13.4% 620,453
Daily Pivots for day following 20-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.6873 1.6775 1.6442
R3 1.6711 1.6613 1.6398
R2 1.6549 1.6549 1.6383
R1 1.6451 1.6451 1.6368 1.6419
PP 1.6387 1.6387 1.6387 1.6371
S1 1.6289 1.6289 1.6338 1.6257
S2 1.6225 1.6225 1.6323
S3 1.6063 1.6127 1.6308
S4 1.5901 1.5965 1.6264
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.8228 1.7983 1.6732
R3 1.7535 1.7290 1.6542
R2 1.6842 1.6842 1.6478
R1 1.6597 1.6597 1.6415 1.6720
PP 1.6149 1.6149 1.6149 1.6211
S1 1.5904 1.5904 1.6287 1.6027
S2 1.5456 1.5456 1.6224
S3 1.4763 1.5211 1.6160
S4 1.4070 1.4518 1.5970
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6485 1.5897 0.0588 3.6% 0.0185 1.1% 78% True False 132,696
10 1.6485 1.5702 0.0783 4.8% 0.0185 1.1% 83% True False 119,612
20 1.6485 1.5702 0.0783 4.8% 0.0182 1.1% 83% True False 124,455
40 1.6742 1.5702 0.1040 6.4% 0.0175 1.1% 63% False False 85,184
60 1.7028 1.5702 0.1326 8.1% 0.0171 1.0% 49% False False 56,864
80 1.7028 1.5702 0.1326 8.1% 0.0158 1.0% 49% False False 42,665
100 1.7028 1.5702 0.1326 8.1% 0.0151 0.9% 49% False False 34,142
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 0.0041
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.7174
2.618 1.6909
1.618 1.6747
1.000 1.6647
0.618 1.6585
HIGH 1.6485
0.618 1.6423
0.500 1.6404
0.382 1.6385
LOW 1.6323
0.618 1.6223
1.000 1.6161
1.618 1.6061
2.618 1.5899
4.250 1.5635
Fisher Pivots for day following 20-Oct-2009
Pivot 1 day 3 day
R1 1.6404 1.6361
PP 1.6387 1.6358
S1 1.6370 1.6356

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

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