CME British Pound Future December 2009


Trading Metrics calculated at close of trading on 30-Oct-2009
Day Change Summary
Previous Current
29-Oct-2009 30-Oct-2009 Change Change % Previous Week
Open 1.6377 1.6554 0.0177 1.1% 1.6293
High 1.6602 1.6575 -0.0027 -0.2% 1.6602
Low 1.6334 1.6406 0.0072 0.4% 1.6245
Close 1.6544 1.6442 -0.0102 -0.6% 1.6442
Range 0.0268 0.0169 -0.0099 -36.9% 0.0357
ATR 0.0199 0.0196 -0.0002 -1.1% 0.0000
Volume 171,410 153,815 -17,595 -10.3% 779,156
Daily Pivots for day following 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.6981 1.6881 1.6535
R3 1.6812 1.6712 1.6488
R2 1.6643 1.6643 1.6473
R1 1.6543 1.6543 1.6457 1.6509
PP 1.6474 1.6474 1.6474 1.6457
S1 1.6374 1.6374 1.6427 1.6340
S2 1.6305 1.6305 1.6411
S3 1.6136 1.6205 1.6396
S4 1.5967 1.6036 1.6349
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.7501 1.7328 1.6638
R3 1.7144 1.6971 1.6540
R2 1.6787 1.6787 1.6507
R1 1.6614 1.6614 1.6475 1.6701
PP 1.6430 1.6430 1.6430 1.6473
S1 1.6257 1.6257 1.6409 1.6344
S2 1.6073 1.6073 1.6377
S3 1.5716 1.5900 1.6344
S4 1.5359 1.5543 1.6246
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6602 1.6245 0.0357 2.2% 0.0184 1.1% 55% False False 155,831
10 1.6689 1.6236 0.0453 2.8% 0.0210 1.3% 45% False False 142,249
20 1.6689 1.5702 0.0987 6.0% 0.0196 1.2% 75% False False 129,854
40 1.6742 1.5702 0.1040 6.3% 0.0186 1.1% 71% False False 114,330
60 1.6811 1.5702 0.1109 6.7% 0.0179 1.1% 67% False False 76,639
80 1.7028 1.5702 0.1326 8.1% 0.0165 1.0% 56% False False 57,505
100 1.7028 1.5702 0.1326 8.1% 0.0161 1.0% 56% False False 46,017
120 1.7028 1.5220 0.1808 11.0% 0.0145 0.9% 68% False False 38,350
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0054
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.7293
2.618 1.7017
1.618 1.6848
1.000 1.6744
0.618 1.6679
HIGH 1.6575
0.618 1.6510
0.500 1.6491
0.382 1.6471
LOW 1.6406
0.618 1.6302
1.000 1.6237
1.618 1.6133
2.618 1.5964
4.250 1.5688
Fisher Pivots for day following 30-Oct-2009
Pivot 1 day 3 day
R1 1.6491 1.6442
PP 1.6474 1.6442
S1 1.6458 1.6442

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

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