CME British Pound Future December 2009


Trading Metrics calculated at close of trading on 18-Nov-2009
Day Change Summary
Previous Current
17-Nov-2009 18-Nov-2009 Change Change % Previous Week
Open 1.6820 1.6800 -0.0020 -0.1% 1.6647
High 1.6870 1.6844 -0.0026 -0.2% 1.6839
Low 1.6751 1.6711 -0.0040 -0.2% 1.6512
Close 1.6793 1.6715 -0.0078 -0.5% 1.6671
Range 0.0119 0.0133 0.0014 11.8% 0.0327
ATR 0.0183 0.0179 -0.0004 -2.0% 0.0000
Volume 113,314 106,211 -7,103 -6.3% 622,815
Daily Pivots for day following 18-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.7156 1.7068 1.6788
R3 1.7023 1.6935 1.6752
R2 1.6890 1.6890 1.6739
R1 1.6802 1.6802 1.6727 1.6780
PP 1.6757 1.6757 1.6757 1.6745
S1 1.6669 1.6669 1.6703 1.6647
S2 1.6624 1.6624 1.6691
S3 1.6491 1.6536 1.6678
S4 1.6358 1.6403 1.6642
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.7655 1.7490 1.6851
R3 1.7328 1.7163 1.6761
R2 1.7001 1.7001 1.6731
R1 1.6836 1.6836 1.6701 1.6919
PP 1.6674 1.6674 1.6674 1.6715
S1 1.6509 1.6509 1.6641 1.6592
S2 1.6347 1.6347 1.6611
S3 1.6020 1.6182 1.6581
S4 1.5693 1.5855 1.6491
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6876 1.6512 0.0364 2.2% 0.0141 0.8% 56% False False 121,582
10 1.6876 1.6463 0.0413 2.5% 0.0167 1.0% 61% False False 121,753
20 1.6876 1.6245 0.0631 3.8% 0.0185 1.1% 74% False False 134,586
40 1.6876 1.5702 0.1174 7.0% 0.0187 1.1% 86% False False 130,282
60 1.6876 1.5702 0.1174 7.0% 0.0182 1.1% 86% False False 103,728
80 1.7028 1.5702 0.1326 7.9% 0.0176 1.1% 76% False False 77,856
100 1.7028 1.5702 0.1326 7.9% 0.0163 1.0% 76% False False 62,299
120 1.7028 1.5702 0.1326 7.9% 0.0159 1.0% 76% False False 51,923
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0043
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.7409
2.618 1.7192
1.618 1.7059
1.000 1.6977
0.618 1.6926
HIGH 1.6844
0.618 1.6793
0.500 1.6778
0.382 1.6762
LOW 1.6711
0.618 1.6629
1.000 1.6578
1.618 1.6496
2.618 1.6363
4.250 1.6146
Fisher Pivots for day following 18-Nov-2009
Pivot 1 day 3 day
R1 1.6778 1.6772
PP 1.6757 1.6753
S1 1.6736 1.6734

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

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