CME British Pound Future December 2009


Trading Metrics calculated at close of trading on 24-Nov-2009
Day Change Summary
Previous Current
23-Nov-2009 24-Nov-2009 Change Change % Previous Week
Open 1.6475 1.6612 0.0137 0.8% 1.6703
High 1.6653 1.6618 -0.0035 -0.2% 1.6876
Low 1.6471 1.6495 0.0024 0.1% 1.6457
Close 1.6618 1.6589 -0.0029 -0.2% 1.6480
Range 0.0182 0.0123 -0.0059 -32.4% 0.0419
ATR 0.0180 0.0176 -0.0004 -2.3% 0.0000
Volume 114,426 76,332 -38,094 -33.3% 525,067
Daily Pivots for day following 24-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.6936 1.6886 1.6657
R3 1.6813 1.6763 1.6623
R2 1.6690 1.6690 1.6612
R1 1.6640 1.6640 1.6600 1.6604
PP 1.6567 1.6567 1.6567 1.6549
S1 1.6517 1.6517 1.6578 1.6481
S2 1.6444 1.6444 1.6566
S3 1.6321 1.6394 1.6555
S4 1.6198 1.6271 1.6521
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.7861 1.7590 1.6710
R3 1.7442 1.7171 1.6595
R2 1.7023 1.7023 1.6557
R1 1.6752 1.6752 1.6518 1.6678
PP 1.6604 1.6604 1.6604 1.6568
S1 1.6333 1.6333 1.6442 1.6259
S2 1.6185 1.6185 1.6403
S3 1.5766 1.5914 1.6365
S4 1.5347 1.5495 1.6250
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6844 1.6457 0.0387 2.3% 0.0160 1.0% 34% False False 98,258
10 1.6876 1.6457 0.0419 2.5% 0.0164 1.0% 32% False False 112,881
20 1.6876 1.6258 0.0618 3.7% 0.0175 1.1% 54% False False 124,068
40 1.6876 1.5702 0.1174 7.1% 0.0181 1.1% 76% False False 125,931
60 1.6876 1.5702 0.1174 7.1% 0.0183 1.1% 76% False False 109,949
80 1.7028 1.5702 0.1326 8.0% 0.0176 1.1% 67% False False 82,662
100 1.7028 1.5702 0.1326 8.0% 0.0166 1.0% 67% False False 66,148
120 1.7028 1.5702 0.1326 8.0% 0.0160 1.0% 67% False False 55,132
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.7141
2.618 1.6940
1.618 1.6817
1.000 1.6741
0.618 1.6694
HIGH 1.6618
0.618 1.6571
0.500 1.6557
0.382 1.6542
LOW 1.6495
0.618 1.6419
1.000 1.6372
1.618 1.6296
2.618 1.6173
4.250 1.5972
Fisher Pivots for day following 24-Nov-2009
Pivot 1 day 3 day
R1 1.6578 1.6581
PP 1.6567 1.6574
S1 1.6557 1.6566

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

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