CME British Pound Future December 2009


Trading Metrics calculated at close of trading on 07-Dec-2009
Day Change Summary
Previous Current
04-Dec-2009 07-Dec-2009 Change Change % Previous Week
Open 1.6538 1.6462 -0.0076 -0.5% 1.6518
High 1.6680 1.6514 -0.0166 -1.0% 1.6722
Low 1.6420 1.6313 -0.0107 -0.7% 1.6378
Close 1.6427 1.6439 0.0012 0.1% 1.6427
Range 0.0260 0.0201 -0.0059 -22.7% 0.0344
ATR 0.0201 0.0201 0.0000 0.0% 0.0000
Volume 92,306 138,541 46,235 50.1% 602,491
Daily Pivots for day following 07-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.7025 1.6933 1.6550
R3 1.6824 1.6732 1.6494
R2 1.6623 1.6623 1.6476
R1 1.6531 1.6531 1.6457 1.6477
PP 1.6422 1.6422 1.6422 1.6395
S1 1.6330 1.6330 1.6421 1.6276
S2 1.6221 1.6221 1.6402
S3 1.6020 1.6129 1.6384
S4 1.5819 1.5928 1.6328
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.7541 1.7328 1.6616
R3 1.7197 1.6984 1.6522
R2 1.6853 1.6853 1.6490
R1 1.6640 1.6640 1.6459 1.6575
PP 1.6509 1.6509 1.6509 1.6476
S1 1.6296 1.6296 1.6395 1.6231
S2 1.6165 1.6165 1.6364
S3 1.5821 1.5952 1.6332
S4 1.5477 1.5608 1.6238
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6722 1.6313 0.0409 2.5% 0.0212 1.3% 31% False True 113,639
10 1.6745 1.6270 0.0475 2.9% 0.0220 1.3% 36% False False 114,897
20 1.6876 1.6270 0.0606 3.7% 0.0197 1.2% 28% False False 114,843
40 1.6876 1.5702 0.1174 7.1% 0.0196 1.2% 63% False False 125,383
60 1.6876 1.5702 0.1174 7.1% 0.0190 1.2% 63% False False 123,345
80 1.6876 1.5702 0.1174 7.1% 0.0185 1.1% 63% False False 94,627
100 1.7028 1.5702 0.1326 8.1% 0.0174 1.1% 56% False False 75,724
120 1.7028 1.5702 0.1326 8.1% 0.0170 1.0% 56% False False 63,116
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 0.0053
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.7368
2.618 1.7040
1.618 1.6839
1.000 1.6715
0.618 1.6638
HIGH 1.6514
0.618 1.6437
0.500 1.6414
0.382 1.6390
LOW 1.6313
0.618 1.6189
1.000 1.6112
1.618 1.5988
2.618 1.5787
4.250 1.5459
Fisher Pivots for day following 07-Dec-2009
Pivot 1 day 3 day
R1 1.6431 1.6518
PP 1.6422 1.6491
S1 1.6414 1.6465

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

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