CME British Pound Future December 2009


Trading Metrics calculated at close of trading on 11-Dec-2009
Day Change Summary
Previous Current
10-Dec-2009 11-Dec-2009 Change Change % Previous Week
Open 1.6283 1.6276 -0.0007 0.0% 1.6462
High 1.6346 1.6340 -0.0006 0.0% 1.6514
Low 1.6215 1.6197 -0.0018 -0.1% 1.6165
Close 1.6264 1.6240 -0.0024 -0.1% 1.6240
Range 0.0131 0.0143 0.0012 9.2% 0.0349
ATR 0.0198 0.0194 -0.0004 -2.0% 0.0000
Volume 166,612 78,867 -87,745 -52.7% 651,387
Daily Pivots for day following 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.6688 1.6607 1.6319
R3 1.6545 1.6464 1.6279
R2 1.6402 1.6402 1.6266
R1 1.6321 1.6321 1.6253 1.6290
PP 1.6259 1.6259 1.6259 1.6244
S1 1.6178 1.6178 1.6227 1.6147
S2 1.6116 1.6116 1.6214
S3 1.5973 1.6035 1.6201
S4 1.5830 1.5892 1.6161
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.7353 1.7146 1.6432
R3 1.7004 1.6797 1.6336
R2 1.6655 1.6655 1.6304
R1 1.6448 1.6448 1.6272 1.6377
PP 1.6306 1.6306 1.6306 1.6271
S1 1.6099 1.6099 1.6208 1.6028
S2 1.5957 1.5957 1.6176
S3 1.5608 1.5750 1.6144
S4 1.5259 1.5401 1.6048
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6514 1.6165 0.0349 2.1% 0.0182 1.1% 21% False False 130,277
10 1.6722 1.6165 0.0557 3.4% 0.0198 1.2% 13% False False 125,387
20 1.6876 1.6165 0.0711 4.4% 0.0193 1.2% 11% False False 115,713
40 1.6876 1.6165 0.0711 4.4% 0.0194 1.2% 11% False False 126,826
60 1.6876 1.5702 0.1174 7.2% 0.0191 1.2% 46% False False 124,894
80 1.6876 1.5702 0.1174 7.2% 0.0184 1.1% 46% False False 101,010
100 1.7028 1.5702 0.1326 8.2% 0.0177 1.1% 41% False False 80,849
120 1.7028 1.5702 0.1326 8.2% 0.0169 1.0% 41% False False 67,386
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0071
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6948
2.618 1.6714
1.618 1.6571
1.000 1.6483
0.618 1.6428
HIGH 1.6340
0.618 1.6285
0.500 1.6269
0.382 1.6252
LOW 1.6197
0.618 1.6109
1.000 1.6054
1.618 1.5966
2.618 1.5823
4.250 1.5589
Fisher Pivots for day following 11-Dec-2009
Pivot 1 day 3 day
R1 1.6269 1.6272
PP 1.6259 1.6261
S1 1.6250 1.6251

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

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