CME British Pound Future December 2009


Trading Metrics calculated at close of trading on 29-Jul-2009
Day Change Summary
Previous Current
28-Jul-2009 29-Jul-2009 Change Change % Previous Week
Open 1.6530 1.6431 -0.0099 -0.6% 1.6467
High 1.6530 1.6460 -0.0070 -0.4% 1.6577
Low 1.6405 1.6350 -0.0055 -0.3% 1.6320
Close 1.6434 1.6354 -0.0080 -0.5% 1.6427
Range 0.0125 0.0110 -0.0015 -12.0% 0.0257
ATR 0.0146 0.0144 -0.0003 -1.8% 0.0000
Volume 18 61 43 238.9% 592
Daily Pivots for day following 29-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.6718 1.6646 1.6415
R3 1.6608 1.6536 1.6384
R2 1.6498 1.6498 1.6374
R1 1.6426 1.6426 1.6364 1.6407
PP 1.6388 1.6388 1.6388 1.6379
S1 1.6316 1.6316 1.6344 1.6297
S2 1.6278 1.6278 1.6334
S3 1.6168 1.6206 1.6324
S4 1.6058 1.6096 1.6294
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.7212 1.7077 1.6568
R3 1.6955 1.6820 1.6498
R2 1.6698 1.6698 1.6474
R1 1.6563 1.6563 1.6451 1.6502
PP 1.6441 1.6441 1.6441 1.6411
S1 1.6306 1.6306 1.6403 1.6245
S2 1.6184 1.6184 1.6380
S3 1.5927 1.6049 1.6356
S4 1.5670 1.5792 1.6286
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6577 1.6350 0.0227 1.4% 0.0090 0.6% 2% False True 65
10 1.6577 1.6320 0.0257 1.6% 0.0095 0.6% 13% False False 76
20 1.6577 1.6022 0.0555 3.4% 0.0114 0.7% 60% False False 72
40 1.6715 1.5800 0.0915 5.6% 0.0125 0.8% 61% False False 61
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6928
2.618 1.6748
1.618 1.6638
1.000 1.6570
0.618 1.6528
HIGH 1.6460
0.618 1.6418
0.500 1.6405
0.382 1.6392
LOW 1.6350
0.618 1.6282
1.000 1.6240
1.618 1.6172
2.618 1.6062
4.250 1.5883
Fisher Pivots for day following 29-Jul-2009
Pivot 1 day 3 day
R1 1.6405 1.6440
PP 1.6388 1.6411
S1 1.6371 1.6383

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

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