CME British Pound Future December 2009


Trading Metrics calculated at close of trading on 07-Aug-2009
Day Change Summary
Previous Current
06-Aug-2009 07-Aug-2009 Change Change % Previous Week
Open 1.6980 1.6753 -0.0227 -1.3% 1.6694
High 1.6990 1.6811 -0.0179 -1.1% 1.7028
Low 1.6750 1.6650 -0.0100 -0.6% 1.6650
Close 1.6771 1.6661 -0.0110 -0.7% 1.6661
Range 0.0240 0.0161 -0.0079 -32.9% 0.0378
ATR 0.0160 0.0160 0.0000 0.1% 0.0000
Volume 49 74 25 51.0% 809
Daily Pivots for day following 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.7190 1.7087 1.6750
R3 1.7029 1.6926 1.6705
R2 1.6868 1.6868 1.6691
R1 1.6765 1.6765 1.6676 1.6736
PP 1.6707 1.6707 1.6707 1.6693
S1 1.6604 1.6604 1.6646 1.6575
S2 1.6546 1.6546 1.6631
S3 1.6385 1.6443 1.6617
S4 1.6224 1.6282 1.6572
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.7914 1.7665 1.6869
R3 1.7536 1.7287 1.6765
R2 1.7158 1.7158 1.6730
R1 1.6909 1.6909 1.6696 1.6845
PP 1.6780 1.6780 1.6780 1.6747
S1 1.6531 1.6531 1.6626 1.6467
S2 1.6402 1.6402 1.6592
S3 1.6024 1.6153 1.6557
S4 1.5646 1.5775 1.6453
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.7028 1.6650 0.0378 2.3% 0.0175 1.1% 3% False True 161
10 1.7028 1.6350 0.0678 4.1% 0.0145 0.9% 46% False False 114
20 1.7028 1.6040 0.0988 5.9% 0.0126 0.8% 63% False False 103
40 1.7028 1.6022 0.1006 6.0% 0.0137 0.8% 64% False False 86
60 1.7028 1.5260 0.1768 10.6% 0.0113 0.7% 79% False False 62
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.7495
2.618 1.7232
1.618 1.7071
1.000 1.6972
0.618 1.6910
HIGH 1.6811
0.618 1.6749
0.500 1.6731
0.382 1.6712
LOW 1.6650
0.618 1.6551
1.000 1.6489
1.618 1.6390
2.618 1.6229
4.250 1.5966
Fisher Pivots for day following 07-Aug-2009
Pivot 1 day 3 day
R1 1.6731 1.6839
PP 1.6707 1.6780
S1 1.6684 1.6720

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

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