CME British Pound Future December 2009


Trading Metrics calculated at close of trading on 13-Aug-2009
Day Change Summary
Previous Current
12-Aug-2009 13-Aug-2009 Change Change % Previous Week
Open 1.6475 1.6615 0.0140 0.8% 1.6694
High 1.6540 1.6685 0.0145 0.9% 1.7028
Low 1.6390 1.6560 0.0170 1.0% 1.6650
Close 1.6514 1.6553 0.0039 0.2% 1.6661
Range 0.0150 0.0125 -0.0025 -16.7% 0.0378
ATR 0.0157 0.0158 0.0001 0.6% 0.0000
Volume 29 58 29 100.0% 809
Daily Pivots for day following 13-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.6974 1.6889 1.6622
R3 1.6849 1.6764 1.6587
R2 1.6724 1.6724 1.6576
R1 1.6639 1.6639 1.6564 1.6619
PP 1.6599 1.6599 1.6599 1.6590
S1 1.6514 1.6514 1.6542 1.6494
S2 1.6474 1.6474 1.6530
S3 1.6349 1.6389 1.6519
S4 1.6224 1.6264 1.6484
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 1.6811 1.6390 0.0421 2.5% 0.0146 0.9% 39% False False 109
10 1.7028 1.6390 0.0638 3.9% 0.0166 1.0% 26% False False 138
20 1.7028 1.6320 0.0708 4.3% 0.0131 0.8% 33% False False 112
40 1.7028 1.6022 0.1006 6.1% 0.0140 0.8% 53% False False 93
60 1.7028 1.5781 0.1247 7.5% 0.0122 0.7% 62% False False 69
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 0.0029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.7216
2.618 1.7012
1.618 1.6887
1.000 1.6810
0.618 1.6762
HIGH 1.6685
0.618 1.6637
0.500 1.6623
0.382 1.6608
LOW 1.6560
0.618 1.6483
1.000 1.6435
1.618 1.6358
2.618 1.6233
4.250 1.6029
Fisher Pivots for day following 13-Aug-2009
Pivot 1 day 3 day
R1 1.6623 1.6548
PP 1.6599 1.6543
S1 1.6576 1.6538

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

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