CME British Pound Future December 2009


Trading Metrics calculated at close of trading on 18-Aug-2009
Day Change Summary
Previous Current
17-Aug-2009 18-Aug-2009 Change Change % Previous Week
Open 1.6487 1.6344 -0.0143 -0.9% 1.6650
High 1.6487 1.6580 0.0093 0.6% 1.6685
Low 1.6275 1.6340 0.0065 0.4% 1.6390
Close 1.6337 1.6568 0.0231 1.4% 1.6502
Range 0.0212 0.0240 0.0028 13.2% 0.0295
ATR 0.0158 0.0164 0.0006 3.9% 0.0000
Volume 736 107 -629 -85.5% 1,265
Daily Pivots for day following 18-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.7216 1.7132 1.6700
R3 1.6976 1.6892 1.6634
R2 1.6736 1.6736 1.6612
R1 1.6652 1.6652 1.6590 1.6694
PP 1.6496 1.6496 1.6496 1.6517
S1 1.6412 1.6412 1.6546 1.6454
S2 1.6256 1.6256 1.6524
S3 1.6016 1.6172 1.6502
S4 1.5776 1.5932 1.6436
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.7411 1.7251 1.6664
R3 1.7116 1.6956 1.6583
R2 1.6821 1.6821 1.6556
R1 1.6661 1.6661 1.6529 1.6594
PP 1.6526 1.6526 1.6526 1.6492
S1 1.6366 1.6366 1.6475 1.6299
S2 1.6231 1.6231 1.6448
S3 1.5936 1.6071 1.6421
S4 1.5641 1.5776 1.6340
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6685 1.6275 0.0410 2.5% 0.0161 1.0% 71% False False 344
10 1.7028 1.6275 0.0753 4.5% 0.0163 1.0% 39% False False 234
20 1.7028 1.6275 0.0753 4.5% 0.0145 0.9% 39% False False 177
40 1.7028 1.6022 0.1006 6.1% 0.0139 0.8% 54% False False 128
60 1.7028 1.5800 0.1228 7.4% 0.0128 0.8% 63% False False 95
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.7600
2.618 1.7208
1.618 1.6968
1.000 1.6820
0.618 1.6728
HIGH 1.6580
0.618 1.6488
0.500 1.6460
0.382 1.6432
LOW 1.6340
0.618 1.6192
1.000 1.6100
1.618 1.5952
2.618 1.5712
4.250 1.5320
Fisher Pivots for day following 18-Aug-2009
Pivot 1 day 3 day
R1 1.6532 1.6521
PP 1.6496 1.6474
S1 1.6460 1.6428

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

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