CME British Pound Future December 2009


Trading Metrics calculated at close of trading on 24-Aug-2009
Day Change Summary
Previous Current
21-Aug-2009 24-Aug-2009 Change Change % Previous Week
Open 1.6491 1.6520 0.0029 0.2% 1.6487
High 1.6621 1.6536 -0.0085 -0.5% 1.6621
Low 1.6430 1.6389 -0.0041 -0.2% 1.6275
Close 1.6479 1.6395 -0.0084 -0.5% 1.6479
Range 0.0191 0.0147 -0.0044 -23.0% 0.0346
ATR 0.0167 0.0166 -0.0001 -0.9% 0.0000
Volume 95 243 148 155.8% 1,835
Daily Pivots for day following 24-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.6881 1.6785 1.6476
R3 1.6734 1.6638 1.6435
R2 1.6587 1.6587 1.6422
R1 1.6491 1.6491 1.6408 1.6466
PP 1.6440 1.6440 1.6440 1.6427
S1 1.6344 1.6344 1.6382 1.6319
S2 1.6293 1.6293 1.6368
S3 1.6146 1.6197 1.6355
S4 1.5999 1.6050 1.6314
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.7496 1.7334 1.6669
R3 1.7150 1.6988 1.6574
R2 1.6804 1.6804 1.6542
R1 1.6642 1.6642 1.6511 1.6550
PP 1.6458 1.6458 1.6458 1.6413
S1 1.6296 1.6296 1.6447 1.6204
S2 1.6112 1.6112 1.6416
S3 1.5766 1.5950 1.6384
S4 1.5420 1.5604 1.6289
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6621 1.6340 0.0281 1.7% 0.0186 1.1% 20% False False 268
10 1.6685 1.6275 0.0410 2.5% 0.0155 0.9% 29% False False 307
20 1.7028 1.6275 0.0753 4.6% 0.0161 1.0% 16% False False 223
40 1.7028 1.6022 0.1006 6.1% 0.0141 0.9% 37% False False 146
60 1.7028 1.5800 0.1228 7.5% 0.0134 0.8% 48% False False 114
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 0.0033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.7161
2.618 1.6921
1.618 1.6774
1.000 1.6683
0.618 1.6627
HIGH 1.6536
0.618 1.6480
0.500 1.6463
0.382 1.6445
LOW 1.6389
0.618 1.6298
1.000 1.6242
1.618 1.6151
2.618 1.6004
4.250 1.5764
Fisher Pivots for day following 24-Aug-2009
Pivot 1 day 3 day
R1 1.6463 1.6505
PP 1.6440 1.6468
S1 1.6418 1.6432

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

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