CME British Pound Future December 2009


Trading Metrics calculated at close of trading on 25-Aug-2009
Day Change Summary
Previous Current
24-Aug-2009 25-Aug-2009 Change Change % Previous Week
Open 1.6520 1.6398 -0.0122 -0.7% 1.6487
High 1.6536 1.6435 -0.0101 -0.6% 1.6621
Low 1.6389 1.6336 -0.0053 -0.3% 1.6275
Close 1.6395 1.6344 -0.0051 -0.3% 1.6479
Range 0.0147 0.0099 -0.0048 -32.7% 0.0346
ATR 0.0166 0.0161 -0.0005 -2.9% 0.0000
Volume 243 335 92 37.9% 1,835
Daily Pivots for day following 25-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.6669 1.6605 1.6398
R3 1.6570 1.6506 1.6371
R2 1.6471 1.6471 1.6362
R1 1.6407 1.6407 1.6353 1.6390
PP 1.6372 1.6372 1.6372 1.6363
S1 1.6308 1.6308 1.6335 1.6291
S2 1.6273 1.6273 1.6326
S3 1.6174 1.6209 1.6317
S4 1.6075 1.6110 1.6290
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 1.6336 0.0285 1.7% 0.0158 1.0% 3% False True 314
10 1.6685 1.6275 0.0410 2.5% 0.0159 1.0% 17% False False 329
20 1.7028 1.6275 0.0753 4.6% 0.0160 1.0% 9% False False 239
40 1.7028 1.6022 0.1006 6.2% 0.0136 0.8% 32% False False 155
60 1.7028 1.5800 0.1228 7.5% 0.0136 0.8% 44% False False 119
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0035
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.6856
2.618 1.6694
1.618 1.6595
1.000 1.6534
0.618 1.6496
HIGH 1.6435
0.618 1.6397
0.500 1.6386
0.382 1.6374
LOW 1.6336
0.618 1.6275
1.000 1.6237
1.618 1.6176
2.618 1.6077
4.250 1.5915
Fisher Pivots for day following 25-Aug-2009
Pivot 1 day 3 day
R1 1.6386 1.6479
PP 1.6372 1.6434
S1 1.6358 1.6389

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

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