CME British Pound Future December 2009


Trading Metrics calculated at close of trading on 22-Sep-2009
Day Change Summary
Previous Current
21-Sep-2009 22-Sep-2009 Change Change % Previous Week
Open 1.6214 1.6203 -0.0011 -0.1% 1.6680
High 1.6271 1.6395 0.0124 0.8% 1.6686
Low 1.6133 1.6203 0.0070 0.4% 1.6229
Close 1.6192 1.6350 0.0158 1.0% 1.6271
Range 0.0138 0.0192 0.0054 39.1% 0.0457
ATR 0.0168 0.0170 0.0003 1.5% 0.0000
Volume 131,556 92,024 -39,532 -30.0% 528,084
Daily Pivots for day following 22-Sep-2009
Classic Woodie Camarilla DeMark
R4 1.6892 1.6813 1.6456
R3 1.6700 1.6621 1.6403
R2 1.6508 1.6508 1.6385
R1 1.6429 1.6429 1.6368 1.6469
PP 1.6316 1.6316 1.6316 1.6336
S1 1.6237 1.6237 1.6332 1.6277
S2 1.6124 1.6124 1.6315
S3 1.5932 1.6045 1.6297
S4 1.5740 1.5853 1.6244
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 1.7766 1.7476 1.6522
R3 1.7309 1.7019 1.6397
R2 1.6852 1.6852 1.6355
R1 1.6562 1.6562 1.6313 1.6479
PP 1.6395 1.6395 1.6395 1.6354
S1 1.6105 1.6105 1.6229 1.6022
S2 1.5938 1.5938 1.6187
S3 1.5481 1.5648 1.6145
S4 1.5024 1.5191 1.6020
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6568 1.6133 0.0435 2.7% 0.0160 1.0% 50% False False 113,558
10 1.6742 1.6133 0.0609 3.7% 0.0167 1.0% 36% False False 88,894
20 1.6742 1.6112 0.0630 3.9% 0.0169 1.0% 38% False False 45,914
40 1.7028 1.6112 0.0916 5.6% 0.0165 1.0% 26% False False 23,069
60 1.7028 1.6022 0.1006 6.2% 0.0150 0.9% 33% False False 15,402
80 1.7028 1.5800 0.1228 7.5% 0.0143 0.9% 45% False False 11,564
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0037
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.7211
2.618 1.6898
1.618 1.6706
1.000 1.6587
0.618 1.6514
HIGH 1.6395
0.618 1.6322
0.500 1.6299
0.382 1.6276
LOW 1.6203
0.618 1.6084
1.000 1.6011
1.618 1.5892
2.618 1.5700
4.250 1.5387
Fisher Pivots for day following 22-Sep-2009
Pivot 1 day 3 day
R1 1.6333 1.6331
PP 1.6316 1.6312
S1 1.6299 1.6293

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

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