CME British Pound Future December 2009


Trading Metrics calculated at close of trading on 12-Oct-2009
Day Change Summary
Previous Current
09-Oct-2009 12-Oct-2009 Change Change % Previous Week
Open 1.6061 1.5847 -0.0214 -1.3% 1.5920
High 1.6071 1.5879 -0.0192 -1.2% 1.6117
Low 1.5820 1.5724 -0.0096 -0.6% 1.5820
Close 1.5838 1.5788 -0.0050 -0.3% 1.5838
Range 0.0251 0.0155 -0.0096 -38.2% 0.0297
ATR 0.0175 0.0173 -0.0001 -0.8% 0.0000
Volume 130,598 124,936 -5,662 -4.3% 554,144
Daily Pivots for day following 12-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.6262 1.6180 1.5873
R3 1.6107 1.6025 1.5831
R2 1.5952 1.5952 1.5816
R1 1.5870 1.5870 1.5802 1.5834
PP 1.5797 1.5797 1.5797 1.5779
S1 1.5715 1.5715 1.5774 1.5679
S2 1.5642 1.5642 1.5760
S3 1.5487 1.5560 1.5745
S4 1.5332 1.5405 1.5703
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.6816 1.6624 1.6001
R3 1.6519 1.6327 1.5920
R2 1.6222 1.6222 1.5892
R1 1.6030 1.6030 1.5865 1.5978
PP 1.5925 1.5925 1.5925 1.5899
S1 1.5733 1.5733 1.5811 1.5681
S2 1.5628 1.5628 1.5784
S3 1.5331 1.5436 1.5756
S4 1.5034 1.5139 1.5675
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6117 1.5724 0.0393 2.5% 0.0176 1.1% 16% False True 110,564
10 1.6124 1.5724 0.0400 2.5% 0.0161 1.0% 16% False True 121,353
20 1.6661 1.5724 0.0937 5.9% 0.0178 1.1% 7% False True 120,825
40 1.6742 1.5724 0.1018 6.4% 0.0175 1.1% 6% False True 66,975
60 1.7028 1.5724 0.1304 8.3% 0.0161 1.0% 5% False True 44,700
80 1.7028 1.5724 0.1304 8.3% 0.0156 1.0% 5% False True 33,543
100 1.7028 1.5724 0.1304 8.3% 0.0143 0.9% 5% False True 26,839
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 0.0031
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6538
2.618 1.6285
1.618 1.6130
1.000 1.6034
0.618 1.5975
HIGH 1.5879
0.618 1.5820
0.500 1.5802
0.382 1.5783
LOW 1.5724
0.618 1.5628
1.000 1.5569
1.618 1.5473
2.618 1.5318
4.250 1.5065
Fisher Pivots for day following 12-Oct-2009
Pivot 1 day 3 day
R1 1.5802 1.5921
PP 1.5797 1.5876
S1 1.5793 1.5832

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

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