CME British Pound Future December 2009


Trading Metrics calculated at close of trading on 02-Nov-2009
Day Change Summary
Previous Current
30-Oct-2009 02-Nov-2009 Change Change % Previous Week
Open 1.6554 1.6392 -0.0162 -1.0% 1.6293
High 1.6575 1.6476 -0.0099 -0.6% 1.6602
Low 1.6406 1.6323 -0.0083 -0.5% 1.6245
Close 1.6442 1.6383 -0.0059 -0.4% 1.6442
Range 0.0169 0.0153 -0.0016 -9.5% 0.0357
ATR 0.0196 0.0193 -0.0003 -1.6% 0.0000
Volume 153,815 147,701 -6,114 -4.0% 779,156
Daily Pivots for day following 02-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.6853 1.6771 1.6467
R3 1.6700 1.6618 1.6425
R2 1.6547 1.6547 1.6411
R1 1.6465 1.6465 1.6397 1.6430
PP 1.6394 1.6394 1.6394 1.6376
S1 1.6312 1.6312 1.6369 1.6277
S2 1.6241 1.6241 1.6355
S3 1.6088 1.6159 1.6341
S4 1.5935 1.6006 1.6299
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.7501 1.7328 1.6638
R3 1.7144 1.6971 1.6540
R2 1.6787 1.6787 1.6507
R1 1.6614 1.6614 1.6475 1.6701
PP 1.6430 1.6430 1.6430 1.6473
S1 1.6257 1.6257 1.6409 1.6344
S2 1.6073 1.6073 1.6377
S3 1.5716 1.5900 1.6344
S4 1.5359 1.5543 1.6246
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6602 1.6281 0.0321 2.0% 0.0185 1.1% 32% False False 149,312
10 1.6689 1.6245 0.0444 2.7% 0.0207 1.3% 31% False False 144,429
20 1.6689 1.5702 0.0987 6.0% 0.0197 1.2% 69% False False 130,926
40 1.6742 1.5702 0.1040 6.3% 0.0187 1.1% 65% False False 117,961
60 1.6742 1.5702 0.1040 6.3% 0.0179 1.1% 65% False False 79,100
80 1.7028 1.5702 0.1326 8.1% 0.0165 1.0% 51% False False 59,350
100 1.7028 1.5702 0.1326 8.1% 0.0162 1.0% 51% False False 47,494
120 1.7028 1.5260 0.1768 10.8% 0.0146 0.9% 64% False False 39,581
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0053
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.7126
2.618 1.6877
1.618 1.6724
1.000 1.6629
0.618 1.6571
HIGH 1.6476
0.618 1.6418
0.500 1.6400
0.382 1.6381
LOW 1.6323
0.618 1.6228
1.000 1.6170
1.618 1.6075
2.618 1.5922
4.250 1.5673
Fisher Pivots for day following 02-Nov-2009
Pivot 1 day 3 day
R1 1.6400 1.6463
PP 1.6394 1.6436
S1 1.6389 1.6410

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

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