CME British Pound Future December 2009

Trading Metrics calculated at close of trading on 03-Dec-2009

Day Change Summary
	Previous	Current
	02-Dec-2009	03-Dec-2009	Change	Change %	Previous Week
Open	1.6612	1.6635	0.0023	0.1%	1.6475
High	1.6697	1.6722	0.0025	0.1%	1.6745
Low	1.6549	1.6530	-0.0019	-0.1%	1.6270
Close	1.6640	1.6564	-0.0076	-0.5%	1.6491
Range	0.0148	0.0192	0.0044	29.7%	0.0475
ATR	0.0197	0.0197	0.0000	-0.2%	0.0000
Volume	118,906	98,572	-20,334	-17.1%	407,947

Daily Pivots for day following 03-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.7181	1.7065	1.6670
R3	1.6989	1.6873	1.6617
R2	1.6797	1.6797	1.6599
R1	1.6681	1.6681	1.6582	1.6643
PP	1.6605	1.6605	1.6605	1.6587
S1	1.6489	1.6489	1.6546	1.6451
S2	1.6413	1.6413	1.6529
S3	1.6221	1.6297	1.6511
S4	1.6029	1.6105	1.6458

Weekly Pivots for week ending 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.7927	1.7684	1.6752
R3	1.7452	1.7209	1.6622
R2	1.6977	1.6977	1.6578
R1	1.6734	1.6734	1.6535	1.6856
PP	1.6502	1.6502	1.6502	1.6563
S1	1.6259	1.6259	1.6447	1.6381
S2	1.6027	1.6027	1.6404
S3	1.5552	1.5784	1.6360
S4	1.5077	1.5309	1.6230

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6727	1.6270	0.0457	2.8%	0.0254	1.5%	64%	False	False	125,165
10	1.6746	1.6270	0.0476	2.9%	0.0210	1.3%	62%	False	False	111,245
20	1.6876	1.6270	0.0606	3.7%	0.0189	1.1%	49%	False	False	116,499
40	1.6876	1.5702	0.1174	7.1%	0.0196	1.2%	73%	False	False	125,334
60	1.6876	1.5702	0.1174	7.1%	0.0188	1.1%	73%	False	False	121,417
80	1.6876	1.5702	0.1174	7.1%	0.0182	1.1%	73%	False	False	91,743
100	1.7028	1.5702	0.1326	8.0%	0.0171	1.0%	65%	False	False	73,416
120	1.7028	1.5702	0.1326	8.0%	0.0168	1.0%	65%	False	False	61,193

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0038
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.7538
2.618	1.7225
1.618	1.7033
1.000	1.6914
0.618	1.6841
HIGH	1.6722
0.618	1.6649
0.500	1.6626
0.382	1.6603
LOW	1.6530
0.618	1.6411
1.000	1.6338
1.618	1.6219
2.618	1.6027
4.250	1.5714

Fisher Pivots for day following 03-Dec-2009
Pivot	1 day	3 day
R1	1.6626	1.6561
PP	1.6605	1.6559
S1	1.6585	1.6556

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols