CME British Pound Future March 2010


Trading Metrics calculated at close of trading on 23-Oct-2009
Day Change Summary
Previous Current
22-Oct-2009 23-Oct-2009 Change Change % Previous Week
Open 1.6604 1.6645 0.0041 0.2% 1.6320
High 1.6620 1.6674 0.0054 0.3% 1.6674
Low 1.6480 1.6310 -0.0170 -1.0% 1.6291
Close 1.6611 1.6300 -0.0311 -1.9% 1.6300
Range 0.0140 0.0364 0.0224 160.0% 0.0383
ATR
Volume 157 126 -31 -19.7% 641
Daily Pivots for day following 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.7520 1.7274 1.6500
R3 1.7156 1.6910 1.6400
R2 1.6792 1.6792 1.6367
R1 1.6546 1.6546 1.6333 1.6487
PP 1.6428 1.6428 1.6428 1.6399
S1 1.6182 1.6182 1.6267 1.6123
S2 1.6064 1.6064 1.6233
S3 1.5700 1.5818 1.6200
S4 1.5336 1.5454 1.6100
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.7571 1.7318 1.6511
R3 1.7188 1.6935 1.6405
R2 1.6805 1.6805 1.6370
R1 1.6552 1.6552 1.6335 1.6487
PP 1.6422 1.6422 1.6422 1.6389
S1 1.6169 1.6169 1.6265 1.6104
S2 1.6039 1.6039 1.6230
S3 1.5656 1.5786 1.6195
S4 1.5273 1.5403 1.6089
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6674 1.6291 0.0383 2.3% 0.0179 1.1% 2% True False 128
10 1.6674 1.5718 0.0956 5.9% 0.0157 1.0% 61% True False 83
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.8221
2.618 1.7627
1.618 1.7263
1.000 1.7038
0.618 1.6899
HIGH 1.6674
0.618 1.6535
0.500 1.6492
0.382 1.6449
LOW 1.6310
0.618 1.6085
1.000 1.5946
1.618 1.5721
2.618 1.5357
4.250 1.4763
Fisher Pivots for day following 23-Oct-2009
Pivot 1 day 3 day
R1 1.6492 1.6492
PP 1.6428 1.6428
S1 1.6364 1.6364

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

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