CME British Pound Future March 2010


Trading Metrics calculated at close of trading on 29-Oct-2009
Day Change Summary
Previous Current
28-Oct-2009 29-Oct-2009 Change Change % Previous Week
Open 1.6343 1.6406 0.0063 0.4% 1.6320
High 1.6450 1.6588 0.0138 0.8% 1.6674
Low 1.6302 1.6388 0.0086 0.5% 1.6291
Close 1.6400 1.6538 0.0138 0.8% 1.6300
Range 0.0148 0.0200 0.0052 35.1% 0.0383
ATR 0.0171 0.0173 0.0002 1.2% 0.0000
Volume 53 66 13 24.5% 641
Daily Pivots for day following 29-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.7105 1.7021 1.6648
R3 1.6905 1.6821 1.6593
R2 1.6705 1.6705 1.6575
R1 1.6621 1.6621 1.6556 1.6663
PP 1.6505 1.6505 1.6505 1.6526
S1 1.6421 1.6421 1.6520 1.6463
S2 1.6305 1.6305 1.6501
S3 1.6105 1.6221 1.6483
S4 1.5905 1.6021 1.6428
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 1.6280 0.0394 2.4% 0.0186 1.1% 65% False False 83
10 1.6674 1.6270 0.0404 2.4% 0.0157 0.9% 66% False False 95
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0021
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.7438
2.618 1.7112
1.618 1.6912
1.000 1.6788
0.618 1.6712
HIGH 1.6588
0.618 1.6512
0.500 1.6488
0.382 1.6464
LOW 1.6388
0.618 1.6264
1.000 1.6188
1.618 1.6064
2.618 1.5864
4.250 1.5538
Fisher Pivots for day following 29-Oct-2009
Pivot 1 day 3 day
R1 1.6521 1.6507
PP 1.6505 1.6476
S1 1.6488 1.6445

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

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