CME British Pound Future March 2010


Trading Metrics calculated at close of trading on 30-Oct-2009
Day Change Summary
Previous Current
29-Oct-2009 30-Oct-2009 Change Change % Previous Week
Open 1.6406 1.6496 0.0090 0.5% 1.6280
High 1.6588 1.6538 -0.0050 -0.3% 1.6588
Low 1.6388 1.6427 0.0039 0.2% 1.6280
Close 1.6538 1.6436 -0.0102 -0.6% 1.6436
Range 0.0200 0.0111 -0.0089 -44.5% 0.0308
ATR 0.0173 0.0168 -0.0004 -2.6% 0.0000
Volume 66 135 69 104.5% 427
Daily Pivots for day following 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.6800 1.6729 1.6497
R3 1.6689 1.6618 1.6467
R2 1.6578 1.6578 1.6456
R1 1.6507 1.6507 1.6446 1.6487
PP 1.6467 1.6467 1.6467 1.6457
S1 1.6396 1.6396 1.6426 1.6376
S2 1.6356 1.6356 1.6416
S3 1.6245 1.6285 1.6405
S4 1.6134 1.6174 1.6375
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.7359 1.7205 1.6605
R3 1.7051 1.6897 1.6521
R2 1.6743 1.6743 1.6492
R1 1.6589 1.6589 1.6464 1.6666
PP 1.6435 1.6435 1.6435 1.6473
S1 1.6281 1.6281 1.6408 1.6358
S2 1.6127 1.6127 1.6380
S3 1.5819 1.5973 1.6351
S4 1.5511 1.5665 1.6267
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6588 1.6280 0.0308 1.9% 0.0136 0.8% 51% False False 85
10 1.6674 1.6280 0.0394 2.4% 0.0157 1.0% 40% False False 106
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.7010
2.618 1.6829
1.618 1.6718
1.000 1.6649
0.618 1.6607
HIGH 1.6538
0.618 1.6496
0.500 1.6483
0.382 1.6469
LOW 1.6427
0.618 1.6358
1.000 1.6316
1.618 1.6247
2.618 1.6136
4.250 1.5955
Fisher Pivots for day following 30-Oct-2009
Pivot 1 day 3 day
R1 1.6483 1.6445
PP 1.6467 1.6442
S1 1.6452 1.6439

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

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