CME British Pound Future March 2010


Trading Metrics calculated at close of trading on 05-Nov-2009
Day Change Summary
Previous Current
04-Nov-2009 05-Nov-2009 Change Change % Previous Week
Open 1.6395 1.6511 0.0116 0.7% 1.6280
High 1.6570 1.6610 0.0040 0.2% 1.6588
Low 1.6395 1.6467 0.0072 0.4% 1.6280
Close 1.6582 1.6574 -0.0008 0.0% 1.6436
Range 0.0175 0.0143 -0.0032 -18.3% 0.0308
ATR 0.0166 0.0164 -0.0002 -1.0% 0.0000
Volume 88 45 -43 -48.9% 427
Daily Pivots for day following 05-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.6979 1.6920 1.6653
R3 1.6836 1.6777 1.6613
R2 1.6693 1.6693 1.6600
R1 1.6634 1.6634 1.6587 1.6664
PP 1.6550 1.6550 1.6550 1.6565
S1 1.6491 1.6491 1.6561 1.6521
S2 1.6407 1.6407 1.6548
S3 1.6264 1.6348 1.6535
S4 1.6121 1.6205 1.6495
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 1.6610 1.6274 0.0336 2.0% 0.0142 0.9% 89% True False 89
10 1.6674 1.6274 0.0400 2.4% 0.0164 1.0% 75% False False 86
20 1.6674 1.5718 0.0956 5.8% 0.0152 0.9% 90% False False 79
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0035
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.7218
2.618 1.6984
1.618 1.6841
1.000 1.6753
0.618 1.6698
HIGH 1.6610
0.618 1.6555
0.500 1.6539
0.382 1.6522
LOW 1.6467
0.618 1.6379
1.000 1.6324
1.618 1.6236
2.618 1.6093
4.250 1.5859
Fisher Pivots for day following 05-Nov-2009
Pivot 1 day 3 day
R1 1.6562 1.6530
PP 1.6550 1.6486
S1 1.6539 1.6442

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

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