CME British Pound Future March 2010


Trading Metrics calculated at close of trading on 11-Nov-2009
Day Change Summary
Previous Current
10-Nov-2009 11-Nov-2009 Change Change % Previous Week
Open 1.6750 1.6730 -0.0020 -0.1% 1.6390
High 1.6750 1.6770 0.0020 0.1% 1.6610
Low 1.6593 1.6543 -0.0050 -0.3% 1.6274
Close 1.6725 1.6544 -0.0181 -1.1% 1.6588
Range 0.0157 0.0227 0.0070 44.6% 0.0336
ATR 0.0164 0.0168 0.0005 2.8% 0.0000
Volume 129 81 -48 -37.2% 523
Daily Pivots for day following 11-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.7300 1.7149 1.6669
R3 1.7073 1.6922 1.6606
R2 1.6846 1.6846 1.6586
R1 1.6695 1.6695 1.6565 1.6657
PP 1.6619 1.6619 1.6619 1.6600
S1 1.6468 1.6468 1.6523 1.6430
S2 1.6392 1.6392 1.6502
S3 1.6165 1.6241 1.6482
S4 1.5938 1.6014 1.6419
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.7499 1.7379 1.6773
R3 1.7163 1.7043 1.6680
R2 1.6827 1.6827 1.6650
R1 1.6707 1.6707 1.6619 1.6767
PP 1.6491 1.6491 1.6491 1.6521
S1 1.6371 1.6371 1.6557 1.6431
S2 1.6155 1.6155 1.6526
S3 1.5819 1.6035 1.6496
S4 1.5483 1.5699 1.6403
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6822 1.6467 0.0355 2.1% 0.0156 0.9% 22% False False 105
10 1.6822 1.6274 0.0548 3.3% 0.0155 0.9% 49% False False 99
20 1.6822 1.6089 0.0733 4.4% 0.0154 0.9% 62% False False 97
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 0.0028
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.7735
2.618 1.7364
1.618 1.7137
1.000 1.6997
0.618 1.6910
HIGH 1.6770
0.618 1.6683
0.500 1.6657
0.382 1.6630
LOW 1.6543
0.618 1.6403
1.000 1.6316
1.618 1.6176
2.618 1.5949
4.250 1.5578
Fisher Pivots for day following 11-Nov-2009
Pivot 1 day 3 day
R1 1.6657 1.6683
PP 1.6619 1.6636
S1 1.6582 1.6590

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

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