CME British Pound Future March 2010


Trading Metrics calculated at close of trading on 12-Nov-2009
Day Change Summary
Previous Current
11-Nov-2009 12-Nov-2009 Change Change % Previous Week
Open 1.6730 1.6559 -0.0171 -1.0% 1.6390
High 1.6770 1.6595 -0.0175 -1.0% 1.6610
Low 1.6543 1.6515 -0.0028 -0.2% 1.6274
Close 1.6544 1.6558 0.0014 0.1% 1.6588
Range 0.0227 0.0080 -0.0147 -64.8% 0.0336
ATR 0.0168 0.0162 -0.0006 -3.7% 0.0000
Volume 81 79 -2 -2.5% 523
Daily Pivots for day following 12-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.6796 1.6757 1.6602
R3 1.6716 1.6677 1.6580
R2 1.6636 1.6636 1.6573
R1 1.6597 1.6597 1.6565 1.6577
PP 1.6556 1.6556 1.6556 1.6546
S1 1.6517 1.6517 1.6551 1.6497
S2 1.6476 1.6476 1.6543
S3 1.6396 1.6437 1.6536
S4 1.6316 1.6357 1.6514
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 1.6515 0.0307 1.9% 0.0144 0.9% 14% False True 112
10 1.6822 1.6274 0.0548 3.3% 0.0143 0.9% 52% False False 101
20 1.6822 1.6270 0.0552 3.3% 0.0150 0.9% 52% False False 98
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0030
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 1.6935
2.618 1.6804
1.618 1.6724
1.000 1.6675
0.618 1.6644
HIGH 1.6595
0.618 1.6564
0.500 1.6555
0.382 1.6546
LOW 1.6515
0.618 1.6466
1.000 1.6435
1.618 1.6386
2.618 1.6306
4.250 1.6175
Fisher Pivots for day following 12-Nov-2009
Pivot 1 day 3 day
R1 1.6557 1.6643
PP 1.6556 1.6614
S1 1.6555 1.6586

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

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