CME British Pound Future March 2010


Trading Metrics calculated at close of trading on 13-Nov-2009
Day Change Summary
Previous Current
12-Nov-2009 13-Nov-2009 Change Change % Previous Week
Open 1.6559 1.6600 0.0041 0.2% 1.6659
High 1.6595 1.6690 0.0095 0.6% 1.6822
Low 1.6515 1.6600 0.0085 0.5% 1.6515
Close 1.6558 1.6661 0.0103 0.6% 1.6661
Range 0.0080 0.0090 0.0010 12.5% 0.0307
ATR 0.0162 0.0160 -0.0002 -1.3% 0.0000
Volume 79 93 14 17.7% 445
Daily Pivots for day following 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.6920 1.6881 1.6711
R3 1.6830 1.6791 1.6686
R2 1.6740 1.6740 1.6678
R1 1.6701 1.6701 1.6669 1.6721
PP 1.6650 1.6650 1.6650 1.6660
S1 1.6611 1.6611 1.6653 1.6631
S2 1.6560 1.6560 1.6645
S3 1.6470 1.6521 1.6636
S4 1.6380 1.6431 1.6612
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.7587 1.7431 1.6830
R3 1.7280 1.7124 1.6745
R2 1.6973 1.6973 1.6717
R1 1.6817 1.6817 1.6689 1.6895
PP 1.6666 1.6666 1.6666 1.6705
S1 1.6510 1.6510 1.6633 1.6588
S2 1.6359 1.6359 1.6605
S3 1.6052 1.6203 1.6577
S4 1.5745 1.5896 1.6492
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 1.8% 0.0143 0.9% 48% False False 89
10 1.6822 1.6274 0.0548 3.3% 0.0141 0.8% 71% False False 96
20 1.6822 1.6274 0.0548 3.3% 0.0149 0.9% 71% False False 101
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.7073
2.618 1.6926
1.618 1.6836
1.000 1.6780
0.618 1.6746
HIGH 1.6690
0.618 1.6656
0.500 1.6645
0.382 1.6634
LOW 1.6600
0.618 1.6544
1.000 1.6510
1.618 1.6454
2.618 1.6364
4.250 1.6218
Fisher Pivots for day following 13-Nov-2009
Pivot 1 day 3 day
R1 1.6656 1.6655
PP 1.6650 1.6649
S1 1.6645 1.6643

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

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