CME British Pound Future March 2010


Trading Metrics calculated at close of trading on 16-Nov-2009
Day Change Summary
Previous Current
13-Nov-2009 16-Nov-2009 Change Change % Previous Week
Open 1.6600 1.6735 0.0135 0.8% 1.6659
High 1.6690 1.6850 0.0160 1.0% 1.6822
Low 1.6600 1.6733 0.0133 0.8% 1.6515
Close 1.6661 1.6824 0.0163 1.0% 1.6661
Range 0.0090 0.0117 0.0027 30.0% 0.0307
ATR 0.0160 0.0162 0.0002 1.3% 0.0000
Volume 93 111 18 19.4% 445
Daily Pivots for day following 16-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.7153 1.7106 1.6888
R3 1.7036 1.6989 1.6856
R2 1.6919 1.6919 1.6845
R1 1.6872 1.6872 1.6835 1.6896
PP 1.6802 1.6802 1.6802 1.6814
S1 1.6755 1.6755 1.6813 1.6779
S2 1.6685 1.6685 1.6803
S3 1.6568 1.6638 1.6792
S4 1.6451 1.6521 1.6760
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 1.6850 1.6515 0.0335 2.0% 0.0134 0.8% 92% True False 98
10 1.6850 1.6274 0.0576 3.4% 0.0141 0.8% 95% True False 98
20 1.6850 1.6274 0.0576 3.4% 0.0149 0.9% 95% True False 102
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 0.0021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.7347
2.618 1.7156
1.618 1.7039
1.000 1.6967
0.618 1.6922
HIGH 1.6850
0.618 1.6805
0.500 1.6792
0.382 1.6778
LOW 1.6733
0.618 1.6661
1.000 1.6616
1.618 1.6544
2.618 1.6427
4.250 1.6236
Fisher Pivots for day following 16-Nov-2009
Pivot 1 day 3 day
R1 1.6813 1.6777
PP 1.6802 1.6730
S1 1.6792 1.6683

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

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