CME British Pound Future March 2010


Trading Metrics calculated at close of trading on 24-Nov-2009
Day Change Summary
Previous Current
23-Nov-2009 24-Nov-2009 Change Change % Previous Week
Open 1.6506 1.6623 0.0117 0.7% 1.6735
High 1.6635 1.6623 -0.0012 -0.1% 1.6850
Low 1.6502 1.6487 -0.0015 -0.1% 1.6451
Close 1.6607 1.6578 -0.0029 -0.2% 1.6470
Range 0.0133 0.0136 0.0003 2.3% 0.0399
ATR 0.0155 0.0154 -0.0001 -0.9% 0.0000
Volume 745 506 -239 -32.1% 1,919
Daily Pivots for day following 24-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.6971 1.6910 1.6653
R3 1.6835 1.6774 1.6615
R2 1.6699 1.6699 1.6603
R1 1.6638 1.6638 1.6590 1.6601
PP 1.6563 1.6563 1.6563 1.6544
S1 1.6502 1.6502 1.6566 1.6465
S2 1.6427 1.6427 1.6553
S3 1.6291 1.6366 1.6541
S4 1.6155 1.6230 1.6503
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.7787 1.7528 1.6689
R3 1.7388 1.7129 1.6580
R2 1.6989 1.6989 1.6543
R1 1.6730 1.6730 1.6507 1.6660
PP 1.6590 1.6590 1.6590 1.6556
S1 1.6331 1.6331 1.6433 1.6261
S2 1.6191 1.6191 1.6397
S3 1.5792 1.5932 1.6360
S4 1.5393 1.5533 1.6251
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6816 1.6451 0.0365 2.2% 0.0138 0.8% 35% False False 515
10 1.6850 1.6451 0.0399 2.4% 0.0130 0.8% 32% False False 342
20 1.6850 1.6274 0.0576 3.5% 0.0139 0.8% 53% False False 219
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 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.7201
2.618 1.6979
1.618 1.6843
1.000 1.6759
0.618 1.6707
HIGH 1.6623
0.618 1.6571
0.500 1.6555
0.382 1.6539
LOW 1.6487
0.618 1.6403
1.000 1.6351
1.618 1.6267
2.618 1.6131
4.250 1.5909
Fisher Pivots for day following 24-Nov-2009
Pivot 1 day 3 day
R1 1.6570 1.6567
PP 1.6563 1.6556
S1 1.6555 1.6545

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

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