CME British Pound Future March 2010


Trading Metrics calculated at close of trading on 25-Nov-2009
Day Change Summary
Previous Current
24-Nov-2009 25-Nov-2009 Change Change % Previous Week
Open 1.6623 1.6581 -0.0042 -0.3% 1.6735
High 1.6623 1.6731 0.0108 0.6% 1.6850
Low 1.6487 1.6581 0.0094 0.6% 1.6451
Close 1.6578 1.6702 0.0124 0.7% 1.6470
Range 0.0136 0.0150 0.0014 10.3% 0.0399
ATR 0.0154 0.0154 0.0000 0.0% 0.0000
Volume 506 3,093 2,587 511.3% 1,919
Daily Pivots for day following 25-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.7121 1.7062 1.6785
R3 1.6971 1.6912 1.6743
R2 1.6821 1.6821 1.6730
R1 1.6762 1.6762 1.6716 1.6792
PP 1.6671 1.6671 1.6671 1.6686
S1 1.6612 1.6612 1.6688 1.6642
S2 1.6521 1.6521 1.6675
S3 1.6371 1.6462 1.6661
S4 1.6221 1.6312 1.6620
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 1.6731 1.6451 0.0280 1.7% 0.0145 0.9% 90% True False 1,063
10 1.6850 1.6451 0.0399 2.4% 0.0122 0.7% 63% False False 643
20 1.6850 1.6274 0.0576 3.4% 0.0139 0.8% 74% False False 371
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 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.7369
2.618 1.7124
1.618 1.6974
1.000 1.6881
0.618 1.6824
HIGH 1.6731
0.618 1.6674
0.500 1.6656
0.382 1.6638
LOW 1.6581
0.618 1.6488
1.000 1.6431
1.618 1.6338
2.618 1.6188
4.250 1.5944
Fisher Pivots for day following 25-Nov-2009
Pivot 1 day 3 day
R1 1.6687 1.6671
PP 1.6671 1.6640
S1 1.6656 1.6609

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

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