CME British Pound Future March 2010


Trading Metrics calculated at close of trading on 02-Dec-2009
Day Change Summary
Previous Current
01-Dec-2009 02-Dec-2009 Change Change % Previous Week
Open 1.6432 1.6600 0.0168 1.0% 1.6506
High 1.6637 1.6685 0.0048 0.3% 1.6731
Low 1.6386 1.6541 0.0155 0.9% 1.6263
Close 1.6629 1.6630 0.0001 0.0% 1.6482
Range 0.0251 0.0144 -0.0107 -42.6% 0.0468
ATR 0.0182 0.0179 -0.0003 -1.5% 0.0000
Volume 1,731 5,946 4,215 243.5% 5,304
Daily Pivots for day following 02-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.7051 1.6984 1.6709
R3 1.6907 1.6840 1.6670
R2 1.6763 1.6763 1.6656
R1 1.6696 1.6696 1.6643 1.6730
PP 1.6619 1.6619 1.6619 1.6635
S1 1.6552 1.6552 1.6617 1.6586
S2 1.6475 1.6475 1.6604
S3 1.6331 1.6408 1.6590
S4 1.6187 1.6264 1.6551
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.7896 1.7657 1.6739
R3 1.7428 1.7189 1.6611
R2 1.6960 1.6960 1.6568
R1 1.6721 1.6721 1.6525 1.6607
PP 1.6492 1.6492 1.6492 1.6435
S1 1.6253 1.6253 1.6439 1.6139
S2 1.6024 1.6024 1.6396
S3 1.5556 1.5785 1.6353
S4 1.5088 1.5317 1.6225
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6731 1.6263 0.0468 2.8% 0.0239 1.4% 78% False False 2,907
10 1.6816 1.6263 0.0553 3.3% 0.0188 1.1% 66% False False 1,711
20 1.6850 1.6263 0.0587 3.5% 0.0161 1.0% 63% False False 924
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0026
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.7297
2.618 1.7062
1.618 1.6918
1.000 1.6829
0.618 1.6774
HIGH 1.6685
0.618 1.6630
0.500 1.6613
0.382 1.6596
LOW 1.6541
0.618 1.6452
1.000 1.6397
1.618 1.6308
2.618 1.6164
4.250 1.5929
Fisher Pivots for day following 02-Dec-2009
Pivot 1 day 3 day
R1 1.6624 1.6596
PP 1.6619 1.6562
S1 1.6613 1.6529

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

View Archives - Comment on this page... - Back to Index of Symbols