CME British Pound Future March 2010


Trading Metrics calculated at close of trading on 03-Dec-2009
Day Change Summary
Previous Current
02-Dec-2009 03-Dec-2009 Change Change % Previous Week
Open 1.6600 1.6637 0.0037 0.2% 1.6506
High 1.6685 1.6710 0.0025 0.1% 1.6731
Low 1.6541 1.6523 -0.0018 -0.1% 1.6263
Close 1.6630 1.6554 -0.0076 -0.5% 1.6482
Range 0.0144 0.0187 0.0043 29.9% 0.0468
ATR 0.0179 0.0180 0.0001 0.3% 0.0000
Volume 5,946 5,971 25 0.4% 5,304
Daily Pivots for day following 03-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.7157 1.7042 1.6657
R3 1.6970 1.6855 1.6605
R2 1.6783 1.6783 1.6588
R1 1.6668 1.6668 1.6571 1.6632
PP 1.6596 1.6596 1.6596 1.6578
S1 1.6481 1.6481 1.6537 1.6445
S2 1.6409 1.6409 1.6520
S3 1.6222 1.6294 1.6503
S4 1.6035 1.6107 1.6451
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 1.6710 1.6263 0.0447 2.7% 0.0247 1.5% 65% True False 3,483
10 1.6731 1.6263 0.0468 2.8% 0.0196 1.2% 62% False False 2,273
20 1.6850 1.6263 0.0587 3.5% 0.0162 1.0% 50% False False 1,219
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.7505
2.618 1.7200
1.618 1.7013
1.000 1.6897
0.618 1.6826
HIGH 1.6710
0.618 1.6639
0.500 1.6617
0.382 1.6594
LOW 1.6523
0.618 1.6407
1.000 1.6336
1.618 1.6220
2.618 1.6033
4.250 1.5728
Fisher Pivots for day following 03-Dec-2009
Pivot 1 day 3 day
R1 1.6617 1.6552
PP 1.6596 1.6550
S1 1.6575 1.6548

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

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