CME British Pound Future March 2010


Trading Metrics calculated at close of trading on 14-Dec-2009
Day Change Summary
Previous Current
11-Dec-2009 14-Dec-2009 Change Change % Previous Week
Open 1.6277 1.6214 -0.0063 -0.4% 1.6447
High 1.6329 1.6316 -0.0013 -0.1% 1.6503
Low 1.6187 1.6179 -0.0008 0.0% 1.6157
Close 1.6231 1.6294 0.0063 0.4% 1.6231
Range 0.0142 0.0137 -0.0005 -3.5% 0.0346
ATR 0.0183 0.0179 -0.0003 -1.8% 0.0000
Volume 78,459 93,227 14,768 18.8% 179,691
Daily Pivots for day following 14-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.6674 1.6621 1.6369
R3 1.6537 1.6484 1.6332
R2 1.6400 1.6400 1.6319
R1 1.6347 1.6347 1.6307 1.6374
PP 1.6263 1.6263 1.6263 1.6276
S1 1.6210 1.6210 1.6281 1.6237
S2 1.6126 1.6126 1.6269
S3 1.5989 1.6073 1.6256
S4 1.5852 1.5936 1.6219
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.7335 1.7129 1.6421
R3 1.6989 1.6783 1.6326
R2 1.6643 1.6643 1.6294
R1 1.6437 1.6437 1.6263 1.6367
PP 1.6297 1.6297 1.6297 1.6262
S1 1.6091 1.6091 1.6199 1.6021
S2 1.5951 1.5951 1.6168
S3 1.5605 1.5745 1.6136
S4 1.5259 1.5399 1.6041
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6465 1.6157 0.0308 1.9% 0.0168 1.0% 44% False False 53,613
10 1.6710 1.6157 0.0553 3.4% 0.0188 1.2% 25% False False 28,950
20 1.6850 1.6157 0.0693 4.3% 0.0179 1.1% 20% False False 14,977
40 1.6850 1.6157 0.0693 4.3% 0.0164 1.0% 20% False False 7,539
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0063
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6898
2.618 1.6675
1.618 1.6538
1.000 1.6453
0.618 1.6401
HIGH 1.6316
0.618 1.6264
0.500 1.6248
0.382 1.6231
LOW 1.6179
0.618 1.6094
1.000 1.6042
1.618 1.5957
2.618 1.5820
4.250 1.5597
Fisher Pivots for day following 14-Dec-2009
Pivot 1 day 3 day
R1 1.6279 1.6282
PP 1.6263 1.6270
S1 1.6248 1.6258

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

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