CME British Pound Future March 2010


Trading Metrics calculated at close of trading on 15-Dec-2009
Day Change Summary
Previous Current
14-Dec-2009 15-Dec-2009 Change Change % Previous Week
Open 1.6214 1.6297 0.0083 0.5% 1.6447
High 1.6316 1.6311 -0.0005 0.0% 1.6503
Low 1.6179 1.6196 0.0017 0.1% 1.6157
Close 1.6294 1.6247 -0.0047 -0.3% 1.6231
Range 0.0137 0.0115 -0.0022 -16.1% 0.0346
ATR 0.0179 0.0175 -0.0005 -2.6% 0.0000
Volume 93,227 71,182 -22,045 -23.6% 179,691
Daily Pivots for day following 15-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.6596 1.6537 1.6310
R3 1.6481 1.6422 1.6279
R2 1.6366 1.6366 1.6268
R1 1.6307 1.6307 1.6258 1.6279
PP 1.6251 1.6251 1.6251 1.6238
S1 1.6192 1.6192 1.6236 1.6164
S2 1.6136 1.6136 1.6226
S3 1.6021 1.6077 1.6215
S4 1.5906 1.5962 1.6184
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 1.6366 1.6157 0.0209 1.3% 0.0147 0.9% 43% False False 65,608
10 1.6710 1.6157 0.0553 3.4% 0.0174 1.1% 16% False False 35,895
20 1.6850 1.6157 0.0693 4.3% 0.0179 1.1% 13% False False 18,530
40 1.6850 1.6157 0.0693 4.3% 0.0164 1.0% 13% False False 9,316
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0060
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.6800
2.618 1.6612
1.618 1.6497
1.000 1.6426
0.618 1.6382
HIGH 1.6311
0.618 1.6267
0.500 1.6254
0.382 1.6240
LOW 1.6196
0.618 1.6125
1.000 1.6081
1.618 1.6010
2.618 1.5895
4.250 1.5707
Fisher Pivots for day following 15-Dec-2009
Pivot 1 day 3 day
R1 1.6254 1.6254
PP 1.6251 1.6252
S1 1.6249 1.6249

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

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