CME British Pound Future March 2010


Trading Metrics calculated at close of trading on 18-Dec-2009
Day Change Summary
Previous Current
17-Dec-2009 18-Dec-2009 Change Change % Previous Week
Open 1.6315 1.6154 -0.0161 -1.0% 1.6214
High 1.6333 1.6242 -0.0091 -0.6% 1.6404
Low 1.6071 1.6043 -0.0028 -0.2% 1.6043
Close 1.6146 1.6111 -0.0035 -0.2% 1.6111
Range 0.0262 0.0199 -0.0063 -24.0% 0.0361
ATR 0.0181 0.0183 0.0001 0.7% 0.0000
Volume 110,031 128,429 18,398 16.7% 491,326
Daily Pivots for day following 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.6729 1.6619 1.6220
R3 1.6530 1.6420 1.6166
R2 1.6331 1.6331 1.6147
R1 1.6221 1.6221 1.6129 1.6177
PP 1.6132 1.6132 1.6132 1.6110
S1 1.6022 1.6022 1.6093 1.5978
S2 1.5933 1.5933 1.6075
S3 1.5734 1.5823 1.6056
S4 1.5535 1.5624 1.6002
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.7269 1.7051 1.6310
R3 1.6908 1.6690 1.6210
R2 1.6547 1.6547 1.6177
R1 1.6329 1.6329 1.6144 1.6258
PP 1.6186 1.6186 1.6186 1.6150
S1 1.5968 1.5968 1.6078 1.5897
S2 1.5825 1.5825 1.6045
S3 1.5464 1.5607 1.6012
S4 1.5103 1.5246 1.5912
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6404 1.6043 0.0361 2.2% 0.0179 1.1% 19% False True 98,265
10 1.6503 1.6043 0.0460 2.9% 0.0179 1.1% 15% False True 67,101
20 1.6731 1.6043 0.0688 4.3% 0.0195 1.2% 10% False True 34,809
40 1.6850 1.6043 0.0807 5.0% 0.0170 1.1% 8% False True 17,479
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0050
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.7088
2.618 1.6763
1.618 1.6564
1.000 1.6441
0.618 1.6365
HIGH 1.6242
0.618 1.6166
0.500 1.6143
0.382 1.6119
LOW 1.6043
0.618 1.5920
1.000 1.5844
1.618 1.5721
2.618 1.5522
4.250 1.5197
Fisher Pivots for day following 18-Dec-2009
Pivot 1 day 3 day
R1 1.6143 1.6224
PP 1.6132 1.6186
S1 1.6122 1.6149

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

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