CME British Pound Future March 2010

Trading Metrics calculated at close of trading on 30-Dec-2009

Day Change Summary
	Previous	Current
	29-Dec-2009	30-Dec-2009	Change	Change %	Previous Week
Open	1.5992	1.5897	-0.0095	-0.6%	1.6116
High	1.6062	1.6088	0.0026	0.2%	1.6156
Low	1.5859	1.5825	-0.0034	-0.2%	1.5912
Close	1.5897	1.6061	0.0164	1.0%	1.5938
Range	0.0203	0.0263	0.0060	29.6%	0.0244
ATR	0.0164	0.0171	0.0007	4.3%	0.0000
Volume	21,508	71,172	49,664	230.9%	296,705

Daily Pivots for day following 30-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.6780	1.6684	1.6206
R3	1.6517	1.6421	1.6133
R2	1.6254	1.6254	1.6109
R1	1.6158	1.6158	1.6085	1.6206
PP	1.5991	1.5991	1.5991	1.6016
S1	1.5895	1.5895	1.6037	1.5943
S2	1.5728	1.5728	1.6013
S3	1.5465	1.5632	1.5989
S4	1.5202	1.5369	1.5916

Weekly Pivots for week ending 25-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.6734	1.6580	1.6072
R3	1.6490	1.6336	1.6005
R2	1.6246	1.6246	1.5983
R1	1.6092	1.6092	1.5960	1.6047
PP	1.6002	1.6002	1.6002	1.5980
S1	1.5848	1.5848	1.5916	1.5803
S2	1.5758	1.5758	1.5893
S3	1.5514	1.5604	1.5871
S4	1.5270	1.5360	1.5804

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6088	1.5825	0.0263	1.6%	0.0144	0.9%	90%	True	True	48,615
10	1.6404	1.5825	0.0579	3.6%	0.0168	1.0%	41%	False	True	73,983
20	1.6710	1.5825	0.0885	5.5%	0.0171	1.1%	27%	False	True	54,939
40	1.6850	1.5825	0.1025	6.4%	0.0167	1.0%	23%	False	True	27,785

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0047
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	1.7206
2.618	1.6777
1.618	1.6514
1.000	1.6351
0.618	1.6251
HIGH	1.6088
0.618	1.5988
0.500	1.5957
0.382	1.5925
LOW	1.5825
0.618	1.5662
1.000	1.5562
1.618	1.5399
2.618	1.5136
4.250	1.4707

Fisher Pivots for day following 30-Dec-2009
Pivot	1 day	3 day
R1	1.6026	1.6026
PP	1.5991	1.5991
S1	1.5957	1.5957

Download as Excel Spreadsheet

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

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