CME British Pound Future March 2010


Trading Metrics calculated at close of trading on 04-Jan-2010
Day Change Summary
Previous Current
31-Dec-2009 04-Jan-2010 Change Change % Previous Week
Open 1.6073 1.6118 0.0045 0.3% 1.5939
High 1.6229 1.6235 0.0006 0.0% 1.6229
Low 1.6041 1.6052 0.0011 0.1% 1.5825
Close 1.6146 1.6085 -0.0061 -0.4% 1.6146
Range 0.0188 0.0183 -0.0005 -2.7% 0.0404
ATR 0.0172 0.0173 0.0001 0.5% 0.0000
Volume 76,598 54,286 -22,312 -29.1% 192,808
Daily Pivots for day following 04-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.6673 1.6562 1.6186
R3 1.6490 1.6379 1.6135
R2 1.6307 1.6307 1.6119
R1 1.6196 1.6196 1.6102 1.6160
PP 1.6124 1.6124 1.6124 1.6106
S1 1.6013 1.6013 1.6068 1.5977
S2 1.5941 1.5941 1.6051
S3 1.5758 1.5830 1.6035
S4 1.5575 1.5647 1.5984
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.7279 1.7116 1.6368
R3 1.6875 1.6712 1.6257
R2 1.6471 1.6471 1.6220
R1 1.6308 1.6308 1.6183 1.6390
PP 1.6067 1.6067 1.6067 1.6107
S1 1.5904 1.5904 1.6109 1.5986
S2 1.5663 1.5663 1.6072
S3 1.5259 1.5500 1.6035
S4 1.4855 1.5096 1.5924
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6235 1.5825 0.0410 2.5% 0.0184 1.1% 63% True False 49,418
10 1.6242 1.5825 0.0417 2.6% 0.0161 1.0% 62% False False 67,222
20 1.6666 1.5825 0.0841 5.2% 0.0173 1.1% 31% False False 60,887
40 1.6850 1.5825 0.1025 6.4% 0.0167 1.0% 25% False False 31,053
Crabel Price Patterns
NR True
NR4 True
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 0.0051
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.7013
2.618 1.6714
1.618 1.6531
1.000 1.6418
0.618 1.6348
HIGH 1.6235
0.618 1.6165
0.500 1.6144
0.382 1.6122
LOW 1.6052
0.618 1.5939
1.000 1.5869
1.618 1.5756
2.618 1.5573
4.250 1.5274
Fisher Pivots for day following 04-Jan-2010
Pivot 1 day 3 day
R1 1.6144 1.6067
PP 1.6124 1.6048
S1 1.6105 1.6030

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

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