CME British Pound Future March 2010


Trading Metrics calculated at close of trading on 07-Dec-2009
Day Change Summary
Previous Current
04-Dec-2009 07-Dec-2009 Change Change % Previous Week
Open 1.6526 1.6447 -0.0079 -0.5% 1.6504
High 1.6666 1.6503 -0.0163 -1.0% 1.6710
Low 1.6410 1.6305 -0.0105 -0.6% 1.6372
Close 1.6418 1.6429 0.0011 0.1% 1.6418
Range 0.0256 0.0198 -0.0058 -22.7% 0.0338
ATR 0.0185 0.0186 0.0001 0.5% 0.0000
Volume 2,942 4,850 1,908 64.9% 19,399
Daily Pivots for day following 07-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.7006 1.6916 1.6538
R3 1.6808 1.6718 1.6483
R2 1.6610 1.6610 1.6465
R1 1.6520 1.6520 1.6447 1.6466
PP 1.6412 1.6412 1.6412 1.6386
S1 1.6322 1.6322 1.6411 1.6268
S2 1.6214 1.6214 1.6393
S3 1.6016 1.6124 1.6375
S4 1.5818 1.5926 1.6320
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.7514 1.7304 1.6604
R3 1.7176 1.6966 1.6511
R2 1.6838 1.6838 1.6480
R1 1.6628 1.6628 1.6449 1.6564
PP 1.6500 1.6500 1.6500 1.6468
S1 1.6290 1.6290 1.6387 1.6226
S2 1.6162 1.6162 1.6356
S3 1.5824 1.5952 1.6325
S4 1.5486 1.5614 1.6232
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6710 1.6305 0.0405 2.5% 0.0207 1.3% 31% False True 4,288
10 1.6731 1.6263 0.0468 2.8% 0.0211 1.3% 35% False False 2,955
20 1.6850 1.6263 0.0587 3.6% 0.0173 1.1% 28% False False 1,595
40 1.6850 1.5718 0.1132 6.9% 0.0160 1.0% 63% False False 842
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 0.0045
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.7345
2.618 1.7021
1.618 1.6823
1.000 1.6701
0.618 1.6625
HIGH 1.6503
0.618 1.6427
0.500 1.6404
0.382 1.6381
LOW 1.6305
0.618 1.6183
1.000 1.6107
1.618 1.5985
2.618 1.5787
4.250 1.5464
Fisher Pivots for day following 07-Dec-2009
Pivot 1 day 3 day
R1 1.6421 1.6508
PP 1.6412 1.6481
S1 1.6404 1.6455

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

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