CME British Pound Future March 2010


Trading Metrics calculated at close of trading on 10-Dec-2009
Day Change Summary
Previous Current
09-Dec-2009 10-Dec-2009 Change Change % Previous Week
Open 1.6261 1.6273 0.0012 0.1% 1.6504
High 1.6366 1.6337 -0.0029 -0.2% 1.6710
Low 1.6157 1.6206 0.0049 0.3% 1.6372
Close 1.6235 1.6254 0.0019 0.1% 1.6418
Range 0.0209 0.0131 -0.0078 -37.3% 0.0338
ATR 0.0190 0.0186 -0.0004 -2.2% 0.0000
Volume 27,076 58,096 31,020 114.6% 19,399
Daily Pivots for day following 10-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.6659 1.6587 1.6326
R3 1.6528 1.6456 1.6290
R2 1.6397 1.6397 1.6278
R1 1.6325 1.6325 1.6266 1.6296
PP 1.6266 1.6266 1.6266 1.6251
S1 1.6194 1.6194 1.6242 1.6165
S2 1.6135 1.6135 1.6230
S3 1.6004 1.6063 1.6218
S4 1.5873 1.5932 1.6182
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 1.6666 1.6157 0.0509 3.1% 0.0203 1.2% 19% False False 20,834
10 1.6710 1.6157 0.0553 3.4% 0.0225 1.4% 18% False False 12,159
20 1.6850 1.6157 0.0693 4.3% 0.0174 1.1% 14% False False 6,401
40 1.6850 1.6089 0.0761 4.7% 0.0164 1.0% 22% False False 3,249
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0063
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.6894
2.618 1.6680
1.618 1.6549
1.000 1.6468
0.618 1.6418
HIGH 1.6337
0.618 1.6287
0.500 1.6272
0.382 1.6256
LOW 1.6206
0.618 1.6125
1.000 1.6075
1.618 1.5994
2.618 1.5863
4.250 1.5649
Fisher Pivots for day following 10-Dec-2009
Pivot 1 day 3 day
R1 1.6272 1.6311
PP 1.6266 1.6292
S1 1.6260 1.6273

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

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