CME British Pound Future March 2010


Trading Metrics calculated at close of trading on 22-Dec-2009
Day Change Summary
Previous Current
21-Dec-2009 22-Dec-2009 Change Change % Previous Week
Open 1.6116 1.6032 -0.0084 -0.5% 1.6214
High 1.6156 1.6093 -0.0063 -0.4% 1.6404
Low 1.6020 1.5912 -0.0108 -0.7% 1.6043
Close 1.6045 1.5960 -0.0085 -0.5% 1.6111
Range 0.0136 0.0181 0.0045 33.1% 0.0361
ATR 0.0179 0.0180 0.0000 0.1% 0.0000
Volume 108,876 60,964 -47,912 -44.0% 491,326
Daily Pivots for day following 22-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.6531 1.6427 1.6060
R3 1.6350 1.6246 1.6010
R2 1.6169 1.6169 1.5993
R1 1.6065 1.6065 1.5977 1.6027
PP 1.5988 1.5988 1.5988 1.5969
S1 1.5884 1.5884 1.5943 1.5846
S2 1.5807 1.5807 1.5927
S3 1.5626 1.5703 1.5910
S4 1.5445 1.5522 1.5860
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 1.5912 0.0492 3.1% 0.0192 1.2% 10% False True 99,351
10 1.6404 1.5912 0.0492 3.1% 0.0169 1.1% 10% False True 82,479
20 1.6731 1.5912 0.0819 5.1% 0.0194 1.2% 6% False True 43,240
40 1.6850 1.5912 0.0938 5.9% 0.0166 1.0% 5% False True 21,718
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0052
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6862
2.618 1.6567
1.618 1.6386
1.000 1.6274
0.618 1.6205
HIGH 1.6093
0.618 1.6024
0.500 1.6003
0.382 1.5981
LOW 1.5912
0.618 1.5800
1.000 1.5731
1.618 1.5619
2.618 1.5438
4.250 1.5143
Fisher Pivots for day following 22-Dec-2009
Pivot 1 day 3 day
R1 1.6003 1.6077
PP 1.5988 1.6038
S1 1.5974 1.5999

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

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