CME British Pound Future March 2010


Trading Metrics calculated at close of trading on 24-Dec-2009
Day Change Summary
Previous Current
23-Dec-2009 24-Dec-2009 Change Change % Previous Week
Open 1.5956 1.5951 -0.0005 0.0% 1.6214
High 1.5989 1.6016 0.0027 0.2% 1.6404
Low 1.5917 1.5919 0.0002 0.0% 1.6043
Close 1.5944 1.5938 -0.0006 0.0% 1.6111
Range 0.0072 0.0097 0.0025 34.7% 0.0361
ATR 0.0172 0.0166 -0.0005 -3.1% 0.0000
Volume 72,694 54,171 -18,523 -25.5% 491,326
Daily Pivots for day following 24-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.6249 1.6190 1.5991
R3 1.6152 1.6093 1.5965
R2 1.6055 1.6055 1.5956
R1 1.5996 1.5996 1.5947 1.5977
PP 1.5958 1.5958 1.5958 1.5948
S1 1.5899 1.5899 1.5929 1.5880
S2 1.5861 1.5861 1.5920
S3 1.5764 1.5802 1.5911
S4 1.5667 1.5705 1.5885
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 1.6242 1.5912 0.0330 2.1% 0.0137 0.9% 8% False False 85,026
10 1.6404 1.5912 0.0492 3.1% 0.0152 1.0% 5% False False 86,649
20 1.6710 1.5912 0.0798 5.0% 0.0188 1.2% 3% False False 49,404
40 1.6850 1.5912 0.0938 5.9% 0.0164 1.0% 3% False False 24,887
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0041
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6428
2.618 1.6270
1.618 1.6173
1.000 1.6113
0.618 1.6076
HIGH 1.6016
0.618 1.5979
0.500 1.5968
0.382 1.5956
LOW 1.5919
0.618 1.5859
1.000 1.5822
1.618 1.5762
2.618 1.5665
4.250 1.5507
Fisher Pivots for day following 24-Dec-2009
Pivot 1 day 3 day
R1 1.5968 1.6003
PP 1.5958 1.5981
S1 1.5948 1.5960

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

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