CME British Pound Future March 2010


Trading Metrics calculated at close of trading on 06-Jan-2010
Day Change Summary
Previous Current
05-Jan-2010 06-Jan-2010 Change Change % Previous Week
Open 1.6086 1.5983 -0.0103 -0.6% 1.5939
High 1.6148 1.6059 -0.0089 -0.6% 1.6229
Low 1.5958 1.5930 -0.0028 -0.2% 1.5825
Close 1.5992 1.5992 0.0000 0.0% 1.6146
Range 0.0190 0.0129 -0.0061 -32.1% 0.0404
ATR 0.0174 0.0171 -0.0003 -1.8% 0.0000
Volume 107,463 102,364 -5,099 -4.7% 192,808
Daily Pivots for day following 06-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.6381 1.6315 1.6063
R3 1.6252 1.6186 1.6027
R2 1.6123 1.6123 1.6016
R1 1.6057 1.6057 1.6004 1.6090
PP 1.5994 1.5994 1.5994 1.6010
S1 1.5928 1.5928 1.5980 1.5961
S2 1.5865 1.5865 1.5968
S3 1.5736 1.5799 1.5957
S4 1.5607 1.5670 1.5921
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 2.6% 0.0191 1.2% 41% False False 82,376
10 1.6235 1.5825 0.0410 2.6% 0.0159 1.0% 41% False False 64,475
20 1.6465 1.5825 0.0640 4.0% 0.0166 1.0% 26% False False 70,989
40 1.6850 1.5825 0.1025 6.4% 0.0170 1.1% 16% False False 36,292
60 1.6850 1.5718 0.1132 7.1% 0.0162 1.0% 24% False False 24,224
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0050
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.6607
2.618 1.6397
1.618 1.6268
1.000 1.6188
0.618 1.6139
HIGH 1.6059
0.618 1.6010
0.500 1.5995
0.382 1.5979
LOW 1.5930
0.618 1.5850
1.000 1.5801
1.618 1.5721
2.618 1.5592
4.250 1.5382
Fisher Pivots for day following 06-Jan-2010
Pivot 1 day 3 day
R1 1.5995 1.6083
PP 1.5994 1.6052
S1 1.5993 1.6022

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

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