CME British Pound Future March 2010


Trading Metrics calculated at close of trading on 13-Jan-2010
Day Change Summary
Previous Current
12-Jan-2010 13-Jan-2010 Change Change % Previous Week
Open 1.6106 1.6158 0.0052 0.3% 1.6118
High 1.6190 1.6301 0.0111 0.7% 1.6235
Low 1.6055 1.6131 0.0076 0.5% 1.5890
Close 1.6171 1.6275 0.0104 0.6% 1.6027
Range 0.0135 0.0170 0.0035 25.9% 0.0345
ATR 0.0169 0.0169 0.0000 0.1% 0.0000
Volume 80,749 91,563 10,814 13.4% 461,149
Daily Pivots for day following 13-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.6746 1.6680 1.6369
R3 1.6576 1.6510 1.6322
R2 1.6406 1.6406 1.6306
R1 1.6340 1.6340 1.6291 1.6373
PP 1.6236 1.6236 1.6236 1.6252
S1 1.6170 1.6170 1.6259 1.6203
S2 1.6066 1.6066 1.6244
S3 1.5896 1.6000 1.6228
S4 1.5726 1.5830 1.6182
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.7086 1.6901 1.6217
R3 1.6741 1.6556 1.6122
R2 1.6396 1.6396 1.6090
R1 1.6211 1.6211 1.6059 1.6131
PP 1.6051 1.6051 1.6051 1.6011
S1 1.5866 1.5866 1.5995 1.5786
S2 1.5706 1.5706 1.5964
S3 1.5361 1.5521 1.5932
S4 1.5016 1.5176 1.5837
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6301 1.5890 0.0411 2.5% 0.0165 1.0% 94% True False 98,299
10 1.6301 1.5825 0.0476 2.9% 0.0178 1.1% 95% True False 90,337
20 1.6404 1.5825 0.0579 3.6% 0.0165 1.0% 78% False False 82,161
40 1.6850 1.5825 0.1025 6.3% 0.0172 1.1% 44% False False 48,569
60 1.6850 1.5825 0.1025 6.3% 0.0165 1.0% 44% False False 32,413
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 0.0046
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.7024
2.618 1.6746
1.618 1.6576
1.000 1.6471
0.618 1.6406
HIGH 1.6301
0.618 1.6236
0.500 1.6216
0.382 1.6196
LOW 1.6131
0.618 1.6026
1.000 1.5961
1.618 1.5856
2.618 1.5686
4.250 1.5409
Fisher Pivots for day following 13-Jan-2010
Pivot 1 day 3 day
R1 1.6255 1.6238
PP 1.6236 1.6201
S1 1.6216 1.6164

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

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