CME British Pound Future March 2010


Trading Metrics calculated at close of trading on 05-Feb-2010
Day Change Summary
Previous Current
04-Feb-2010 05-Feb-2010 Change Change % Previous Week
Open 1.5898 1.5759 -0.0139 -0.9% 1.5938
High 1.5917 1.5771 -0.0146 -0.9% 1.6068
Low 1.5734 1.5554 -0.0180 -1.1% 1.5554
Close 1.5752 1.5600 -0.0152 -1.0% 1.5600
Range 0.0183 0.0217 0.0034 18.6% 0.0514
ATR 0.0165 0.0169 0.0004 2.2% 0.0000
Volume 100,952 165,376 64,424 63.8% 629,596
Daily Pivots for day following 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.6293 1.6163 1.5719
R3 1.6076 1.5946 1.5660
R2 1.5859 1.5859 1.5640
R1 1.5729 1.5729 1.5620 1.5686
PP 1.5642 1.5642 1.5642 1.5620
S1 1.5512 1.5512 1.5580 1.5469
S2 1.5425 1.5425 1.5560
S3 1.5208 1.5295 1.5540
S4 1.4991 1.5078 1.5481
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.7283 1.6955 1.5883
R3 1.6769 1.6441 1.5741
R2 1.6255 1.6255 1.5694
R1 1.5927 1.5927 1.5647 1.5834
PP 1.5741 1.5741 1.5741 1.5694
S1 1.5413 1.5413 1.5553 1.5320
S2 1.5227 1.5227 1.5506
S3 1.4713 1.4899 1.5459
S4 1.4199 1.4385 1.5317
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6068 1.5554 0.0514 3.3% 0.0164 1.0% 9% False True 125,919
10 1.6273 1.5554 0.0719 4.6% 0.0166 1.1% 6% False True 128,769
20 1.6454 1.5554 0.0900 5.8% 0.0165 1.1% 5% False True 121,032
40 1.6454 1.5554 0.0900 5.8% 0.0164 1.1% 5% False True 98,384
60 1.6850 1.5554 0.1296 8.3% 0.0168 1.1% 4% False True 66,307
80 1.6850 1.5554 0.1296 8.3% 0.0163 1.0% 4% False True 49,753
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0038
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 1.6693
2.618 1.6339
1.618 1.6122
1.000 1.5988
0.618 1.5905
HIGH 1.5771
0.618 1.5688
0.500 1.5663
0.382 1.5637
LOW 1.5554
0.618 1.5420
1.000 1.5337
1.618 1.5203
2.618 1.4986
4.250 1.4632
Fisher Pivots for day following 05-Feb-2010
Pivot 1 day 3 day
R1 1.5663 1.5811
PP 1.5642 1.5741
S1 1.5621 1.5670

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

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