CME British Pound Future March 2010


Trading Metrics calculated at close of trading on 09-Feb-2010
Day Change Summary
Previous Current
08-Feb-2010 09-Feb-2010 Change Change % Previous Week
Open 1.5599 1.5587 -0.0012 -0.1% 1.5938
High 1.5657 1.5745 0.0088 0.6% 1.6068
Low 1.5531 1.5558 0.0027 0.2% 1.5554
Close 1.5609 1.5682 0.0073 0.5% 1.5600
Range 0.0126 0.0187 0.0061 48.4% 0.0514
ATR 0.0166 0.0167 0.0002 0.9% 0.0000
Volume 175,838 93,544 -82,294 -46.8% 629,596
Daily Pivots for day following 09-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.6223 1.6139 1.5785
R3 1.6036 1.5952 1.5733
R2 1.5849 1.5849 1.5716
R1 1.5765 1.5765 1.5699 1.5807
PP 1.5662 1.5662 1.5662 1.5683
S1 1.5578 1.5578 1.5665 1.5620
S2 1.5475 1.5475 1.5648
S3 1.5288 1.5391 1.5631
S4 1.5101 1.5204 1.5579
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 1.5531 0.0537 3.4% 0.0182 1.2% 28% False False 126,780
10 1.6273 1.5531 0.0742 4.7% 0.0164 1.0% 20% False False 130,375
20 1.6454 1.5531 0.0923 5.9% 0.0163 1.0% 16% False False 123,850
40 1.6454 1.5531 0.0923 5.9% 0.0163 1.0% 16% False False 102,989
60 1.6850 1.5531 0.1319 8.4% 0.0167 1.1% 11% False False 70,793
80 1.6850 1.5531 0.1319 8.4% 0.0164 1.0% 11% False False 53,119
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 0.0044
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6540
2.618 1.6235
1.618 1.6048
1.000 1.5932
0.618 1.5861
HIGH 1.5745
0.618 1.5674
0.500 1.5652
0.382 1.5629
LOW 1.5558
0.618 1.5442
1.000 1.5371
1.618 1.5255
2.618 1.5068
4.250 1.4763
Fisher Pivots for day following 09-Feb-2010
Pivot 1 day 3 day
R1 1.5672 1.5672
PP 1.5662 1.5661
S1 1.5652 1.5651

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

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