CME British Pound Future March 2010


Trading Metrics calculated at close of trading on 10-Feb-2010
Day Change Summary
Previous Current
09-Feb-2010 10-Feb-2010 Change Change % Previous Week
Open 1.5587 1.5702 0.0115 0.7% 1.5938
High 1.5745 1.5762 0.0017 0.1% 1.6068
Low 1.5558 1.5567 0.0009 0.1% 1.5554
Close 1.5682 1.5585 -0.0097 -0.6% 1.5600
Range 0.0187 0.0195 0.0008 4.3% 0.0514
ATR 0.0167 0.0169 0.0002 1.2% 0.0000
Volume 93,544 151,950 58,406 62.4% 629,596
Daily Pivots for day following 10-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.6223 1.6099 1.5692
R3 1.6028 1.5904 1.5639
R2 1.5833 1.5833 1.5621
R1 1.5709 1.5709 1.5603 1.5674
PP 1.5638 1.5638 1.5638 1.5620
S1 1.5514 1.5514 1.5567 1.5479
S2 1.5443 1.5443 1.5549
S3 1.5248 1.5319 1.5531
S4 1.5053 1.5124 1.5478
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 1.5917 1.5531 0.0386 2.5% 0.0182 1.2% 14% False False 137,532
10 1.6273 1.5531 0.0742 4.8% 0.0169 1.1% 7% False False 131,900
20 1.6454 1.5531 0.0923 5.9% 0.0166 1.1% 6% False False 127,410
40 1.6454 1.5531 0.0923 5.9% 0.0165 1.1% 6% False False 104,827
60 1.6850 1.5531 0.1319 8.5% 0.0169 1.1% 4% False False 73,324
80 1.6850 1.5531 0.1319 8.5% 0.0164 1.1% 4% False False 55,018
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 1.6591
2.618 1.6273
1.618 1.6078
1.000 1.5957
0.618 1.5883
HIGH 1.5762
0.618 1.5688
0.500 1.5665
0.382 1.5641
LOW 1.5567
0.618 1.5446
1.000 1.5372
1.618 1.5251
2.618 1.5056
4.250 1.4738
Fisher Pivots for day following 10-Feb-2010
Pivot 1 day 3 day
R1 1.5665 1.5647
PP 1.5638 1.5626
S1 1.5612 1.5606

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

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