CME British Pound Future March 2010


Trading Metrics calculated at close of trading on 11-Feb-2010
Day Change Summary
Previous Current
10-Feb-2010 11-Feb-2010 Change Change % Previous Week
Open 1.5702 1.5598 -0.0104 -0.7% 1.5938
High 1.5762 1.5714 -0.0048 -0.3% 1.6068
Low 1.5567 1.5555 -0.0012 -0.1% 1.5554
Close 1.5585 1.5692 0.0107 0.7% 1.5600
Range 0.0195 0.0159 -0.0036 -18.5% 0.0514
ATR 0.0169 0.0169 -0.0001 -0.4% 0.0000
Volume 151,950 143,605 -8,345 -5.5% 629,596
Daily Pivots for day following 11-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.6131 1.6070 1.5779
R3 1.5972 1.5911 1.5736
R2 1.5813 1.5813 1.5721
R1 1.5752 1.5752 1.5707 1.5783
PP 1.5654 1.5654 1.5654 1.5669
S1 1.5593 1.5593 1.5677 1.5624
S2 1.5495 1.5495 1.5663
S3 1.5336 1.5434 1.5648
S4 1.5177 1.5275 1.5605
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 1.5771 1.5531 0.0240 1.5% 0.0177 1.1% 67% False False 146,062
10 1.6174 1.5531 0.0643 4.1% 0.0168 1.1% 25% False False 133,529
20 1.6454 1.5531 0.0923 5.9% 0.0165 1.1% 17% False False 130,012
40 1.6454 1.5531 0.0923 5.9% 0.0165 1.1% 17% False False 106,086
60 1.6850 1.5531 0.1319 8.4% 0.0170 1.1% 12% False False 75,716
80 1.6850 1.5531 0.1319 8.4% 0.0165 1.0% 12% False False 56,813
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0044
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6390
2.618 1.6130
1.618 1.5971
1.000 1.5873
0.618 1.5812
HIGH 1.5714
0.618 1.5653
0.500 1.5635
0.382 1.5616
LOW 1.5555
0.618 1.5457
1.000 1.5396
1.618 1.5298
2.618 1.5139
4.250 1.4879
Fisher Pivots for day following 11-Feb-2010
Pivot 1 day 3 day
R1 1.5673 1.5681
PP 1.5654 1.5670
S1 1.5635 1.5659

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

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