CME British Pound Future March 2010


Trading Metrics calculated at close of trading on 18-Feb-2010
Day Change Summary
Previous Current
17-Feb-2010 18-Feb-2010 Change Change % Previous Week
Open 1.5779 1.5682 -0.0097 -0.6% 1.5599
High 1.5813 1.5687 -0.0126 -0.8% 1.5762
Low 1.5662 1.5487 -0.0175 -1.1% 1.5531
Close 1.5685 1.5624 -0.0061 -0.4% 1.5663
Range 0.0151 0.0200 0.0049 32.5% 0.0231
ATR 0.0168 0.0170 0.0002 1.4% 0.0000
Volume 128,429 107,722 -20,707 -16.1% 718,734
Daily Pivots for day following 18-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.6199 1.6112 1.5734
R3 1.5999 1.5912 1.5679
R2 1.5799 1.5799 1.5661
R1 1.5712 1.5712 1.5642 1.5656
PP 1.5599 1.5599 1.5599 1.5571
S1 1.5512 1.5512 1.5606 1.5456
S2 1.5399 1.5399 1.5587
S3 1.5199 1.5312 1.5569
S4 1.4999 1.5112 1.5514
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.6345 1.6235 1.5790
R3 1.6114 1.6004 1.5727
R2 1.5883 1.5883 1.5705
R1 1.5773 1.5773 1.5684 1.5828
PP 1.5652 1.5652 1.5652 1.5680
S1 1.5542 1.5542 1.5642 1.5597
S2 1.5421 1.5421 1.5621
S3 1.5190 1.5311 1.5599
S4 1.4959 1.5080 1.5536
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5813 1.5487 0.0326 2.1% 0.0172 1.1% 42% False True 131,573
10 1.5917 1.5487 0.0430 2.8% 0.0177 1.1% 32% False True 134,552
20 1.6306 1.5487 0.0819 5.2% 0.0171 1.1% 17% False True 131,933
40 1.6454 1.5487 0.0967 6.2% 0.0164 1.0% 14% False True 108,990
60 1.6731 1.5487 0.1244 8.0% 0.0174 1.1% 11% False True 84,263
80 1.6850 1.5487 0.1363 8.7% 0.0167 1.1% 10% False True 63,234
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 0.0036
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.6537
2.618 1.6211
1.618 1.6011
1.000 1.5887
0.618 1.5811
HIGH 1.5687
0.618 1.5611
0.500 1.5587
0.382 1.5563
LOW 1.5487
0.618 1.5363
1.000 1.5287
1.618 1.5163
2.618 1.4963
4.250 1.4637
Fisher Pivots for day following 18-Feb-2010
Pivot 1 day 3 day
R1 1.5612 1.5650
PP 1.5599 1.5641
S1 1.5587 1.5633

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

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