CME British Pound Future March 2010


Trading Metrics calculated at close of trading on 02-Mar-2010
Day Change Summary
Previous Current
01-Mar-2010 02-Mar-2010 Change Change % Previous Week
Open 1.5157 1.4992 -0.0165 -1.1% 1.5449
High 1.5205 1.5070 -0.0135 -0.9% 1.5574
Low 1.4778 1.4853 0.0075 0.5% 1.5150
Close 1.5008 1.4948 -0.0060 -0.4% 1.5245
Range 0.0427 0.0217 -0.0210 -49.2% 0.0424
ATR 0.0193 0.0195 0.0002 0.9% 0.0000
Volume 159,976 209,836 49,860 31.2% 677,033
Daily Pivots for day following 02-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.5608 1.5495 1.5067
R3 1.5391 1.5278 1.5008
R2 1.5174 1.5174 1.4988
R1 1.5061 1.5061 1.4968 1.5009
PP 1.4957 1.4957 1.4957 1.4931
S1 1.4844 1.4844 1.4928 1.4792
S2 1.4740 1.4740 1.4908
S3 1.4523 1.4627 1.4888
S4 1.4306 1.4410 1.4829
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.6595 1.6344 1.5478
R3 1.6171 1.5920 1.5362
R2 1.5747 1.5747 1.5323
R1 1.5496 1.5496 1.5284 1.5410
PP 1.5323 1.5323 1.5323 1.5280
S1 1.5072 1.5072 1.5206 1.4986
S2 1.4899 1.4899 1.5167
S3 1.4475 1.4648 1.5128
S4 1.4051 1.4224 1.5012
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5475 1.4778 0.0697 4.7% 0.0228 1.5% 24% False False 163,831
10 1.5813 1.4778 0.1035 6.9% 0.0192 1.3% 16% False False 140,991
20 1.6068 1.4778 0.1290 8.6% 0.0181 1.2% 13% False False 136,767
40 1.6454 1.4778 0.1676 11.2% 0.0173 1.2% 10% False False 126,097
60 1.6710 1.4778 0.1932 12.9% 0.0173 1.2% 9% False False 103,555
80 1.6850 1.4778 0.2072 13.9% 0.0170 1.1% 8% False False 77,897
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0039
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5992
2.618 1.5638
1.618 1.5421
1.000 1.5287
0.618 1.5204
HIGH 1.5070
0.618 1.4987
0.500 1.4962
0.382 1.4936
LOW 1.4853
0.618 1.4719
1.000 1.4636
1.618 1.4502
2.618 1.4285
4.250 1.3931
Fisher Pivots for day following 02-Mar-2010
Pivot 1 day 3 day
R1 1.4962 1.5049
PP 1.4957 1.5015
S1 1.4953 1.4982

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

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