CME British Pound Future March 2010


Trading Metrics calculated at close of trading on 08-Mar-2010
Day Change Summary
Previous Current
05-Mar-2010 08-Mar-2010 Change Change % Previous Week
Open 1.5026 1.5149 0.0123 0.8% 1.5157
High 1.5167 1.5196 0.0029 0.2% 1.5205
Low 1.4992 1.5030 0.0038 0.3% 1.4778
Close 1.5157 1.5074 -0.0083 -0.5% 1.5157
Range 0.0175 0.0166 -0.0009 -5.1% 0.0427
ATR 0.0188 0.0187 -0.0002 -0.8% 0.0000
Volume 132,175 147,250 15,075 11.4% 824,653
Daily Pivots for day following 08-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.5598 1.5502 1.5165
R3 1.5432 1.5336 1.5120
R2 1.5266 1.5266 1.5104
R1 1.5170 1.5170 1.5089 1.5135
PP 1.5100 1.5100 1.5100 1.5083
S1 1.5004 1.5004 1.5059 1.4969
S2 1.4934 1.4934 1.5044
S3 1.4768 1.4838 1.5028
S4 1.4602 1.4672 1.4983
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.6328 1.6169 1.5392
R3 1.5901 1.5742 1.5274
R2 1.5474 1.5474 1.5235
R1 1.5315 1.5315 1.5196 1.5371
PP 1.5047 1.5047 1.5047 1.5074
S1 1.4888 1.4888 1.5118 1.4944
S2 1.4620 1.4620 1.5079
S3 1.4193 1.4461 1.5040
S4 1.3766 1.4034 1.4922
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5196 1.4853 0.0343 2.3% 0.0172 1.1% 64% True False 162,385
10 1.5574 1.4778 0.0796 5.3% 0.0197 1.3% 37% False False 151,306
20 1.5813 1.4778 0.1035 6.9% 0.0179 1.2% 29% False False 142,752
40 1.6454 1.4778 0.1676 11.1% 0.0172 1.1% 18% False False 131,892
60 1.6454 1.4778 0.1676 11.1% 0.0169 1.1% 18% False False 113,174
80 1.6850 1.4778 0.2072 13.7% 0.0171 1.1% 14% False False 85,418
100 1.6850 1.4778 0.2072 13.7% 0.0167 1.1% 14% False False 68,353
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5902
2.618 1.5631
1.618 1.5465
1.000 1.5362
0.618 1.5299
HIGH 1.5196
0.618 1.5133
0.500 1.5113
0.382 1.5093
LOW 1.5030
0.618 1.4927
1.000 1.4864
1.618 1.4761
2.618 1.4595
4.250 1.4325
Fisher Pivots for day following 08-Mar-2010
Pivot 1 day 3 day
R1 1.5113 1.5094
PP 1.5100 1.5087
S1 1.5087 1.5081

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

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