CME British Pound Future March 2010


Trading Metrics calculated at close of trading on 11-Mar-2010
Day Change Summary
Previous Current
10-Mar-2010 11-Mar-2010 Change Change % Previous Week
Open 1.4998 1.4982 -0.0016 -0.1% 1.5157
High 1.5017 1.5068 0.0051 0.3% 1.5205
Low 1.4872 1.4945 0.0073 0.5% 1.4778
Close 1.4973 1.5049 0.0076 0.5% 1.5157
Range 0.0145 0.0123 -0.0022 -15.2% 0.0427
ATR 0.0181 0.0176 -0.0004 -2.3% 0.0000
Volume 147,831 160,214 12,383 8.4% 824,653
Daily Pivots for day following 11-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.5390 1.5342 1.5117
R3 1.5267 1.5219 1.5083
R2 1.5144 1.5144 1.5072
R1 1.5096 1.5096 1.5060 1.5120
PP 1.5021 1.5021 1.5021 1.5033
S1 1.4973 1.4973 1.5038 1.4997
S2 1.4898 1.4898 1.5026
S3 1.4775 1.4850 1.5015
S4 1.4652 1.4727 1.4981
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 1.4872 0.0324 2.2% 0.0150 1.0% 55% False False 149,148
10 1.5319 1.4778 0.0541 3.6% 0.0187 1.2% 50% False False 161,584
20 1.5813 1.4778 0.1035 6.9% 0.0174 1.2% 26% False False 145,002
40 1.6454 1.4778 0.1676 11.1% 0.0170 1.1% 16% False False 136,206
60 1.6454 1.4778 0.1676 11.1% 0.0168 1.1% 16% False False 118,218
80 1.6850 1.4778 0.2072 13.8% 0.0170 1.1% 13% False False 91,244
100 1.6850 1.4778 0.2072 13.8% 0.0166 1.1% 13% False False 73,015
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0037
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.5591
2.618 1.5390
1.618 1.5267
1.000 1.5191
0.618 1.5144
HIGH 1.5068
0.618 1.5021
0.500 1.5007
0.382 1.4992
LOW 1.4945
0.618 1.4869
1.000 1.4822
1.618 1.4746
2.618 1.4623
4.250 1.4422
Fisher Pivots for day following 11-Mar-2010
Pivot 1 day 3 day
R1 1.5035 1.5024
PP 1.5021 1.4998
S1 1.5007 1.4973

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

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