CME British Pound Future June 2010


Trading Metrics calculated at close of trading on 14-Jan-2010
Day Change Summary
Previous Current
13-Jan-2010 14-Jan-2010 Change Change % Previous Week
Open 1.6134 1.6277 0.0143 0.9% 1.6132
High 1.6273 1.6325 0.0052 0.3% 1.6205
Low 1.6129 1.6235 0.0106 0.7% 1.5885
Close 1.6266 1.6315 0.0049 0.3% 1.6018
Range 0.0144 0.0090 -0.0054 -37.5% 0.0320
ATR 0.0146 0.0142 -0.0004 -2.8% 0.0000
Volume 135 268 133 98.5% 1,037
Daily Pivots for day following 14-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.6562 1.6528 1.6365
R3 1.6472 1.6438 1.6340
R2 1.6382 1.6382 1.6332
R1 1.6348 1.6348 1.6323 1.6365
PP 1.6292 1.6292 1.6292 1.6300
S1 1.6258 1.6258 1.6307 1.6275
S2 1.6202 1.6202 1.6299
S3 1.6112 1.6168 1.6290
S4 1.6022 1.6078 1.6266
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.6996 1.6827 1.6194
R3 1.6676 1.6507 1.6106
R2 1.6356 1.6356 1.6077
R1 1.6187 1.6187 1.6047 1.6112
PP 1.6036 1.6036 1.6036 1.5998
S1 1.5867 1.5867 1.5989 1.5792
S2 1.5716 1.5716 1.5959
S3 1.5396 1.5547 1.5930
S4 1.5076 1.5227 1.5842
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6325 1.5916 0.0409 2.5% 0.0125 0.8% 98% True False 166
10 1.6325 1.5885 0.0440 2.7% 0.0136 0.8% 98% True False 193
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 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6708
2.618 1.6561
1.618 1.6471
1.000 1.6415
0.618 1.6381
HIGH 1.6325
0.618 1.6291
0.500 1.6280
0.382 1.6269
LOW 1.6235
0.618 1.6179
1.000 1.6145
1.618 1.6089
2.618 1.5999
4.250 1.5853
Fisher Pivots for day following 14-Jan-2010
Pivot 1 day 3 day
R1 1.6303 1.6278
PP 1.6292 1.6241
S1 1.6280 1.6205

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

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