CME British Pound Future June 2010


Trading Metrics calculated at close of trading on 19-Jan-2010
Day Change Summary
Previous Current
15-Jan-2010 19-Jan-2010 Change Change % Previous Week
Open 1.6307 1.6301 -0.0006 0.0% 1.6047
High 1.6335 1.6434 0.0099 0.6% 1.6335
Low 1.6208 1.6271 0.0063 0.4% 1.6046
Close 1.6243 1.6345 0.0102 0.6% 1.6243
Range 0.0127 0.0163 0.0036 28.3% 0.0289
ATR 0.0141 0.0145 0.0004 2.5% 0.0000
Volume 85 323 238 280.0% 721
Daily Pivots for day following 19-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.6839 1.6755 1.6435
R3 1.6676 1.6592 1.6390
R2 1.6513 1.6513 1.6375
R1 1.6429 1.6429 1.6360 1.6471
PP 1.6350 1.6350 1.6350 1.6371
S1 1.6266 1.6266 1.6330 1.6308
S2 1.6187 1.6187 1.6315
S3 1.6024 1.6103 1.6300
S4 1.5861 1.5940 1.6255
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.7075 1.6948 1.6402
R3 1.6786 1.6659 1.6322
R2 1.6497 1.6497 1.6296
R1 1.6370 1.6370 1.6269 1.6434
PP 1.6208 1.6208 1.6208 1.6240
S1 1.6081 1.6081 1.6217 1.6145
S2 1.5919 1.5919 1.6190
S3 1.5630 1.5792 1.6164
S4 1.5341 1.5503 1.6084
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6434 1.6084 0.0350 2.1% 0.0122 0.7% 75% True False 187
10 1.6434 1.5885 0.0549 3.4% 0.0134 0.8% 84% True False 182
20 1.6434 1.5816 0.0618 3.8% 0.0137 0.8% 86% True False 161
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.7127
2.618 1.6861
1.618 1.6698
1.000 1.6597
0.618 1.6535
HIGH 1.6434
0.618 1.6372
0.500 1.6353
0.382 1.6333
LOW 1.6271
0.618 1.6170
1.000 1.6108
1.618 1.6007
2.618 1.5844
4.250 1.5578
Fisher Pivots for day following 19-Jan-2010
Pivot 1 day 3 day
R1 1.6353 1.6337
PP 1.6350 1.6329
S1 1.6348 1.6321

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

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