CME British Pound Future June 2010


Trading Metrics calculated at close of trading on 21-Jan-2010
Day Change Summary
Previous Current
20-Jan-2010 21-Jan-2010 Change Change % Previous Week
Open 1.6300 1.6244 -0.0056 -0.3% 1.6047
High 1.6302 1.6259 -0.0043 -0.3% 1.6335
Low 1.6240 1.6109 -0.0131 -0.8% 1.6046
Close 1.6271 1.6193 -0.0078 -0.5% 1.6243
Range 0.0062 0.0150 0.0088 141.9% 0.0289
ATR 0.0142 0.0143 0.0001 1.0% 0.0000
Volume 227 105 -122 -53.7% 721
Daily Pivots for day following 21-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.6637 1.6565 1.6276
R3 1.6487 1.6415 1.6234
R2 1.6337 1.6337 1.6221
R1 1.6265 1.6265 1.6207 1.6226
PP 1.6187 1.6187 1.6187 1.6168
S1 1.6115 1.6115 1.6179 1.6076
S2 1.6037 1.6037 1.6166
S3 1.5887 1.5965 1.6152
S4 1.5737 1.5815 1.6111
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 1.6109 0.0325 2.0% 0.0118 0.7% 26% False True 201
10 1.6434 1.5885 0.0549 3.4% 0.0128 0.8% 56% False False 170
20 1.6434 1.5816 0.0618 3.8% 0.0133 0.8% 61% False False 162
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6897
2.618 1.6652
1.618 1.6502
1.000 1.6409
0.618 1.6352
HIGH 1.6259
0.618 1.6202
0.500 1.6184
0.382 1.6166
LOW 1.6109
0.618 1.6016
1.000 1.5959
1.618 1.5866
2.618 1.5716
4.250 1.5472
Fisher Pivots for day following 21-Jan-2010
Pivot 1 day 3 day
R1 1.6190 1.6272
PP 1.6187 1.6245
S1 1.6184 1.6219

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

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