CME British Pound Future June 2010


Trading Metrics calculated at close of trading on 01-Feb-2010
Day Change Summary
Previous Current
29-Jan-2010 01-Feb-2010 Change Change % Previous Week
Open 1.6105 1.5929 -0.0176 -1.1% 1.6098
High 1.6147 1.5960 -0.0187 -1.2% 1.6256
Low 1.5974 1.5847 -0.0127 -0.8% 1.5974
Close 1.5976 1.5938 -0.0038 -0.2% 1.5976
Range 0.0173 0.0113 -0.0060 -34.7% 0.0282
ATR 0.0148 0.0146 -0.0001 -0.9% 0.0000
Volume 391 371 -20 -5.1% 1,470
Daily Pivots for day following 01-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.6254 1.6209 1.6000
R3 1.6141 1.6096 1.5969
R2 1.6028 1.6028 1.5959
R1 1.5983 1.5983 1.5948 1.6006
PP 1.5915 1.5915 1.5915 1.5926
S1 1.5870 1.5870 1.5928 1.5893
S2 1.5802 1.5802 1.5917
S3 1.5689 1.5757 1.5907
S4 1.5576 1.5644 1.5876
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.6915 1.6727 1.6131
R3 1.6633 1.6445 1.6054
R2 1.6351 1.6351 1.6028
R1 1.6163 1.6163 1.6002 1.6116
PP 1.6069 1.6069 1.6069 1.6045
S1 1.5881 1.5881 1.5950 1.5834
S2 1.5787 1.5787 1.5924
S3 1.5505 1.5599 1.5898
S4 1.5223 1.5317 1.5821
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6256 1.5847 0.0409 2.6% 0.0145 0.9% 22% False True 294
10 1.6434 1.5847 0.0587 3.7% 0.0142 0.9% 16% False True 259
20 1.6434 1.5847 0.0587 3.7% 0.0138 0.9% 16% False True 217
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 0.0030
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.6440
2.618 1.6256
1.618 1.6143
1.000 1.6073
0.618 1.6030
HIGH 1.5960
0.618 1.5917
0.500 1.5904
0.382 1.5890
LOW 1.5847
0.618 1.5777
1.000 1.5734
1.618 1.5664
2.618 1.5551
4.250 1.5367
Fisher Pivots for day following 01-Feb-2010
Pivot 1 day 3 day
R1 1.5927 1.6052
PP 1.5915 1.6014
S1 1.5904 1.5976

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

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