CME British Pound Future June 2010


Trading Metrics calculated at close of trading on 10-Feb-2010
Day Change Summary
Previous Current
09-Feb-2010 10-Feb-2010 Change Change % Previous Week
Open 1.5580 1.5697 0.0117 0.8% 1.5929
High 1.5726 1.5750 0.0024 0.2% 1.6046
Low 1.5552 1.5560 0.0008 0.1% 1.5556
Close 1.5672 1.5575 -0.0097 -0.6% 1.5591
Range 0.0174 0.0190 0.0016 9.2% 0.0490
ATR 0.0146 0.0149 0.0003 2.1% 0.0000
Volume 421 190 -231 -54.9% 1,337
Daily Pivots for day following 10-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.6198 1.6077 1.5680
R3 1.6008 1.5887 1.5627
R2 1.5818 1.5818 1.5610
R1 1.5697 1.5697 1.5592 1.5663
PP 1.5628 1.5628 1.5628 1.5611
S1 1.5507 1.5507 1.5558 1.5473
S2 1.5438 1.5438 1.5540
S3 1.5248 1.5317 1.5523
S4 1.5058 1.5127 1.5471
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.7201 1.6886 1.5861
R3 1.6711 1.6396 1.5726
R2 1.6221 1.6221 1.5681
R1 1.5906 1.5906 1.5636 1.5819
PP 1.5731 1.5731 1.5731 1.5687
S1 1.5416 1.5416 1.5546 1.5329
S2 1.5241 1.5241 1.5501
S3 1.4751 1.4926 1.5456
S4 1.4261 1.4436 1.5322
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5906 1.5549 0.0357 2.3% 0.0165 1.1% 7% False False 474
10 1.6256 1.5549 0.0707 4.5% 0.0150 1.0% 4% False False 380
20 1.6434 1.5549 0.0885 5.7% 0.0142 0.9% 3% False False 292
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 0.0037
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6558
2.618 1.6247
1.618 1.6057
1.000 1.5940
0.618 1.5867
HIGH 1.5750
0.618 1.5677
0.500 1.5655
0.382 1.5633
LOW 1.5560
0.618 1.5443
1.000 1.5370
1.618 1.5253
2.618 1.5063
4.250 1.4753
Fisher Pivots for day following 10-Feb-2010
Pivot 1 day 3 day
R1 1.5655 1.5650
PP 1.5628 1.5625
S1 1.5602 1.5600

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

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