CME British Pound Future June 2010


Trading Metrics calculated at close of trading on 12-Feb-2010
Day Change Summary
Previous Current
11-Feb-2010 12-Feb-2010 Change Change % Previous Week
Open 1.5593 1.5674 0.0081 0.5% 1.5577
High 1.5703 1.5717 0.0014 0.1% 1.5750
Low 1.5555 1.5573 0.0018 0.1% 1.5549
Close 1.5682 1.5653 -0.0029 -0.2% 1.5653
Range 0.0148 0.0144 -0.0004 -2.7% 0.0201
ATR 0.0149 0.0149 0.0000 -0.3% 0.0000
Volume 349 439 90 25.8% 2,584
Daily Pivots for day following 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.6080 1.6010 1.5732
R3 1.5936 1.5866 1.5693
R2 1.5792 1.5792 1.5679
R1 1.5722 1.5722 1.5666 1.5685
PP 1.5648 1.5648 1.5648 1.5629
S1 1.5578 1.5578 1.5640 1.5541
S2 1.5504 1.5504 1.5627
S3 1.5360 1.5434 1.5613
S4 1.5216 1.5290 1.5574
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.6254 1.6154 1.5764
R3 1.6053 1.5953 1.5708
R2 1.5852 1.5852 1.5690
R1 1.5752 1.5752 1.5671 1.5802
PP 1.5651 1.5651 1.5651 1.5676
S1 1.5551 1.5551 1.5635 1.5601
S2 1.5450 1.5450 1.5616
S3 1.5249 1.5350 1.5598
S4 1.5048 1.5149 1.5542
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5750 1.5549 0.0201 1.3% 0.0150 1.0% 52% False False 516
10 1.6046 1.5549 0.0497 3.2% 0.0146 0.9% 21% False False 392
20 1.6434 1.5549 0.0885 5.7% 0.0145 0.9% 12% False False 311
Crabel Price Patterns
NR True
NR4 True
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 0.0035
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6329
2.618 1.6094
1.618 1.5950
1.000 1.5861
0.618 1.5806
HIGH 1.5717
0.618 1.5662
0.500 1.5645
0.382 1.5628
LOW 1.5573
0.618 1.5484
1.000 1.5429
1.618 1.5340
2.618 1.5196
4.250 1.4961
Fisher Pivots for day following 12-Feb-2010
Pivot 1 day 3 day
R1 1.5650 1.5653
PP 1.5648 1.5653
S1 1.5645 1.5653

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

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