CME British Pound Future June 2010


Trading Metrics calculated at close of trading on 16-Feb-2010
Day Change Summary
Previous Current
12-Feb-2010 16-Feb-2010 Change Change % Previous Week
Open 1.5674 1.5654 -0.0020 -0.1% 1.5577
High 1.5717 1.5777 0.0060 0.4% 1.5750
Low 1.5573 1.5600 0.0027 0.2% 1.5549
Close 1.5653 1.5767 0.0114 0.7% 1.5653
Range 0.0144 0.0177 0.0033 22.9% 0.0201
ATR 0.0149 0.0151 0.0002 1.3% 0.0000
Volume 439 413 -26 -5.9% 2,584
Daily Pivots for day following 16-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.6246 1.6183 1.5864
R3 1.6069 1.6006 1.5816
R2 1.5892 1.5892 1.5799
R1 1.5829 1.5829 1.5783 1.5861
PP 1.5715 1.5715 1.5715 1.5730
S1 1.5652 1.5652 1.5751 1.5684
S2 1.5538 1.5538 1.5735
S3 1.5361 1.5475 1.5718
S4 1.5184 1.5298 1.5670
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 1.5777 1.5552 0.0225 1.4% 0.0167 1.1% 96% True False 362
10 1.6046 1.5549 0.0497 3.2% 0.0152 1.0% 44% False False 396
20 1.6434 1.5549 0.0885 5.6% 0.0147 0.9% 25% False False 328
40 1.6434 1.5549 0.0885 5.6% 0.0144 0.9% 25% False False 242
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 1.6529
2.618 1.6240
1.618 1.6063
1.000 1.5954
0.618 1.5886
HIGH 1.5777
0.618 1.5709
0.500 1.5689
0.382 1.5668
LOW 1.5600
0.618 1.5491
1.000 1.5423
1.618 1.5314
2.618 1.5137
4.250 1.4848
Fisher Pivots for day following 16-Feb-2010
Pivot 1 day 3 day
R1 1.5741 1.5733
PP 1.5715 1.5700
S1 1.5689 1.5666

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

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