CME British Pound Future June 2010


Trading Metrics calculated at close of trading on 17-Feb-2010
Day Change Summary
Previous Current
16-Feb-2010 17-Feb-2010 Change Change % Previous Week
Open 1.5654 1.5767 0.0113 0.7% 1.5577
High 1.5777 1.5800 0.0023 0.1% 1.5750
Low 1.5600 1.5654 0.0054 0.3% 1.5549
Close 1.5767 1.5675 -0.0092 -0.6% 1.5653
Range 0.0177 0.0146 -0.0031 -17.5% 0.0201
ATR 0.0151 0.0151 0.0000 -0.2% 0.0000
Volume 413 613 200 48.4% 2,584
Daily Pivots for day following 17-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.6148 1.6057 1.5755
R3 1.6002 1.5911 1.5715
R2 1.5856 1.5856 1.5702
R1 1.5765 1.5765 1.5688 1.5738
PP 1.5710 1.5710 1.5710 1.5696
S1 1.5619 1.5619 1.5662 1.5592
S2 1.5564 1.5564 1.5648
S3 1.5418 1.5473 1.5635
S4 1.5272 1.5327 1.5595
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 1.5800 1.5555 0.0245 1.6% 0.0161 1.0% 49% True False 400
10 1.6046 1.5549 0.0497 3.2% 0.0161 1.0% 25% False False 439
20 1.6302 1.5549 0.0753 4.8% 0.0146 0.9% 17% False False 342
40 1.6434 1.5549 0.0885 5.6% 0.0141 0.9% 14% False False 251
Crabel Price Patterns
NR True
NR4 False
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 True
Bear Hook False
Bull Hook False
Stretch 0.0037
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6421
2.618 1.6182
1.618 1.6036
1.000 1.5946
0.618 1.5890
HIGH 1.5800
0.618 1.5744
0.500 1.5727
0.382 1.5710
LOW 1.5654
0.618 1.5564
1.000 1.5508
1.618 1.5418
2.618 1.5272
4.250 1.5034
Fisher Pivots for day following 17-Feb-2010
Pivot 1 day 3 day
R1 1.5727 1.5687
PP 1.5710 1.5683
S1 1.5692 1.5679

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

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