CME British Pound Future June 2010


Trading Metrics calculated at close of trading on 19-Feb-2010
Day Change Summary
Previous Current
18-Feb-2010 19-Feb-2010 Change Change % Previous Week
Open 1.5672 1.5444 -0.0228 -1.5% 1.5654
High 1.5672 1.5480 -0.0192 -1.2% 1.5800
Low 1.5486 1.5336 -0.0150 -1.0% 1.5336
Close 1.5614 1.5453 -0.0161 -1.0% 1.5453
Range 0.0186 0.0144 -0.0042 -22.6% 0.0464
ATR 0.0153 0.0162 0.0009 5.8% 0.0000
Volume 607 1,016 409 67.4% 2,649
Daily Pivots for day following 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.5855 1.5798 1.5532
R3 1.5711 1.5654 1.5493
R2 1.5567 1.5567 1.5479
R1 1.5510 1.5510 1.5466 1.5539
PP 1.5423 1.5423 1.5423 1.5437
S1 1.5366 1.5366 1.5440 1.5395
S2 1.5279 1.5279 1.5427
S3 1.5135 1.5222 1.5413
S4 1.4991 1.5078 1.5374
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.6922 1.6651 1.5708
R3 1.6458 1.6187 1.5581
R2 1.5994 1.5994 1.5538
R1 1.5723 1.5723 1.5496 1.5627
PP 1.5530 1.5530 1.5530 1.5481
S1 1.5259 1.5259 1.5410 1.5163
S2 1.5066 1.5066 1.5368
S3 1.4602 1.4795 1.5325
S4 1.4138 1.4331 1.5198
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5800 1.5336 0.0464 3.0% 0.0159 1.0% 25% False True 617
10 1.5800 1.5336 0.0464 3.0% 0.0160 1.0% 25% False True 563
20 1.6256 1.5336 0.0920 6.0% 0.0152 1.0% 13% False True 407
40 1.6434 1.5336 0.1098 7.1% 0.0142 0.9% 11% False True 284
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 0.0031
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6092
2.618 1.5857
1.618 1.5713
1.000 1.5624
0.618 1.5569
HIGH 1.5480
0.618 1.5425
0.500 1.5408
0.382 1.5391
LOW 1.5336
0.618 1.5247
1.000 1.5192
1.618 1.5103
2.618 1.4959
4.250 1.4724
Fisher Pivots for day following 19-Feb-2010
Pivot 1 day 3 day
R1 1.5438 1.5568
PP 1.5423 1.5530
S1 1.5408 1.5491

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

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