CME British Pound Future June 2010


Trading Metrics calculated at close of trading on 23-Feb-2010
Day Change Summary
Previous Current
22-Feb-2010 23-Feb-2010 Change Change % Previous Week
Open 1.5426 1.5467 0.0041 0.3% 1.5654
High 1.5500 1.5556 0.0056 0.4% 1.5800
Low 1.5426 1.5385 -0.0041 -0.3% 1.5336
Close 1.5476 1.5431 -0.0045 -0.3% 1.5453
Range 0.0074 0.0171 0.0097 131.1% 0.0464
ATR 0.0156 0.0157 0.0001 0.7% 0.0000
Volume 615 438 -177 -28.8% 2,649
Daily Pivots for day following 23-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.5970 1.5872 1.5525
R3 1.5799 1.5701 1.5478
R2 1.5628 1.5628 1.5462
R1 1.5530 1.5530 1.5447 1.5494
PP 1.5457 1.5457 1.5457 1.5439
S1 1.5359 1.5359 1.5415 1.5323
S2 1.5286 1.5286 1.5400
S3 1.5115 1.5188 1.5384
S4 1.4944 1.5017 1.5337
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% 0.0144 0.9% 20% False False 657
10 1.5800 1.5336 0.0464 3.0% 0.0155 1.0% 20% False False 510
20 1.6256 1.5336 0.0920 6.0% 0.0148 1.0% 10% False False 436
40 1.6434 1.5336 0.1098 7.1% 0.0144 0.9% 9% False False 306
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
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 1.6283
2.618 1.6004
1.618 1.5833
1.000 1.5727
0.618 1.5662
HIGH 1.5556
0.618 1.5491
0.500 1.5471
0.382 1.5450
LOW 1.5385
0.618 1.5279
1.000 1.5214
1.618 1.5108
2.618 1.4937
4.250 1.4658
Fisher Pivots for day following 23-Feb-2010
Pivot 1 day 3 day
R1 1.5471 1.5446
PP 1.5457 1.5441
S1 1.5444 1.5436

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

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