CME British Pound Future June 2010


Trading Metrics calculated at close of trading on 03-Mar-2010
Day Change Summary
Previous Current
02-Mar-2010 03-Mar-2010 Change Change % Previous Week
Open 1.4975 1.4958 -0.0017 -0.1% 1.5426
High 1.4976 1.5120 0.0144 1.0% 1.5556
Low 1.4847 1.4957 0.0110 0.7% 1.5143
Close 1.4938 1.5083 0.0145 1.0% 1.5236
Range 0.0129 0.0163 0.0034 26.4% 0.0413
ATR 0.0178 0.0178 0.0000 0.2% 0.0000
Volume 3,857 4,122 265 6.9% 4,927
Daily Pivots for day following 03-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.5542 1.5476 1.5173
R3 1.5379 1.5313 1.5128
R2 1.5216 1.5216 1.5113
R1 1.5150 1.5150 1.5098 1.5183
PP 1.5053 1.5053 1.5053 1.5070
S1 1.4987 1.4987 1.5068 1.5020
S2 1.4890 1.4890 1.5053
S3 1.4727 1.4824 1.5038
S4 1.4564 1.4661 1.4993
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.6551 1.6306 1.5463
R3 1.6138 1.5893 1.5350
R2 1.5725 1.5725 1.5312
R1 1.5480 1.5480 1.5274 1.5396
PP 1.5312 1.5312 1.5312 1.5270
S1 1.5067 1.5067 1.5198 1.4983
S2 1.4899 1.4899 1.5160
S3 1.4486 1.4654 1.5122
S4 1.4073 1.4241 1.5009
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5405 1.4772 0.0633 4.2% 0.0219 1.5% 49% False False 2,497
10 1.5672 1.4772 0.0900 6.0% 0.0176 1.2% 35% False False 1,604
20 1.6046 1.4772 0.1274 8.4% 0.0168 1.1% 24% False False 1,021
40 1.6434 1.4772 0.1662 11.0% 0.0151 1.0% 19% False False 617
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 0.0023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5813
2.618 1.5547
1.618 1.5384
1.000 1.5283
0.618 1.5221
HIGH 1.5120
0.618 1.5058
0.500 1.5039
0.382 1.5019
LOW 1.4957
0.618 1.4856
1.000 1.4794
1.618 1.4693
2.618 1.4530
4.250 1.4264
Fisher Pivots for day following 03-Mar-2010
Pivot 1 day 3 day
R1 1.5068 1.5049
PP 1.5053 1.5014
S1 1.5039 1.4980

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

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