CME British Pound Future June 2010


Trading Metrics calculated at close of trading on 10-Mar-2010
Day Change Summary
Previous Current
09-Mar-2010 10-Mar-2010 Change Change % Previous Week
Open 1.5049 1.4993 -0.0056 -0.4% 1.5172
High 1.5049 1.5008 -0.0041 -0.3% 1.5187
Low 1.4926 1.4864 -0.0062 -0.4% 1.4772
Close 1.4978 1.4964 -0.0014 -0.1% 1.5148
Range 0.0123 0.0144 0.0021 17.1% 0.0415
ATR 0.0171 0.0169 -0.0002 -1.1% 0.0000
Volume 42,963 26,781 -16,182 -37.7% 21,383
Daily Pivots for day following 10-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.5377 1.5315 1.5043
R3 1.5233 1.5171 1.5004
R2 1.5089 1.5089 1.4990
R1 1.5027 1.5027 1.4977 1.4986
PP 1.4945 1.4945 1.4945 1.4925
S1 1.4883 1.4883 1.4951 1.4842
S2 1.4801 1.4801 1.4938
S3 1.4657 1.4739 1.4924
S4 1.4513 1.4595 1.4885
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.6281 1.6129 1.5376
R3 1.5866 1.5714 1.5262
R2 1.5451 1.5451 1.5224
R1 1.5299 1.5299 1.5186 1.5168
PP 1.5036 1.5036 1.5036 1.4970
S1 1.4884 1.4884 1.5110 1.4753
S2 1.4621 1.4621 1.5072
S3 1.4206 1.4469 1.5034
S4 1.3791 1.4054 1.4920
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5186 1.4864 0.0322 2.2% 0.0147 1.0% 31% False True 20,419
10 1.5405 1.4772 0.0633 4.2% 0.0183 1.2% 30% False False 11,458
20 1.5800 1.4772 0.1028 6.9% 0.0165 1.1% 19% False False 6,007
40 1.6434 1.4772 0.1662 11.1% 0.0151 1.0% 12% False False 3,148
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 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5620
2.618 1.5385
1.618 1.5241
1.000 1.5152
0.618 1.5097
HIGH 1.5008
0.618 1.4953
0.500 1.4936
0.382 1.4919
LOW 1.4864
0.618 1.4775
1.000 1.4720
1.618 1.4631
2.618 1.4487
4.250 1.4252
Fisher Pivots for day following 10-Mar-2010
Pivot 1 day 3 day
R1 1.4955 1.5025
PP 1.4945 1.5005
S1 1.4936 1.4984

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

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