CME British Pound Future June 2010


Trading Metrics calculated at close of trading on 11-Mar-2010
Day Change Summary
Previous Current
10-Mar-2010 11-Mar-2010 Change Change % Previous Week
Open 1.4993 1.4972 -0.0021 -0.1% 1.5172
High 1.5008 1.5058 0.0050 0.3% 1.5187
Low 1.4864 1.4935 0.0071 0.5% 1.4772
Close 1.4964 1.5040 0.0076 0.5% 1.5148
Range 0.0144 0.0123 -0.0021 -14.6% 0.0415
ATR 0.0169 0.0166 -0.0003 -2.0% 0.0000
Volume 26,781 50,794 24,013 89.7% 21,383
Daily Pivots for day following 11-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.5380 1.5333 1.5108
R3 1.5257 1.5210 1.5074
R2 1.5134 1.5134 1.5063
R1 1.5087 1.5087 1.5051 1.5111
PP 1.5011 1.5011 1.5011 1.5023
S1 1.4964 1.4964 1.5029 1.4988
S2 1.4888 1.4888 1.5017
S3 1.4765 1.4841 1.5006
S4 1.4642 1.4718 1.4972
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 2.1% 0.0146 1.0% 55% False False 29,333
10 1.5309 1.4772 0.0537 3.6% 0.0173 1.2% 50% False False 16,445
20 1.5800 1.4772 0.1028 6.8% 0.0161 1.1% 26% False False 8,537
40 1.6434 1.4772 0.1662 11.1% 0.0152 1.0% 16% False False 4,414
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 False
Bear Hook False
Bull Hook False
Stretch 0.0025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5581
2.618 1.5380
1.618 1.5257
1.000 1.5181
0.618 1.5134
HIGH 1.5058
0.618 1.5011
0.500 1.4997
0.382 1.4982
LOW 1.4935
0.618 1.4859
1.000 1.4812
1.618 1.4736
2.618 1.4613
4.250 1.4412
Fisher Pivots for day following 11-Mar-2010
Pivot 1 day 3 day
R1 1.5026 1.5014
PP 1.5011 1.4987
S1 1.4997 1.4961

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

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