CME British Pound Future June 2010


Trading Metrics calculated at close of trading on 12-Mar-2010
Day Change Summary
Previous Current
11-Mar-2010 12-Mar-2010 Change Change % Previous Week
Open 1.4972 1.5055 0.0083 0.6% 1.5136
High 1.5058 1.5235 0.0177 1.2% 1.5235
Low 1.4935 1.5017 0.0082 0.5% 1.4864
Close 1.5040 1.5163 0.0123 0.8% 1.5163
Range 0.0123 0.0218 0.0095 77.2% 0.0371
ATR 0.0166 0.0170 0.0004 2.2% 0.0000
Volume 50,794 84,253 33,459 65.9% 225,251
Daily Pivots for day following 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.5792 1.5696 1.5283
R3 1.5574 1.5478 1.5223
R2 1.5356 1.5356 1.5203
R1 1.5260 1.5260 1.5183 1.5308
PP 1.5138 1.5138 1.5138 1.5163
S1 1.5042 1.5042 1.5143 1.5090
S2 1.4920 1.4920 1.5123
S3 1.4702 1.4824 1.5103
S4 1.4484 1.4606 1.5043
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.6200 1.6053 1.5367
R3 1.5829 1.5682 1.5265
R2 1.5458 1.5458 1.5231
R1 1.5311 1.5311 1.5197 1.5385
PP 1.5087 1.5087 1.5087 1.5124
S1 1.4940 1.4940 1.5129 1.5014
S2 1.4716 1.4716 1.5095
S3 1.4345 1.4569 1.5061
S4 1.3974 1.4198 1.4959
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5235 1.4864 0.0371 2.4% 0.0155 1.0% 81% True False 45,050
10 1.5235 1.4772 0.0463 3.1% 0.0178 1.2% 84% True False 24,663
20 1.5800 1.4772 0.1028 6.8% 0.0165 1.1% 38% False False 12,732
40 1.6434 1.4772 0.1662 11.0% 0.0153 1.0% 24% False False 6,517
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.6162
2.618 1.5806
1.618 1.5588
1.000 1.5453
0.618 1.5370
HIGH 1.5235
0.618 1.5152
0.500 1.5126
0.382 1.5100
LOW 1.5017
0.618 1.4882
1.000 1.4799
1.618 1.4664
2.618 1.4446
4.250 1.4091
Fisher Pivots for day following 12-Mar-2010
Pivot 1 day 3 day
R1 1.5151 1.5125
PP 1.5138 1.5087
S1 1.5126 1.5050

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

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