CME British Pound Future June 2010


Trading Metrics calculated at close of trading on 22-Mar-2010
Day Change Summary
Previous Current
19-Mar-2010 22-Mar-2010 Change Change % Previous Week
Open 1.5238 1.4998 -0.0240 -1.6% 1.5169
High 1.5249 1.5100 -0.0149 -1.0% 1.5375
Low 1.4982 1.4923 -0.0059 -0.4% 1.4970
Close 1.5012 1.5083 0.0071 0.5% 1.5012
Range 0.0267 0.0177 -0.0090 -33.7% 0.0405
ATR 0.0181 0.0180 0.0000 -0.1% 0.0000
Volume 112,581 137,104 24,523 21.8% 595,037
Daily Pivots for day following 22-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.5566 1.5502 1.5180
R3 1.5389 1.5325 1.5132
R2 1.5212 1.5212 1.5115
R1 1.5148 1.5148 1.5099 1.5180
PP 1.5035 1.5035 1.5035 1.5052
S1 1.4971 1.4971 1.5067 1.5003
S2 1.4858 1.4858 1.5051
S3 1.4681 1.4794 1.5034
S4 1.4504 1.4617 1.4986
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.6334 1.6078 1.5235
R3 1.5929 1.5673 1.5123
R2 1.5524 1.5524 1.5086
R1 1.5268 1.5268 1.5049 1.5194
PP 1.5119 1.5119 1.5119 1.5082
S1 1.4863 1.4863 1.4975 1.4789
S2 1.4714 1.4714 1.4938
S3 1.4309 1.4458 1.4901
S4 1.3904 1.4053 1.4789
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5375 1.4923 0.0452 3.0% 0.0203 1.3% 35% False True 124,239
10 1.5375 1.4864 0.0511 3.4% 0.0181 1.2% 43% False False 93,693
20 1.5556 1.4772 0.0784 5.2% 0.0182 1.2% 40% False False 49,154
40 1.6256 1.4772 0.1484 9.8% 0.0164 1.1% 21% False False 24,793
60 1.6434 1.4772 0.1662 11.0% 0.0154 1.0% 19% False False 16,583
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 0.0033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5852
2.618 1.5563
1.618 1.5386
1.000 1.5277
0.618 1.5209
HIGH 1.5100
0.618 1.5032
0.500 1.5012
0.382 1.4991
LOW 1.4923
0.618 1.4814
1.000 1.4746
1.618 1.4637
2.618 1.4460
4.250 1.4171
Fisher Pivots for day following 22-Mar-2010
Pivot 1 day 3 day
R1 1.5059 1.5122
PP 1.5035 1.5109
S1 1.5012 1.5096

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

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