CME British Pound Future June 2010


Trading Metrics calculated at close of trading on 23-Mar-2010
Day Change Summary
Previous Current
22-Mar-2010 23-Mar-2010 Change Change % Previous Week
Open 1.4998 1.5098 0.0100 0.7% 1.5169
High 1.5100 1.5105 0.0005 0.0% 1.5375
Low 1.4923 1.4965 0.0042 0.3% 1.4970
Close 1.5083 1.5024 -0.0059 -0.4% 1.5012
Range 0.0177 0.0140 -0.0037 -20.9% 0.0405
ATR 0.0180 0.0177 -0.0003 -1.6% 0.0000
Volume 137,104 90,963 -46,141 -33.7% 595,037
Daily Pivots for day following 23-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.5451 1.5378 1.5101
R3 1.5311 1.5238 1.5063
R2 1.5171 1.5171 1.5050
R1 1.5098 1.5098 1.5037 1.5065
PP 1.5031 1.5031 1.5031 1.5015
S1 1.4958 1.4958 1.5011 1.4925
S2 1.4891 1.4891 1.4998
S3 1.4751 1.4818 1.4986
S4 1.4611 1.4678 1.4947
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% 0.0174 1.2% 22% False False 121,976
10 1.5375 1.4864 0.0511 3.4% 0.0183 1.2% 31% False False 98,493
20 1.5460 1.4772 0.0688 4.6% 0.0180 1.2% 37% False False 53,680
40 1.6256 1.4772 0.1484 9.9% 0.0164 1.1% 17% False False 27,058
60 1.6434 1.4772 0.1662 11.1% 0.0156 1.0% 15% False False 18,098
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 0.0034
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5700
2.618 1.5472
1.618 1.5332
1.000 1.5245
0.618 1.5192
HIGH 1.5105
0.618 1.5052
0.500 1.5035
0.382 1.5018
LOW 1.4965
0.618 1.4878
1.000 1.4825
1.618 1.4738
2.618 1.4598
4.250 1.4370
Fisher Pivots for day following 23-Mar-2010
Pivot 1 day 3 day
R1 1.5035 1.5086
PP 1.5031 1.5065
S1 1.5028 1.5045

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

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