CME British Pound Future June 2010


Trading Metrics calculated at close of trading on 13-May-2010
Day Change Summary
Previous Current
12-May-2010 13-May-2010 Change Change % Previous Week
Open 1.4930 1.4829 -0.0101 -0.7% 1.5315
High 1.5043 1.4916 -0.0127 -0.8% 1.5317
Low 1.4815 1.4594 -0.0221 -1.5% 1.4476
Close 1.4819 1.4639 -0.0180 -1.2% 1.4808
Range 0.0228 0.0322 0.0094 41.2% 0.0841
ATR 0.0210 0.0218 0.0008 3.8% 0.0000
Volume 217,579 153,182 -64,397 -29.6% 746,983
Daily Pivots for day following 13-May-2010
Classic Woodie Camarilla DeMark
R4 1.5682 1.5483 1.4816
R3 1.5360 1.5161 1.4728
R2 1.5038 1.5038 1.4698
R1 1.4839 1.4839 1.4669 1.4778
PP 1.4716 1.4716 1.4716 1.4686
S1 1.4517 1.4517 1.4609 1.4456
S2 1.4394 1.4394 1.4580
S3 1.4072 1.4195 1.4550
S4 1.3750 1.3873 1.4462
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 1.7390 1.6940 1.5271
R3 1.6549 1.6099 1.5039
R2 1.5708 1.5708 1.4962
R1 1.5258 1.5258 1.4885 1.5063
PP 1.4867 1.4867 1.4867 1.4769
S1 1.4417 1.4417 1.4731 1.4222
S2 1.4026 1.4026 1.4654
S3 1.3185 1.3576 1.4577
S4 1.2344 1.2735 1.4345
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5054 1.4476 0.0578 3.9% 0.0319 2.2% 28% False False 222,679
10 1.5389 1.4476 0.0913 6.2% 0.0262 1.8% 18% False False 174,163
20 1.5498 1.4476 0.1022 7.0% 0.0209 1.4% 16% False False 149,161
40 1.5520 1.4476 0.1044 7.1% 0.0180 1.2% 16% False False 125,287
60 1.5672 1.4476 0.1196 8.2% 0.0178 1.2% 14% False False 93,452
80 1.6302 1.4476 0.1826 12.5% 0.0170 1.2% 9% False False 70,175
100 1.6434 1.4476 0.1958 13.4% 0.0163 1.1% 8% False False 56,172
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0073
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6285
2.618 1.5759
1.618 1.5437
1.000 1.5238
0.618 1.5115
HIGH 1.4916
0.618 1.4793
0.500 1.4755
0.382 1.4717
LOW 1.4594
0.618 1.4395
1.000 1.4272
1.618 1.4073
2.618 1.3751
4.250 1.3226
Fisher Pivots for day following 13-May-2010
Pivot 1 day 3 day
R1 1.4755 1.4819
PP 1.4716 1.4759
S1 1.4678 1.4699

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

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