CME British Pound Future June 2010


Trading Metrics calculated at close of trading on 17-May-2010
Day Change Summary
Previous Current
14-May-2010 17-May-2010 Change Change % Previous Week
Open 1.4592 1.4518 -0.0074 -0.5% 1.4829
High 1.4637 1.4558 -0.0079 -0.5% 1.5054
Low 1.4495 1.4250 -0.0245 -1.7% 1.4495
Close 1.4558 1.4476 -0.0082 -0.6% 1.4558
Range 0.0142 0.0308 0.0166 116.9% 0.0559
ATR 0.0213 0.0219 0.0007 3.2% 0.0000
Volume 131,077 155,463 24,386 18.6% 999,093
Daily Pivots for day following 17-May-2010
Classic Woodie Camarilla DeMark
R4 1.5352 1.5222 1.4645
R3 1.5044 1.4914 1.4561
R2 1.4736 1.4736 1.4532
R1 1.4606 1.4606 1.4504 1.4517
PP 1.4428 1.4428 1.4428 1.4384
S1 1.4298 1.4298 1.4448 1.4209
S2 1.4120 1.4120 1.4420
S3 1.3812 1.3990 1.4391
S4 1.3504 1.3682 1.4307
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 1.6379 1.6028 1.4865
R3 1.5820 1.5469 1.4712
R2 1.5261 1.5261 1.4660
R1 1.4910 1.4910 1.4609 1.4806
PP 1.4702 1.4702 1.4702 1.4651
S1 1.4351 1.4351 1.4507 1.4247
S2 1.4143 1.4143 1.4456
S3 1.3584 1.3792 1.4404
S4 1.3025 1.3233 1.4251
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5043 1.4250 0.0793 5.5% 0.0257 1.8% 28% False True 169,953
10 1.5263 1.4250 0.1013 7.0% 0.0282 1.9% 22% False True 177,439
20 1.5498 1.4250 0.1248 8.6% 0.0215 1.5% 18% False True 152,451
40 1.5520 1.4250 0.1270 8.8% 0.0181 1.3% 18% False True 126,137
60 1.5556 1.4250 0.1306 9.0% 0.0180 1.2% 17% False True 98,201
80 1.6256 1.4250 0.2006 13.9% 0.0173 1.2% 11% False True 73,752
100 1.6434 1.4250 0.2184 15.1% 0.0165 1.1% 10% False True 59,034
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0075
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5867
2.618 1.5364
1.618 1.5056
1.000 1.4866
0.618 1.4748
HIGH 1.4558
0.618 1.4440
0.500 1.4404
0.382 1.4368
LOW 1.4250
0.618 1.4060
1.000 1.3942
1.618 1.3752
2.618 1.3444
4.250 1.2941
Fisher Pivots for day following 17-May-2010
Pivot 1 day 3 day
R1 1.4452 1.4583
PP 1.4428 1.4547
S1 1.4404 1.4512

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

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