CME British Pound Future June 2010


Trading Metrics calculated at close of trading on 18-May-2010
Day Change Summary
Previous Current
17-May-2010 18-May-2010 Change Change % Previous Week
Open 1.4518 1.4483 -0.0035 -0.2% 1.4829
High 1.4558 1.4522 -0.0036 -0.2% 1.5054
Low 1.4250 1.4304 0.0054 0.4% 1.4495
Close 1.4476 1.4321 -0.0155 -1.1% 1.4558
Range 0.0308 0.0218 -0.0090 -29.2% 0.0559
ATR 0.0219 0.0219 0.0000 0.0% 0.0000
Volume 155,463 154,142 -1,321 -0.8% 999,093
Daily Pivots for day following 18-May-2010
Classic Woodie Camarilla DeMark
R4 1.5036 1.4897 1.4441
R3 1.4818 1.4679 1.4381
R2 1.4600 1.4600 1.4361
R1 1.4461 1.4461 1.4341 1.4422
PP 1.4382 1.4382 1.4382 1.4363
S1 1.4243 1.4243 1.4301 1.4204
S2 1.4164 1.4164 1.4281
S3 1.3946 1.4025 1.4261
S4 1.3728 1.3807 1.4201
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% 0.0244 1.7% 9% False False 162,288
10 1.5171 1.4250 0.0921 6.4% 0.0286 2.0% 8% False False 186,814
20 1.5498 1.4250 0.1248 8.7% 0.0219 1.5% 6% False False 153,885
40 1.5520 1.4250 0.1270 8.9% 0.0182 1.3% 6% False False 126,563
60 1.5556 1.4250 0.1306 9.1% 0.0182 1.3% 5% False False 100,760
80 1.6256 1.4250 0.2006 14.0% 0.0173 1.2% 4% False False 75,678
100 1.6434 1.4250 0.2184 15.3% 0.0165 1.2% 3% False False 60,575
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0077
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5449
2.618 1.5093
1.618 1.4875
1.000 1.4740
0.618 1.4657
HIGH 1.4522
0.618 1.4439
0.500 1.4413
0.382 1.4387
LOW 1.4304
0.618 1.4169
1.000 1.4086
1.618 1.3951
2.618 1.3733
4.250 1.3378
Fisher Pivots for day following 18-May-2010
Pivot 1 day 3 day
R1 1.4413 1.4444
PP 1.4382 1.4403
S1 1.4352 1.4362

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

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