CME British Pound Future June 2010


Trading Metrics calculated at close of trading on 25-May-2010
Day Change Summary
Previous Current
24-May-2010 25-May-2010 Change Change % Previous Week
Open 1.4462 1.4411 -0.0051 -0.4% 1.4518
High 1.4529 1.4445 -0.0084 -0.6% 1.4558
Low 1.4352 1.4260 -0.0092 -0.6% 1.4227
Close 1.4445 1.4365 -0.0080 -0.6% 1.4472
Range 0.0177 0.0185 0.0008 4.5% 0.0331
ATR 0.0214 0.0212 -0.0002 -1.0% 0.0000
Volume 137,365 84,453 -52,912 -38.5% 789,295
Daily Pivots for day following 25-May-2010
Classic Woodie Camarilla DeMark
R4 1.4912 1.4823 1.4467
R3 1.4727 1.4638 1.4416
R2 1.4542 1.4542 1.4399
R1 1.4453 1.4453 1.4382 1.4405
PP 1.4357 1.4357 1.4357 1.4333
S1 1.4268 1.4268 1.4348 1.4220
S2 1.4172 1.4172 1.4331
S3 1.3987 1.4083 1.4314
S4 1.3802 1.3898 1.4263
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 1.5412 1.5273 1.4654
R3 1.5081 1.4942 1.4563
R2 1.4750 1.4750 1.4533
R1 1.4611 1.4611 1.4502 1.4515
PP 1.4419 1.4419 1.4419 1.4371
S1 1.4280 1.4280 1.4442 1.4184
S2 1.4088 1.4088 1.4411
S3 1.3757 1.3949 1.4381
S4 1.3426 1.3618 1.4290
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4529 1.4227 0.0302 2.1% 0.0198 1.4% 46% False False 140,301
10 1.5043 1.4227 0.0816 5.7% 0.0221 1.5% 17% False False 151,295
20 1.5389 1.4227 0.1162 8.1% 0.0232 1.6% 12% False False 160,623
40 1.5520 1.4227 0.1293 9.0% 0.0187 1.3% 11% False False 130,161
60 1.5520 1.4227 0.1293 9.0% 0.0181 1.3% 11% False False 112,354
80 1.6046 1.4227 0.1819 12.7% 0.0176 1.2% 8% False False 84,428
100 1.6434 1.4227 0.2207 15.4% 0.0169 1.2% 6% False False 67,585
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 0.0051
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5231
2.618 1.4929
1.618 1.4744
1.000 1.4630
0.618 1.4559
HIGH 1.4445
0.618 1.4374
0.500 1.4353
0.382 1.4331
LOW 1.4260
0.618 1.4146
1.000 1.4075
1.618 1.3961
2.618 1.3776
4.250 1.3474
Fisher Pivots for day following 25-May-2010
Pivot 1 day 3 day
R1 1.4361 1.4395
PP 1.4357 1.4385
S1 1.4353 1.4375

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

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