CME British Pound Future June 2010


Trading Metrics calculated at close of trading on 04-Jun-2010
Day Change Summary
Previous Current
03-Jun-2010 04-Jun-2010 Change Change % Previous Week
Open 1.4658 1.4616 -0.0042 -0.3% 1.4442
High 1.4744 1.4682 -0.0062 -0.4% 1.4772
Low 1.4587 1.4450 -0.0137 -0.9% 1.4425
Close 1.4637 1.4459 -0.0178 -1.2% 1.4459
Range 0.0157 0.0232 0.0075 47.8% 0.0347
ATR 0.0209 0.0210 0.0002 0.8% 0.0000
Volume 133,683 91,809 -41,874 -31.3% 526,361
Daily Pivots for day following 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.5226 1.5075 1.4587
R3 1.4994 1.4843 1.4523
R2 1.4762 1.4762 1.4502
R1 1.4611 1.4611 1.4480 1.4571
PP 1.4530 1.4530 1.4530 1.4510
S1 1.4379 1.4379 1.4438 1.4339
S2 1.4298 1.4298 1.4416
S3 1.4066 1.4147 1.4395
S4 1.3834 1.3915 1.4331
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.5593 1.5373 1.4650
R3 1.5246 1.5026 1.4554
R2 1.4899 1.4899 1.4523
R1 1.4679 1.4679 1.4491 1.4789
PP 1.4552 1.4552 1.4552 1.4607
S1 1.4332 1.4332 1.4427 1.4442
S2 1.4205 1.4205 1.4395
S3 1.3858 1.3985 1.4364
S4 1.3511 1.3638 1.4268
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4772 1.4425 0.0347 2.4% 0.0217 1.5% 10% False False 132,989
10 1.4772 1.4260 0.0512 3.5% 0.0198 1.4% 39% False False 127,074
20 1.5054 1.4227 0.0827 5.7% 0.0234 1.6% 28% False False 156,743
40 1.5520 1.4227 0.1293 8.9% 0.0198 1.4% 18% False False 137,044
60 1.5520 1.4227 0.1293 8.9% 0.0188 1.3% 18% False False 125,174
80 1.5800 1.4227 0.1573 10.9% 0.0182 1.3% 15% False False 95,382
100 1.6434 1.4227 0.2207 15.3% 0.0173 1.2% 11% False False 76,364
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 0.0044
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5668
2.618 1.5289
1.618 1.5057
1.000 1.4914
0.618 1.4825
HIGH 1.4682
0.618 1.4593
0.500 1.4566
0.382 1.4539
LOW 1.4450
0.618 1.4307
1.000 1.4218
1.618 1.4075
2.618 1.3843
4.250 1.3464
Fisher Pivots for day following 04-Jun-2010
Pivot 1 day 3 day
R1 1.4566 1.4611
PP 1.4530 1.4560
S1 1.4495 1.4510

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

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