CME British Pound Future March 2010


Trading Metrics calculated at close of trading on 19-Feb-2010
Day Change Summary
Previous Current
18-Feb-2010 19-Feb-2010 Change Change % Previous Week
Open 1.5682 1.5485 -0.0197 -1.3% 1.5663
High 1.5687 1.5493 -0.0194 -1.2% 1.5813
Low 1.5487 1.5336 -0.0151 -1.0% 1.5336
Close 1.5624 1.5463 -0.0161 -1.0% 1.5463
Range 0.0200 0.0157 -0.0043 -21.5% 0.0477
ATR 0.0170 0.0179 0.0008 4.9% 0.0000
Volume 107,722 126,921 19,199 17.8% 487,388
Daily Pivots for day following 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.5902 1.5839 1.5549
R3 1.5745 1.5682 1.5506
R2 1.5588 1.5588 1.5492
R1 1.5525 1.5525 1.5477 1.5478
PP 1.5431 1.5431 1.5431 1.5407
S1 1.5368 1.5368 1.5449 1.5321
S2 1.5274 1.5274 1.5434
S3 1.5117 1.5211 1.5420
S4 1.4960 1.5054 1.5377
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.6968 1.6693 1.5725
R3 1.6491 1.6216 1.5594
R2 1.6014 1.6014 1.5550
R1 1.5739 1.5739 1.5507 1.5638
PP 1.5537 1.5537 1.5537 1.5487
S1 1.5262 1.5262 1.5419 1.5161
S2 1.5060 1.5060 1.5376
S3 1.4583 1.4785 1.5332
S4 1.4106 1.4308 1.5201
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5813 1.5336 0.0477 3.1% 0.0172 1.1% 27% False True 128,237
10 1.5813 1.5336 0.0477 3.1% 0.0174 1.1% 27% False True 137,149
20 1.6279 1.5336 0.0943 6.1% 0.0170 1.1% 13% False True 132,323
40 1.6454 1.5336 0.1118 7.2% 0.0164 1.1% 11% False True 109,441
60 1.6731 1.5336 0.1395 9.0% 0.0174 1.1% 9% False True 86,371
80 1.6850 1.5336 0.1514 9.8% 0.0164 1.1% 8% False True 64,819
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6160
2.618 1.5904
1.618 1.5747
1.000 1.5650
0.618 1.5590
HIGH 1.5493
0.618 1.5433
0.500 1.5415
0.382 1.5396
LOW 1.5336
0.618 1.5239
1.000 1.5179
1.618 1.5082
2.618 1.4925
4.250 1.4669
Fisher Pivots for day following 19-Feb-2010
Pivot 1 day 3 day
R1 1.5447 1.5575
PP 1.5431 1.5537
S1 1.5415 1.5500

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

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