CME British Pound Future June 2010


Trading Metrics calculated at close of trading on 06-Jan-2010
Day Change Summary
Previous Current
05-Jan-2010 06-Jan-2010 Change Change % Previous Week
Open 1.6081 1.5940 -0.0141 -0.9% 1.5930
High 1.6137 1.6025 -0.0112 -0.7% 1.6212
Low 1.5952 1.5935 -0.0017 -0.1% 1.5816
Close 1.5984 1.5983 -0.0001 0.0% 1.6138
Range 0.0185 0.0090 -0.0095 -51.4% 0.0396
ATR 0.0000 0.0149 0.0149 0.0000
Volume 324 126 -198 -61.1% 588
Daily Pivots for day following 06-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.6251 1.6207 1.6033
R3 1.6161 1.6117 1.6008
R2 1.6071 1.6071 1.6000
R1 1.6027 1.6027 1.5991 1.6049
PP 1.5981 1.5981 1.5981 1.5992
S1 1.5937 1.5937 1.5975 1.5959
S2 1.5891 1.5891 1.5967
S3 1.5801 1.5847 1.5958
S4 1.5711 1.5757 1.5934
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.7243 1.7087 1.6356
R3 1.6847 1.6691 1.6247
R2 1.6451 1.6451 1.6211
R1 1.6295 1.6295 1.6174 1.6373
PP 1.6055 1.6055 1.6055 1.6095
S1 1.5899 1.5899 1.6102 1.5977
S2 1.5659 1.5659 1.6065
S3 1.5263 1.5503 1.6029
S4 1.4867 1.5107 1.5920
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6212 1.5816 0.0396 2.5% 0.0169 1.1% 42% False False 220
10 1.6212 1.5816 0.0396 2.5% 0.0137 0.9% 42% False False 155
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 1.6408
2.618 1.6261
1.618 1.6171
1.000 1.6115
0.618 1.6081
HIGH 1.6025
0.618 1.5991
0.500 1.5980
0.382 1.5969
LOW 1.5935
0.618 1.5879
1.000 1.5845
1.618 1.5789
2.618 1.5699
4.250 1.5553
Fisher Pivots for day following 06-Jan-2010
Pivot 1 day 3 day
R1 1.5982 1.6070
PP 1.5981 1.6041
S1 1.5980 1.6012

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

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