CME British Pound Future June 2010


Trading Metrics calculated at close of trading on 08-Feb-2010
Day Change Summary
Previous Current
05-Feb-2010 08-Feb-2010 Change Change % Previous Week
Open 1.5752 1.5577 -0.0175 -1.1% 1.5929
High 1.5752 1.5642 -0.0110 -0.7% 1.6046
Low 1.5556 1.5549 -0.0007 0.0% 1.5556
Close 1.5591 1.5600 0.0009 0.1% 1.5591
Range 0.0196 0.0093 -0.0103 -52.6% 0.0490
ATR 0.0148 0.0144 -0.0004 -2.7% 0.0000
Volume 398 1,185 787 197.7% 1,337
Daily Pivots for day following 08-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.5876 1.5831 1.5651
R3 1.5783 1.5738 1.5626
R2 1.5690 1.5690 1.5617
R1 1.5645 1.5645 1.5609 1.5668
PP 1.5597 1.5597 1.5597 1.5608
S1 1.5552 1.5552 1.5591 1.5575
S2 1.5504 1.5504 1.5583
S3 1.5411 1.5459 1.5574
S4 1.5318 1.5366 1.5549
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.7201 1.6886 1.5861
R3 1.6711 1.6396 1.5726
R2 1.6221 1.6221 1.5681
R1 1.5906 1.5906 1.5636 1.5819
PP 1.5731 1.5731 1.5731 1.5687
S1 1.5416 1.5416 1.5546 1.5329
S2 1.5241 1.5241 1.5501
S3 1.4751 1.4926 1.5456
S4 1.4261 1.4436 1.5322
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6046 1.5549 0.0497 3.2% 0.0138 0.9% 10% False True 430
10 1.6256 1.5549 0.0707 4.5% 0.0141 0.9% 7% False True 362
20 1.6434 1.5549 0.0885 5.7% 0.0135 0.9% 6% False True 273
Crabel Price Patterns
NR True
NR4 True
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 0.0032
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6037
2.618 1.5885
1.618 1.5792
1.000 1.5735
0.618 1.5699
HIGH 1.5642
0.618 1.5606
0.500 1.5596
0.382 1.5585
LOW 1.5549
0.618 1.5492
1.000 1.5456
1.618 1.5399
2.618 1.5306
4.250 1.5154
Fisher Pivots for day following 08-Feb-2010
Pivot 1 day 3 day
R1 1.5599 1.5728
PP 1.5597 1.5685
S1 1.5596 1.5643

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

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