CME British Pound Future June 2010


Trading Metrics calculated at close of trading on 09-Feb-2010
Day Change Summary
Previous Current
08-Feb-2010 09-Feb-2010 Change Change % Previous Week
Open 1.5577 1.5580 0.0003 0.0% 1.5929
High 1.5642 1.5726 0.0084 0.5% 1.6046
Low 1.5549 1.5552 0.0003 0.0% 1.5556
Close 1.5600 1.5672 0.0072 0.5% 1.5591
Range 0.0093 0.0174 0.0081 87.1% 0.0490
ATR 0.0144 0.0146 0.0002 1.5% 0.0000
Volume 1,185 421 -764 -64.5% 1,337
Daily Pivots for day following 09-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.6172 1.6096 1.5768
R3 1.5998 1.5922 1.5720
R2 1.5824 1.5824 1.5704
R1 1.5748 1.5748 1.5688 1.5786
PP 1.5650 1.5650 1.5650 1.5669
S1 1.5574 1.5574 1.5656 1.5612
S2 1.5476 1.5476 1.5640
S3 1.5302 1.5400 1.5624
S4 1.5128 1.5226 1.5576
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% 0.0161 1.0% 25% False False 477
10 1.6256 1.5549 0.0707 4.5% 0.0144 0.9% 17% False False 392
20 1.6434 1.5549 0.0885 5.6% 0.0137 0.9% 14% False False 289
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 0.0034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6466
2.618 1.6182
1.618 1.6008
1.000 1.5900
0.618 1.5834
HIGH 1.5726
0.618 1.5660
0.500 1.5639
0.382 1.5618
LOW 1.5552
0.618 1.5444
1.000 1.5378
1.618 1.5270
2.618 1.5096
4.250 1.4813
Fisher Pivots for day following 09-Feb-2010
Pivot 1 day 3 day
R1 1.5661 1.5665
PP 1.5650 1.5658
S1 1.5639 1.5651

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

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