CME British Pound Future June 2010


Trading Metrics calculated at close of trading on 11-Feb-2010
Day Change Summary
Previous Current
10-Feb-2010 11-Feb-2010 Change Change % Previous Week
Open 1.5697 1.5593 -0.0104 -0.7% 1.5929
High 1.5750 1.5703 -0.0047 -0.3% 1.6046
Low 1.5560 1.5555 -0.0005 0.0% 1.5556
Close 1.5575 1.5682 0.0107 0.7% 1.5591
Range 0.0190 0.0148 -0.0042 -22.1% 0.0490
ATR 0.0149 0.0149 0.0000 -0.1% 0.0000
Volume 190 349 159 83.7% 1,337
Daily Pivots for day following 11-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.6091 1.6034 1.5763
R3 1.5943 1.5886 1.5723
R2 1.5795 1.5795 1.5709
R1 1.5738 1.5738 1.5696 1.5767
PP 1.5647 1.5647 1.5647 1.5661
S1 1.5590 1.5590 1.5668 1.5619
S2 1.5499 1.5499 1.5655
S3 1.5351 1.5442 1.5641
S4 1.5203 1.5294 1.5601
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 1.5752 1.5549 0.0203 1.3% 0.0160 1.0% 66% False False 508
10 1.6147 1.5549 0.0598 3.8% 0.0149 0.9% 22% False False 387
20 1.6434 1.5549 0.0885 5.6% 0.0142 0.9% 15% False False 303
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 0.0034
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6332
2.618 1.6090
1.618 1.5942
1.000 1.5851
0.618 1.5794
HIGH 1.5703
0.618 1.5646
0.500 1.5629
0.382 1.5612
LOW 1.5555
0.618 1.5464
1.000 1.5407
1.618 1.5316
2.618 1.5168
4.250 1.4926
Fisher Pivots for day following 11-Feb-2010
Pivot 1 day 3 day
R1 1.5664 1.5672
PP 1.5647 1.5661
S1 1.5629 1.5651

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

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