CME British Pound Future June 2010


Trading Metrics calculated at close of trading on 18-Feb-2010
Day Change Summary
Previous Current
17-Feb-2010 18-Feb-2010 Change Change % Previous Week
Open 1.5767 1.5672 -0.0095 -0.6% 1.5577
High 1.5800 1.5672 -0.0128 -0.8% 1.5750
Low 1.5654 1.5486 -0.0168 -1.1% 1.5549
Close 1.5675 1.5614 -0.0061 -0.4% 1.5653
Range 0.0146 0.0186 0.0040 27.4% 0.0201
ATR 0.0151 0.0153 0.0003 1.8% 0.0000
Volume 613 607 -6 -1.0% 2,584
Daily Pivots for day following 18-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.6149 1.6067 1.5716
R3 1.5963 1.5881 1.5665
R2 1.5777 1.5777 1.5648
R1 1.5695 1.5695 1.5631 1.5643
PP 1.5591 1.5591 1.5591 1.5565
S1 1.5509 1.5509 1.5597 1.5457
S2 1.5405 1.5405 1.5580
S3 1.5219 1.5323 1.5563
S4 1.5033 1.5137 1.5512
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.6254 1.6154 1.5764
R3 1.6053 1.5953 1.5708
R2 1.5852 1.5852 1.5690
R1 1.5752 1.5752 1.5671 1.5802
PP 1.5651 1.5651 1.5651 1.5676
S1 1.5551 1.5551 1.5635 1.5601
S2 1.5450 1.5450 1.5616
S3 1.5249 1.5350 1.5598
S4 1.5048 1.5149 1.5542
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5800 1.5486 0.0314 2.0% 0.0160 1.0% 41% False True 484
10 1.5906 1.5486 0.0420 2.7% 0.0163 1.0% 30% False True 479
20 1.6259 1.5486 0.0773 5.0% 0.0153 1.0% 17% False True 361
40 1.6434 1.5486 0.0948 6.1% 0.0142 0.9% 14% False True 263
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0029
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.6463
2.618 1.6159
1.618 1.5973
1.000 1.5858
0.618 1.5787
HIGH 1.5672
0.618 1.5601
0.500 1.5579
0.382 1.5557
LOW 1.5486
0.618 1.5371
1.000 1.5300
1.618 1.5185
2.618 1.4999
4.250 1.4696
Fisher Pivots for day following 18-Feb-2010
Pivot 1 day 3 day
R1 1.5602 1.5643
PP 1.5591 1.5633
S1 1.5579 1.5624

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

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