CME British Pound Future June 2010


Trading Metrics calculated at close of trading on 22-Feb-2010
Day Change Summary
Previous Current
19-Feb-2010 22-Feb-2010 Change Change % Previous Week
Open 1.5444 1.5426 -0.0018 -0.1% 1.5654
High 1.5480 1.5500 0.0020 0.1% 1.5800
Low 1.5336 1.5426 0.0090 0.6% 1.5336
Close 1.5453 1.5476 0.0023 0.1% 1.5453
Range 0.0144 0.0074 -0.0070 -48.6% 0.0464
ATR 0.0162 0.0156 -0.0006 -3.9% 0.0000
Volume 1,016 615 -401 -39.5% 2,649
Daily Pivots for day following 22-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.5689 1.5657 1.5517
R3 1.5615 1.5583 1.5496
R2 1.5541 1.5541 1.5490
R1 1.5509 1.5509 1.5483 1.5525
PP 1.5467 1.5467 1.5467 1.5476
S1 1.5435 1.5435 1.5469 1.5451
S2 1.5393 1.5393 1.5462
S3 1.5319 1.5361 1.5456
S4 1.5245 1.5287 1.5435
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.6922 1.6651 1.5708
R3 1.6458 1.6187 1.5581
R2 1.5994 1.5994 1.5538
R1 1.5723 1.5723 1.5496 1.5627
PP 1.5530 1.5530 1.5530 1.5481
S1 1.5259 1.5259 1.5410 1.5163
S2 1.5066 1.5066 1.5368
S3 1.4602 1.4795 1.5325
S4 1.4138 1.4331 1.5198
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5800 1.5336 0.0464 3.0% 0.0145 0.9% 30% False False 652
10 1.5800 1.5336 0.0464 3.0% 0.0148 1.0% 30% False False 584
20 1.6256 1.5336 0.0920 5.9% 0.0147 0.9% 15% False False 432
40 1.6434 1.5336 0.1098 7.1% 0.0141 0.9% 13% False False 297
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0031
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.5815
2.618 1.5694
1.618 1.5620
1.000 1.5574
0.618 1.5546
HIGH 1.5500
0.618 1.5472
0.500 1.5463
0.382 1.5454
LOW 1.5426
0.618 1.5380
1.000 1.5352
1.618 1.5306
2.618 1.5232
4.250 1.5112
Fisher Pivots for day following 22-Feb-2010
Pivot 1 day 3 day
R1 1.5472 1.5504
PP 1.5467 1.5495
S1 1.5463 1.5485

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

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