CME British Pound Future June 2010


Trading Metrics calculated at close of trading on 25-Feb-2010
Day Change Summary
Previous Current
24-Feb-2010 25-Feb-2010 Change Change % Previous Week
Open 1.5429 1.5405 -0.0024 -0.2% 1.5654
High 1.5460 1.5405 -0.0055 -0.4% 1.5800
Low 1.5375 1.5182 -0.0193 -1.3% 1.5336
Close 1.5386 1.5235 -0.0151 -1.0% 1.5453
Range 0.0085 0.0223 0.0138 162.4% 0.0464
ATR 0.0152 0.0157 0.0005 3.3% 0.0000
Volume 875 923 48 5.5% 2,649
Daily Pivots for day following 25-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.5943 1.5812 1.5358
R3 1.5720 1.5589 1.5296
R2 1.5497 1.5497 1.5276
R1 1.5366 1.5366 1.5255 1.5320
PP 1.5274 1.5274 1.5274 1.5251
S1 1.5143 1.5143 1.5215 1.5097
S2 1.5051 1.5051 1.5194
S3 1.4828 1.4920 1.5174
S4 1.4605 1.4697 1.5112
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 1.5556 1.5182 0.0374 2.5% 0.0139 0.9% 14% False True 773
10 1.5800 1.5182 0.0618 4.1% 0.0150 1.0% 9% False True 628
20 1.6256 1.5182 0.1074 7.0% 0.0150 1.0% 5% False True 504
40 1.6434 1.5182 0.1252 8.2% 0.0148 1.0% 4% False True 348
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0032
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 1.6353
2.618 1.5989
1.618 1.5766
1.000 1.5628
0.618 1.5543
HIGH 1.5405
0.618 1.5320
0.500 1.5294
0.382 1.5267
LOW 1.5182
0.618 1.5044
1.000 1.4959
1.618 1.4821
2.618 1.4598
4.250 1.4234
Fisher Pivots for day following 25-Feb-2010
Pivot 1 day 3 day
R1 1.5294 1.5369
PP 1.5274 1.5324
S1 1.5255 1.5280

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

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