CME British Pound Future June 2010


Trading Metrics calculated at close of trading on 26-Feb-2010
Day Change Summary
Previous Current
25-Feb-2010 26-Feb-2010 Change Change % Previous Week
Open 1.5405 1.5245 -0.0160 -1.0% 1.5426
High 1.5405 1.5309 -0.0096 -0.6% 1.5556
Low 1.5182 1.5143 -0.0039 -0.3% 1.5143
Close 1.5235 1.5236 0.0001 0.0% 1.5236
Range 0.0223 0.0166 -0.0057 -25.6% 0.0413
ATR 0.0157 0.0158 0.0001 0.4% 0.0000
Volume 923 2,076 1,153 124.9% 4,927
Daily Pivots for day following 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.5727 1.5648 1.5327
R3 1.5561 1.5482 1.5282
R2 1.5395 1.5395 1.5266
R1 1.5316 1.5316 1.5251 1.5273
PP 1.5229 1.5229 1.5229 1.5208
S1 1.5150 1.5150 1.5221 1.5107
S2 1.5063 1.5063 1.5206
S3 1.4897 1.4984 1.5190
S4 1.4731 1.4818 1.5145
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.6551 1.6306 1.5463
R3 1.6138 1.5893 1.5350
R2 1.5725 1.5725 1.5312
R1 1.5480 1.5480 1.5274 1.5396
PP 1.5312 1.5312 1.5312 1.5270
S1 1.5067 1.5067 1.5198 1.4983
S2 1.4899 1.4899 1.5160
S3 1.4486 1.4654 1.5122
S4 1.4073 1.4241 1.5009
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5556 1.5143 0.0413 2.7% 0.0144 0.9% 23% False True 985
10 1.5800 1.5143 0.0657 4.3% 0.0152 1.0% 14% False True 801
20 1.6147 1.5143 0.1004 6.6% 0.0150 1.0% 9% False True 594
40 1.6434 1.5143 0.1291 8.5% 0.0147 1.0% 7% False True 396
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6015
2.618 1.5744
1.618 1.5578
1.000 1.5475
0.618 1.5412
HIGH 1.5309
0.618 1.5246
0.500 1.5226
0.382 1.5206
LOW 1.5143
0.618 1.5040
1.000 1.4977
1.618 1.4874
2.618 1.4708
4.250 1.4438
Fisher Pivots for day following 26-Feb-2010
Pivot 1 day 3 day
R1 1.5233 1.5302
PP 1.5229 1.5280
S1 1.5226 1.5258

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

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