CME British Pound Future June 2010


Trading Metrics calculated at close of trading on 01-Mar-2010
Day Change Summary
Previous Current
26-Feb-2010 01-Mar-2010 Change Change % Previous Week
Open 1.5245 1.5172 -0.0073 -0.5% 1.5426
High 1.5309 1.5187 -0.0122 -0.8% 1.5556
Low 1.5143 1.4772 -0.0371 -2.4% 1.5143
Close 1.5236 1.4999 -0.0237 -1.6% 1.5236
Range 0.0166 0.0415 0.0249 150.0% 0.0413
ATR 0.0158 0.0179 0.0022 13.9% 0.0000
Volume 2,076 1,511 -565 -27.2% 4,927
Daily Pivots for day following 01-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.6231 1.6030 1.5227
R3 1.5816 1.5615 1.5113
R2 1.5401 1.5401 1.5075
R1 1.5200 1.5200 1.5037 1.5093
PP 1.4986 1.4986 1.4986 1.4933
S1 1.4785 1.4785 1.4961 1.4678
S2 1.4571 1.4571 1.4923
S3 1.4156 1.4370 1.4885
S4 1.3741 1.3955 1.4771
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 1.4772 0.0784 5.2% 0.0212 1.4% 29% False True 1,164
10 1.5800 1.4772 0.1028 6.9% 0.0179 1.2% 22% False True 908
20 1.6046 1.4772 0.1274 8.5% 0.0162 1.1% 18% False True 650
40 1.6434 1.4772 0.1662 11.1% 0.0151 1.0% 14% False True 431
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 50 trading days
Fibonacci Retracements and Extensions
4.250 1.6951
2.618 1.6273
1.618 1.5858
1.000 1.5602
0.618 1.5443
HIGH 1.5187
0.618 1.5028
0.500 1.4980
0.382 1.4931
LOW 1.4772
0.618 1.4516
1.000 1.4357
1.618 1.4101
2.618 1.3686
4.250 1.3008
Fisher Pivots for day following 01-Mar-2010
Pivot 1 day 3 day
R1 1.4993 1.5089
PP 1.4986 1.5059
S1 1.4980 1.5029

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

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