CME British Pound Future June 2010


Trading Metrics calculated at close of trading on 02-Mar-2010
Day Change Summary
Previous Current
01-Mar-2010 02-Mar-2010 Change Change % Previous Week
Open 1.5172 1.4975 -0.0197 -1.3% 1.5426
High 1.5187 1.4976 -0.0211 -1.4% 1.5556
Low 1.4772 1.4847 0.0075 0.5% 1.5143
Close 1.4999 1.4938 -0.0061 -0.4% 1.5236
Range 0.0415 0.0129 -0.0286 -68.9% 0.0413
ATR 0.0179 0.0178 -0.0002 -1.1% 0.0000
Volume 1,511 3,857 2,346 155.3% 4,927
Daily Pivots for day following 02-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.5307 1.5252 1.5009
R3 1.5178 1.5123 1.4973
R2 1.5049 1.5049 1.4962
R1 1.4994 1.4994 1.4950 1.4957
PP 1.4920 1.4920 1.4920 1.4902
S1 1.4865 1.4865 1.4926 1.4828
S2 1.4791 1.4791 1.4914
S3 1.4662 1.4736 1.4903
S4 1.4533 1.4607 1.4867
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 1.5460 1.4772 0.0688 4.6% 0.0204 1.4% 24% False False 1,848
10 1.5800 1.4772 0.1028 6.9% 0.0174 1.2% 16% False False 1,253
20 1.6046 1.4772 0.1274 8.5% 0.0163 1.1% 13% False False 824
40 1.6434 1.4772 0.1662 11.1% 0.0150 1.0% 10% False False 521
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5524
2.618 1.5314
1.618 1.5185
1.000 1.5105
0.618 1.5056
HIGH 1.4976
0.618 1.4927
0.500 1.4912
0.382 1.4896
LOW 1.4847
0.618 1.4767
1.000 1.4718
1.618 1.4638
2.618 1.4509
4.250 1.4299
Fisher Pivots for day following 02-Mar-2010
Pivot 1 day 3 day
R1 1.4929 1.5041
PP 1.4920 1.5006
S1 1.4912 1.4972

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

View Archives - Comment on this page... - Back to Index of Symbols