CME British Pound Future June 2010


Trading Metrics calculated at close of trading on 08-Mar-2010
Day Change Summary
Previous Current
05-Mar-2010 08-Mar-2010 Change Change % Previous Week
Open 1.5020 1.5136 0.0116 0.8% 1.5172
High 1.5158 1.5186 0.0028 0.2% 1.5187
Low 1.4983 1.5021 0.0038 0.3% 1.4772
Close 1.5148 1.5065 -0.0083 -0.5% 1.5148
Range 0.0175 0.0165 -0.0010 -5.7% 0.0415
ATR 0.0174 0.0174 -0.0001 -0.4% 0.0000
Volume 5,669 20,460 14,791 260.9% 21,383
Daily Pivots for day following 08-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.5586 1.5490 1.5156
R3 1.5421 1.5325 1.5110
R2 1.5256 1.5256 1.5095
R1 1.5160 1.5160 1.5080 1.5126
PP 1.5091 1.5091 1.5091 1.5073
S1 1.4995 1.4995 1.5050 1.4961
S2 1.4926 1.4926 1.5035
S3 1.4761 1.4830 1.5020
S4 1.4596 1.4665 1.4974
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.6281 1.6129 1.5376
R3 1.5866 1.5714 1.5262
R2 1.5451 1.5451 1.5224
R1 1.5299 1.5299 1.5186 1.5168
PP 1.5036 1.5036 1.5036 1.4970
S1 1.4884 1.4884 1.5110 1.4753
S2 1.4621 1.4621 1.5072
S3 1.4206 1.4469 1.5034
S4 1.3791 1.4054 1.4920
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5186 1.4847 0.0339 2.3% 0.0152 1.0% 64% True False 8,066
10 1.5556 1.4772 0.0784 5.2% 0.0182 1.2% 37% False False 4,615
20 1.5800 1.4772 0.1028 6.8% 0.0165 1.1% 29% False False 2,600
40 1.6434 1.4772 0.1662 11.0% 0.0152 1.0% 18% False False 1,412
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 0.0031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5887
2.618 1.5618
1.618 1.5453
1.000 1.5351
0.618 1.5288
HIGH 1.5186
0.618 1.5123
0.500 1.5104
0.382 1.5084
LOW 1.5021
0.618 1.4919
1.000 1.4856
1.618 1.4754
2.618 1.4589
4.250 1.4320
Fisher Pivots for day following 08-Mar-2010
Pivot 1 day 3 day
R1 1.5104 1.5085
PP 1.5091 1.5078
S1 1.5078 1.5072

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

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