CME British Pound Future June 2010


Trading Metrics calculated at close of trading on 05-Apr-2010
Day Change Summary
Previous Current
01-Apr-2010 05-Apr-2010 Change Change % Previous Week
Open 1.5179 1.5256 0.0077 0.5% 1.4944
High 1.5293 1.5315 0.0022 0.1% 1.5293
Low 1.5166 1.5213 0.0047 0.3% 1.4884
Close 1.5264 1.5288 0.0024 0.2% 1.5264
Range 0.0127 0.0102 -0.0025 -19.7% 0.0409
ATR 0.0168 0.0163 -0.0005 -2.8% 0.0000
Volume 124,487 12,042 -112,445 -90.3% 422,713
Daily Pivots for day following 05-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.5578 1.5535 1.5344
R3 1.5476 1.5433 1.5316
R2 1.5374 1.5374 1.5307
R1 1.5331 1.5331 1.5297 1.5353
PP 1.5272 1.5272 1.5272 1.5283
S1 1.5229 1.5229 1.5279 1.5251
S2 1.5170 1.5170 1.5269
S3 1.5068 1.5127 1.5260
S4 1.4966 1.5025 1.5232
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.6374 1.6228 1.5489
R3 1.5965 1.5819 1.5376
R2 1.5556 1.5556 1.5339
R1 1.5410 1.5410 1.5301 1.5483
PP 1.5147 1.5147 1.5147 1.5184
S1 1.5001 1.5001 1.5227 1.5074
S2 1.4738 1.4738 1.5189
S3 1.4329 1.4592 1.5152
S4 1.3920 1.4183 1.5039
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5315 1.4884 0.0431 2.8% 0.0135 0.9% 94% True False 86,951
10 1.5315 1.4790 0.0525 3.4% 0.0151 1.0% 95% True False 103,125
20 1.5375 1.4790 0.0585 3.8% 0.0165 1.1% 85% False False 92,576
40 1.5800 1.4772 0.1028 6.7% 0.0166 1.1% 50% False False 47,087
60 1.6434 1.4772 0.1662 10.9% 0.0156 1.0% 31% False False 31,461
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0032
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 1.5749
2.618 1.5582
1.618 1.5480
1.000 1.5417
0.618 1.5378
HIGH 1.5315
0.618 1.5276
0.500 1.5264
0.382 1.5252
LOW 1.5213
0.618 1.5150
1.000 1.5111
1.618 1.5048
2.618 1.4946
4.250 1.4780
Fisher Pivots for day following 05-Apr-2010
Pivot 1 day 3 day
R1 1.5280 1.5251
PP 1.5272 1.5213
S1 1.5264 1.5176

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

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