CME British Pound Future June 2010


Trading Metrics calculated at close of trading on 12-Apr-2010
Day Change Summary
Previous Current
09-Apr-2010 12-Apr-2010 Change Change % Previous Week
Open 1.5273 1.5437 0.0164 1.1% 1.5256
High 1.5388 1.5480 0.0092 0.6% 1.5388
Low 1.5263 1.5347 0.0084 0.6% 1.5122
Close 1.5363 1.5371 0.0008 0.1% 1.5363
Range 0.0125 0.0133 0.0008 6.4% 0.0266
ATR 0.0159 0.0157 -0.0002 -1.2% 0.0000
Volume 101,755 120,118 18,363 18.0% 381,166
Daily Pivots for day following 12-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.5798 1.5718 1.5444
R3 1.5665 1.5585 1.5408
R2 1.5532 1.5532 1.5395
R1 1.5452 1.5452 1.5383 1.5426
PP 1.5399 1.5399 1.5399 1.5386
S1 1.5319 1.5319 1.5359 1.5293
S2 1.5266 1.5266 1.5347
S3 1.5133 1.5186 1.5334
S4 1.5000 1.5053 1.5298
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.6089 1.5992 1.5509
R3 1.5823 1.5726 1.5436
R2 1.5557 1.5557 1.5412
R1 1.5460 1.5460 1.5387 1.5509
PP 1.5291 1.5291 1.5291 1.5315
S1 1.5194 1.5194 1.5339 1.5243
S2 1.5025 1.5025 1.5314
S3 1.4759 1.4928 1.5290
S4 1.4493 1.4662 1.5217
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5480 1.5122 0.0358 2.3% 0.0146 1.0% 70% True False 97,848
10 1.5480 1.4884 0.0596 3.9% 0.0141 0.9% 82% True False 92,399
20 1.5480 1.4790 0.0690 4.5% 0.0163 1.1% 84% True False 105,776
40 1.5800 1.4772 0.1028 6.7% 0.0164 1.1% 58% False False 59,254
60 1.6434 1.4772 0.1662 10.8% 0.0157 1.0% 36% False False 39,604
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6045
2.618 1.5828
1.618 1.5695
1.000 1.5613
0.618 1.5562
HIGH 1.5480
0.618 1.5429
0.500 1.5414
0.382 1.5398
LOW 1.5347
0.618 1.5265
1.000 1.5214
1.618 1.5132
2.618 1.4999
4.250 1.4782
Fisher Pivots for day following 12-Apr-2010
Pivot 1 day 3 day
R1 1.5414 1.5350
PP 1.5399 1.5329
S1 1.5385 1.5308

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

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