CME British Pound Future June 2010


Trading Metrics calculated at close of trading on 15-Apr-2010
Day Change Summary
Previous Current
14-Apr-2010 15-Apr-2010 Change Change % Previous Week
Open 1.5373 1.5467 0.0094 0.6% 1.5256
High 1.5488 1.5520 0.0032 0.2% 1.5388
Low 1.5367 1.5381 0.0014 0.1% 1.5122
Close 1.5469 1.5500 0.0031 0.2% 1.5363
Range 0.0121 0.0139 0.0018 14.9% 0.0266
ATR 0.0152 0.0151 -0.0001 -0.6% 0.0000
Volume 81,218 88,190 6,972 8.6% 381,166
Daily Pivots for day following 15-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.5884 1.5831 1.5576
R3 1.5745 1.5692 1.5538
R2 1.5606 1.5606 1.5525
R1 1.5553 1.5553 1.5513 1.5580
PP 1.5467 1.5467 1.5467 1.5480
S1 1.5414 1.5414 1.5487 1.5441
S2 1.5328 1.5328 1.5475
S3 1.5189 1.5275 1.5462
S4 1.5050 1.5136 1.5424
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 1.5520 1.5263 0.0257 1.7% 0.0127 0.8% 92% True False 95,418
10 1.5520 1.5122 0.0398 2.6% 0.0134 0.9% 95% True False 88,098
20 1.5520 1.4790 0.0730 4.7% 0.0150 1.0% 97% True False 101,412
40 1.5672 1.4772 0.0900 5.8% 0.0162 1.0% 81% False False 65,598
60 1.6302 1.4772 0.1530 9.9% 0.0157 1.0% 48% False False 43,846
80 1.6434 1.4772 0.1662 10.7% 0.0152 1.0% 44% False False 32,925
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0029
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.6111
2.618 1.5884
1.618 1.5745
1.000 1.5659
0.618 1.5606
HIGH 1.5520
0.618 1.5467
0.500 1.5451
0.382 1.5434
LOW 1.5381
0.618 1.5295
1.000 1.5242
1.618 1.5156
2.618 1.5017
4.250 1.4790
Fisher Pivots for day following 15-Apr-2010
Pivot 1 day 3 day
R1 1.5484 1.5475
PP 1.5467 1.5450
S1 1.5451 1.5425

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

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