CME British Pound Future June 2010


Trading Metrics calculated at close of trading on 21-Apr-2010
Day Change Summary
Previous Current
20-Apr-2010 21-Apr-2010 Change Change % Previous Week
Open 1.5328 1.5372 0.0044 0.3% 1.5437
High 1.5431 1.5437 0.0006 0.0% 1.5520
Low 1.5285 1.5326 0.0041 0.3% 1.5329
Close 1.5361 1.5401 0.0040 0.3% 1.5386
Range 0.0146 0.0111 -0.0035 -24.0% 0.0191
ATR 0.0154 0.0151 -0.0003 -2.0% 0.0000
Volume 125,457 94,083 -31,374 -25.0% 480,980
Daily Pivots for day following 21-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.5721 1.5672 1.5462
R3 1.5610 1.5561 1.5432
R2 1.5499 1.5499 1.5421
R1 1.5450 1.5450 1.5411 1.5475
PP 1.5388 1.5388 1.5388 1.5400
S1 1.5339 1.5339 1.5391 1.5364
S2 1.5277 1.5277 1.5381
S3 1.5166 1.5228 1.5370
S4 1.5055 1.5117 1.5340
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.5985 1.5876 1.5491
R3 1.5794 1.5685 1.5439
R2 1.5603 1.5603 1.5421
R1 1.5494 1.5494 1.5404 1.5453
PP 1.5412 1.5412 1.5412 1.5391
S1 1.5303 1.5303 1.5368 1.5262
S2 1.5221 1.5221 1.5351
S3 1.5030 1.5112 1.5333
S4 1.4839 1.4921 1.5281
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5520 1.5186 0.0334 2.2% 0.0145 0.9% 64% False False 105,694
10 1.5520 1.5135 0.0385 2.5% 0.0136 0.9% 69% False False 102,652
20 1.5520 1.4790 0.0730 4.7% 0.0144 0.9% 84% False False 99,396
40 1.5520 1.4772 0.0748 4.9% 0.0162 1.1% 84% False False 76,538
60 1.6256 1.4772 0.1484 9.6% 0.0158 1.0% 42% False False 51,171
80 1.6434 1.4772 0.1662 10.8% 0.0153 1.0% 38% False False 38,422
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 False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0039
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.5909
2.618 1.5728
1.618 1.5617
1.000 1.5548
0.618 1.5506
HIGH 1.5437
0.618 1.5395
0.500 1.5382
0.382 1.5368
LOW 1.5326
0.618 1.5257
1.000 1.5215
1.618 1.5146
2.618 1.5035
4.250 1.4854
Fisher Pivots for day following 21-Apr-2010
Pivot 1 day 3 day
R1 1.5395 1.5371
PP 1.5388 1.5341
S1 1.5382 1.5312

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

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