CME British Pound Future June 2010


Trading Metrics calculated at close of trading on 30-Apr-2010
Day Change Summary
Previous Current
29-Apr-2010 30-Apr-2010 Change Change % Previous Week
Open 1.5197 1.5331 0.0134 0.9% 1.5375
High 1.5341 1.5389 0.0048 0.3% 1.5498
Low 1.5141 1.5250 0.0109 0.7% 1.5122
Close 1.5331 1.5273 -0.0058 -0.4% 1.5273
Range 0.0200 0.0139 -0.0061 -30.5% 0.0376
ATR 0.0157 0.0155 -0.0001 -0.8% 0.0000
Volume 164,163 126,637 -37,526 -22.9% 694,316
Daily Pivots for day following 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.5721 1.5636 1.5349
R3 1.5582 1.5497 1.5311
R2 1.5443 1.5443 1.5298
R1 1.5358 1.5358 1.5286 1.5331
PP 1.5304 1.5304 1.5304 1.5291
S1 1.5219 1.5219 1.5260 1.5192
S2 1.5165 1.5165 1.5248
S3 1.5026 1.5080 1.5235
S4 1.4887 1.4941 1.5197
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.6426 1.6225 1.5480
R3 1.6050 1.5849 1.5376
R2 1.5674 1.5674 1.5342
R1 1.5473 1.5473 1.5307 1.5386
PP 1.5298 1.5298 1.5298 1.5254
S1 1.5097 1.5097 1.5239 1.5010
S2 1.4922 1.4922 1.5204
S3 1.4546 1.4721 1.5170
S4 1.4170 1.4345 1.5066
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5498 1.5122 0.0376 2.5% 0.0175 1.1% 40% False False 138,863
10 1.5498 1.5122 0.0376 2.5% 0.0158 1.0% 40% False False 126,258
20 1.5520 1.5122 0.0398 2.6% 0.0146 1.0% 38% False False 106,236
40 1.5520 1.4790 0.0730 4.8% 0.0157 1.0% 66% False False 99,247
60 1.5906 1.4772 0.1134 7.4% 0.0160 1.0% 44% False False 66,605
80 1.6434 1.4772 0.1662 10.9% 0.0153 1.0% 30% False False 50,006
Crabel Price Patterns
NR True
NR4 True
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 0.0045
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5980
2.618 1.5753
1.618 1.5614
1.000 1.5528
0.618 1.5475
HIGH 1.5389
0.618 1.5336
0.500 1.5320
0.382 1.5303
LOW 1.5250
0.618 1.5164
1.000 1.5111
1.618 1.5025
2.618 1.4886
4.250 1.4659
Fisher Pivots for day following 30-Apr-2010
Pivot 1 day 3 day
R1 1.5320 1.5267
PP 1.5304 1.5261
S1 1.5289 1.5256

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

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