CME British Pound Future June 2010


Trading Metrics calculated at close of trading on 03-May-2010
Day Change Summary
Previous Current
30-Apr-2010 03-May-2010 Change Change % Previous Week
Open 1.5331 1.5315 -0.0016 -0.1% 1.5375
High 1.5389 1.5317 -0.0072 -0.5% 1.5498
Low 1.5250 1.5208 -0.0042 -0.3% 1.5122
Close 1.5273 1.5254 -0.0019 -0.1% 1.5273
Range 0.0139 0.0109 -0.0030 -21.6% 0.0376
ATR 0.0155 0.0152 -0.0003 -2.1% 0.0000
Volume 126,637 127,142 505 0.4% 694,316
Daily Pivots for day following 03-May-2010
Classic Woodie Camarilla DeMark
R4 1.5587 1.5529 1.5314
R3 1.5478 1.5420 1.5284
R2 1.5369 1.5369 1.5274
R1 1.5311 1.5311 1.5264 1.5286
PP 1.5260 1.5260 1.5260 1.5247
S1 1.5202 1.5202 1.5244 1.5177
S2 1.5151 1.5151 1.5234
S3 1.5042 1.5093 1.5224
S4 1.4933 1.4984 1.5194
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 1.5481 1.5122 0.0359 2.4% 0.0171 1.1% 37% False False 138,021
10 1.5498 1.5122 0.0376 2.5% 0.0149 1.0% 35% False False 127,463
20 1.5520 1.5122 0.0398 2.6% 0.0146 1.0% 33% False False 111,991
40 1.5520 1.4790 0.0730 4.8% 0.0156 1.0% 64% False False 102,284
60 1.5800 1.4772 0.1028 6.7% 0.0159 1.0% 47% False False 68,721
80 1.6434 1.4772 0.1662 10.9% 0.0154 1.0% 29% False False 51,594
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0036
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.5780
2.618 1.5602
1.618 1.5493
1.000 1.5426
0.618 1.5384
HIGH 1.5317
0.618 1.5275
0.500 1.5263
0.382 1.5250
LOW 1.5208
0.618 1.5141
1.000 1.5099
1.618 1.5032
2.618 1.4923
4.250 1.4745
Fisher Pivots for day following 03-May-2010
Pivot 1 day 3 day
R1 1.5263 1.5265
PP 1.5260 1.5261
S1 1.5257 1.5258

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

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