CME British Pound Future September 2010


Trading Metrics calculated at close of trading on 12-Mar-2010
Day Change Summary
Previous Current
11-Mar-2010 12-Mar-2010 Change Change % Previous Week
Open 1.5027 1.5143 0.0116 0.8% 1.5058
High 1.5027 1.5143 0.0116 0.8% 1.5143
Low 1.5027 1.5143 0.0116 0.8% 1.4915
Close 1.5033 1.5157 0.0124 0.8% 1.5157
Range
ATR 0.0088 0.0089 0.0002 1.8% 0.0000
Volume 17 1 -16 -94.1% 43
Daily Pivots for day following 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.5148 1.5152 1.5157
R3 1.5148 1.5152 1.5157
R2 1.5148 1.5148 1.5157
R1 1.5152 1.5152 1.5157 1.5150
PP 1.5148 1.5148 1.5148 1.5147
S1 1.5152 1.5152 1.5157 1.5150
S2 1.5148 1.5148 1.5157
S3 1.5148 1.5152 1.5157
S4 1.5148 1.5152 1.5157
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.5756 1.5684 1.5282
R3 1.5528 1.5456 1.5220
R2 1.5300 1.5300 1.5199
R1 1.5228 1.5228 1.5178 1.5264
PP 1.5072 1.5072 1.5072 1.5090
S1 1.5000 1.5000 1.5136 1.5036
S2 1.4844 1.4844 1.5115
S3 1.4616 1.4772 1.5094
S4 1.4388 1.4544 1.5032
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5143 1.4915 0.0228 1.5% 0.0001 0.0% 106% True False 8
10 1.5143 1.4915 0.0228 1.5% 0.0000 0.0% 106% True False 5
20 1.5758 1.4915 0.0843 5.6% 0.0000 0.0% 29% False False 3
Crabel Price Patterns
NR False
NR4 False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.5143
2.618 1.5143
1.618 1.5143
1.000 1.5143
0.618 1.5143
HIGH 1.5143
0.618 1.5143
0.500 1.5143
0.382 1.5143
LOW 1.5143
0.618 1.5143
1.000 1.5143
1.618 1.5143
2.618 1.5143
4.250 1.5143
Fisher Pivots for day following 12-Mar-2010
Pivot 1 day 3 day
R1 1.5152 1.5114
PP 1.5148 1.5072
S1 1.5143 1.5029

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

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