CME British Pound Future September 2010


Trading Metrics calculated at close of trading on 15-Mar-2010
Day Change Summary
Previous Current
12-Mar-2010 15-Mar-2010 Change Change % Previous Week
Open 1.5143 1.5148 0.0005 0.0% 1.5058
High 1.5143 1.5155 0.0012 0.1% 1.5143
Low 1.5143 1.5007 -0.0136 -0.9% 1.4915
Close 1.5157 1.5030 -0.0127 -0.8% 1.5157
Range 0.0000 0.0148 0.0148 0.0228
ATR 0.0089 0.0094 0.0004 4.8% 0.0000
Volume 1 1 0 0.0% 43
Daily Pivots for day following 15-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.5508 1.5417 1.5111
R3 1.5360 1.5269 1.5071
R2 1.5212 1.5212 1.5057
R1 1.5121 1.5121 1.5044 1.5093
PP 1.5064 1.5064 1.5064 1.5050
S1 1.4973 1.4973 1.5016 1.4945
S2 1.4916 1.4916 1.5003
S3 1.4768 1.4825 1.4989
S4 1.4620 1.4677 1.4949
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 1.5155 1.4915 0.0240 1.6% 0.0030 0.2% 48% True False 8
10 1.5155 1.4915 0.0240 1.6% 0.0015 0.1% 48% True False 4
20 1.5758 1.4915 0.0843 5.6% 0.0008 0.1% 14% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 1.5784
2.618 1.5542
1.618 1.5394
1.000 1.5303
0.618 1.5246
HIGH 1.5155
0.618 1.5098
0.500 1.5081
0.382 1.5064
LOW 1.5007
0.618 1.4916
1.000 1.4859
1.618 1.4768
2.618 1.4620
4.250 1.4378
Fisher Pivots for day following 15-Mar-2010
Pivot 1 day 3 day
R1 1.5081 1.5081
PP 1.5064 1.5064
S1 1.5047 1.5047

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

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