CME British Pound Future September 2010


Trading Metrics calculated at close of trading on 19-Mar-2010
Day Change Summary
Previous Current
18-Mar-2010 19-Mar-2010 Change Change % Previous Week
Open 1.5307 1.5231 -0.0076 -0.5% 1.5148
High 1.5307 1.5241 -0.0066 -0.4% 1.5362
Low 1.5206 1.4979 -0.0227 -1.5% 1.4973
Close 1.5237 1.5006 -0.0231 -1.5% 1.5006
Range 0.0101 0.0262 0.0161 159.4% 0.0389
ATR 0.0110 0.0121 0.0011 9.8% 0.0000
Volume 627 915 288 45.9% 2,725
Daily Pivots for day following 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.5861 1.5696 1.5150
R3 1.5599 1.5434 1.5078
R2 1.5337 1.5337 1.5054
R1 1.5172 1.5172 1.5030 1.5124
PP 1.5075 1.5075 1.5075 1.5051
S1 1.4910 1.4910 1.4982 1.4862
S2 1.4813 1.4813 1.4958
S3 1.4551 1.4648 1.4934
S4 1.4289 1.4386 1.4862
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.6281 1.6032 1.5220
R3 1.5892 1.5643 1.5113
R2 1.5503 1.5503 1.5077
R1 1.5254 1.5254 1.5042 1.5184
PP 1.5114 1.5114 1.5114 1.5079
S1 1.4865 1.4865 1.4970 1.4795
S2 1.4725 1.4725 1.4935
S3 1.4336 1.4476 1.4899
S4 1.3947 1.4087 1.4792
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5362 1.4973 0.0389 2.6% 0.0189 1.3% 8% False False 545
10 1.5362 1.4915 0.0447 3.0% 0.0095 0.6% 20% False False 276
20 1.5441 1.4915 0.0526 3.5% 0.0048 0.3% 17% False False 139
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6355
2.618 1.5927
1.618 1.5665
1.000 1.5503
0.618 1.5403
HIGH 1.5241
0.618 1.5141
0.500 1.5110
0.382 1.5079
LOW 1.4979
0.618 1.4817
1.000 1.4717
1.618 1.4555
2.618 1.4293
4.250 1.3866
Fisher Pivots for day following 19-Mar-2010
Pivot 1 day 3 day
R1 1.5110 1.5171
PP 1.5075 1.5116
S1 1.5041 1.5061

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

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