CME British Pound Future September 2010


Trading Metrics calculated at close of trading on 22-Mar-2010
Day Change Summary
Previous Current
19-Mar-2010 22-Mar-2010 Change Change % Previous Week
Open 1.5231 1.4984 -0.0247 -1.6% 1.5148
High 1.5241 1.5082 -0.0159 -1.0% 1.5362
Low 1.4979 1.4934 -0.0045 -0.3% 1.4973
Close 1.5006 1.5077 0.0071 0.5% 1.5006
Range 0.0262 0.0148 -0.0114 -43.5% 0.0389
ATR 0.0121 0.0123 0.0002 1.6% 0.0000
Volume 915 629 -286 -31.3% 2,725
Daily Pivots for day following 22-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.5475 1.5424 1.5158
R3 1.5327 1.5276 1.5118
R2 1.5179 1.5179 1.5104
R1 1.5128 1.5128 1.5091 1.5154
PP 1.5031 1.5031 1.5031 1.5044
S1 1.4980 1.4980 1.5063 1.5006
S2 1.4883 1.4883 1.5050
S3 1.4735 1.4832 1.5036
S4 1.4587 1.4684 1.4996
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 1.4934 0.0428 2.8% 0.0189 1.3% 33% False True 670
10 1.5362 1.4915 0.0447 3.0% 0.0110 0.7% 36% False False 339
20 1.5388 1.4915 0.0473 3.1% 0.0055 0.4% 34% False False 170
Crabel Price Patterns
NR True
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5711
2.618 1.5469
1.618 1.5321
1.000 1.5230
0.618 1.5173
HIGH 1.5082
0.618 1.5025
0.500 1.5008
0.382 1.4991
LOW 1.4934
0.618 1.4843
1.000 1.4786
1.618 1.4695
2.618 1.4547
4.250 1.4305
Fisher Pivots for day following 22-Mar-2010
Pivot 1 day 3 day
R1 1.5054 1.5121
PP 1.5031 1.5106
S1 1.5008 1.5092

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

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