CME British Pound Future September 2010


Trading Metrics calculated at close of trading on 23-Mar-2010
Day Change Summary
Previous Current
22-Mar-2010 23-Mar-2010 Change Change % Previous Week
Open 1.4984 1.5087 0.0103 0.7% 1.5148
High 1.5082 1.5087 0.0005 0.0% 1.5362
Low 1.4934 1.4969 0.0035 0.2% 1.4973
Close 1.5077 1.5016 -0.0061 -0.4% 1.5006
Range 0.0148 0.0118 -0.0030 -20.3% 0.0389
ATR 0.0123 0.0123 0.0000 -0.3% 0.0000
Volume 629 117 -512 -81.4% 2,725
Daily Pivots for day following 23-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.5378 1.5315 1.5081
R3 1.5260 1.5197 1.5048
R2 1.5142 1.5142 1.5038
R1 1.5079 1.5079 1.5027 1.5052
PP 1.5024 1.5024 1.5024 1.5010
S1 1.4961 1.4961 1.5005 1.4934
S2 1.4906 1.4906 1.4994
S3 1.4788 1.4843 1.4984
S4 1.4670 1.4725 1.4951
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 2.9% 0.0159 1.1% 19% False False 596
10 1.5362 1.4915 0.0447 3.0% 0.0121 0.8% 23% False False 351
20 1.5379 1.4915 0.0464 3.1% 0.0061 0.4% 22% False False 176
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 True
Stretch 0.0015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5589
2.618 1.5396
1.618 1.5278
1.000 1.5205
0.618 1.5160
HIGH 1.5087
0.618 1.5042
0.500 1.5028
0.382 1.5014
LOW 1.4969
0.618 1.4896
1.000 1.4851
1.618 1.4778
2.618 1.4660
4.250 1.4468
Fisher Pivots for day following 23-Mar-2010
Pivot 1 day 3 day
R1 1.5028 1.5088
PP 1.5024 1.5064
S1 1.5020 1.5040

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

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