CME British Pound Future September 2010


Trading Metrics calculated at close of trading on 30-Mar-2010
Day Change Summary
Previous Current
29-Mar-2010 30-Mar-2010 Change Change % Previous Week
Open 1.4921 1.4978 0.0057 0.4% 1.4984
High 1.5007 1.5114 0.0107 0.7% 1.5087
Low 1.4896 1.4963 0.0067 0.4% 1.4795
Close 1.4960 1.5049 0.0089 0.6% 1.4879
Range 0.0111 0.0151 0.0040 36.0% 0.0292
ATR 0.0129 0.0131 0.0002 1.4% 0.0000
Volume 128 106 -22 -17.2% 1,551
Daily Pivots for day following 30-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.5495 1.5423 1.5132
R3 1.5344 1.5272 1.5091
R2 1.5193 1.5193 1.5077
R1 1.5121 1.5121 1.5063 1.5157
PP 1.5042 1.5042 1.5042 1.5060
S1 1.4970 1.4970 1.5035 1.5006
S2 1.4891 1.4891 1.5021
S3 1.4740 1.4819 1.5007
S4 1.4589 1.4668 1.4966
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.5796 1.5630 1.5040
R3 1.5504 1.5338 1.4959
R2 1.5212 1.5212 1.4933
R1 1.5046 1.5046 1.4906 1.4983
PP 1.4920 1.4920 1.4920 1.4889
S1 1.4754 1.4754 1.4852 1.4691
S2 1.4628 1.4628 1.4825
S3 1.4336 1.4462 1.4799
S4 1.4044 1.4170 1.4718
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5114 1.4795 0.0319 2.1% 0.0145 1.0% 80% True False 207
10 1.5362 1.4795 0.0567 3.8% 0.0152 1.0% 45% False False 402
20 1.5362 1.4795 0.0567 3.8% 0.0097 0.6% 45% False False 227
40 1.5948 1.4795 0.1153 7.7% 0.0049 0.3% 22% False False 115
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 0.0020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5756
2.618 1.5509
1.618 1.5358
1.000 1.5265
0.618 1.5207
HIGH 1.5114
0.618 1.5056
0.500 1.5039
0.382 1.5021
LOW 1.4963
0.618 1.4870
1.000 1.4812
1.618 1.4719
2.618 1.4568
4.250 1.4321
Fisher Pivots for day following 30-Mar-2010
Pivot 1 day 3 day
R1 1.5046 1.5018
PP 1.5042 1.4986
S1 1.5039 1.4955

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

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