CME British Pound Future September 2010


Trading Metrics calculated at close of trading on 02-Apr-2010
Day Change Summary
Previous Current
01-Apr-2010 02-Apr-2010 Change Change % Previous Week
Open 1.5178 1.5273 0.0095 0.6% 1.4921
High 1.5280 1.5273 -0.0007 0.0% 1.5280
Low 1.5178 1.5172 -0.0006 0.0% 1.4896
Close 1.5256 1.5179 -0.0077 -0.5% 1.5179
Range 0.0102 0.0101 -0.0001 -1.0% 0.0384
ATR 0.0131 0.0129 -0.0002 -1.6% 0.0000
Volume 304 302 -2 -0.7% 1,165
Daily Pivots for day following 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.5511 1.5446 1.5235
R3 1.5410 1.5345 1.5207
R2 1.5309 1.5309 1.5198
R1 1.5244 1.5244 1.5188 1.5226
PP 1.5208 1.5208 1.5208 1.5199
S1 1.5143 1.5143 1.5170 1.5125
S2 1.5107 1.5107 1.5160
S3 1.5006 1.5042 1.5151
S4 1.4905 1.4941 1.5123
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.6270 1.6109 1.5390
R3 1.5886 1.5725 1.5285
R2 1.5502 1.5502 1.5249
R1 1.5341 1.5341 1.5214 1.5422
PP 1.5118 1.5118 1.5118 1.5159
S1 1.4957 1.4957 1.5144 1.5038
S2 1.4734 1.4734 1.5109
S3 1.4350 1.4573 1.5073
S4 1.3966 1.4189 1.4968
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5280 1.4896 0.0384 2.5% 0.0123 0.8% 74% False False 233
10 1.5280 1.4795 0.0485 3.2% 0.0135 0.9% 79% False False 271
20 1.5362 1.4795 0.0567 3.7% 0.0115 0.8% 68% False False 274
40 1.5758 1.4795 0.0963 6.3% 0.0057 0.4% 40% False False 138
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0020
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.5702
2.618 1.5537
1.618 1.5436
1.000 1.5374
0.618 1.5335
HIGH 1.5273
0.618 1.5234
0.500 1.5223
0.382 1.5211
LOW 1.5172
0.618 1.5110
1.000 1.5071
1.618 1.5009
2.618 1.4908
4.250 1.4743
Fisher Pivots for day following 02-Apr-2010
Pivot 1 day 3 day
R1 1.5223 1.5173
PP 1.5208 1.5167
S1 1.5194 1.5161

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

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