CME British Pound Future September 2010


Trading Metrics calculated at close of trading on 08-Apr-2010
Day Change Summary
Previous Current
07-Apr-2010 08-Apr-2010 Change Change % Previous Week
Open 1.5244 1.5226 -0.0018 -0.1% 1.4921
High 1.5271 1.5272 0.0001 0.0% 1.5280
Low 1.5126 1.5135 0.0009 0.1% 1.4896
Close 1.5260 1.5259 -0.0001 0.0% 1.5179
Range 0.0145 0.0137 -0.0008 -5.5% 0.0384
ATR 0.0132 0.0132 0.0000 0.3% 0.0000
Volume 296 117 -179 -60.5% 1,165
Daily Pivots for day following 08-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.5633 1.5583 1.5334
R3 1.5496 1.5446 1.5297
R2 1.5359 1.5359 1.5284
R1 1.5309 1.5309 1.5272 1.5334
PP 1.5222 1.5222 1.5222 1.5235
S1 1.5172 1.5172 1.5246 1.5197
S2 1.5085 1.5085 1.5234
S3 1.4948 1.5035 1.5221
S4 1.4811 1.4898 1.5184
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 1.5301 1.5122 0.0179 1.2% 0.0129 0.8% 77% False False 176
10 1.5301 1.4795 0.0506 3.3% 0.0126 0.8% 92% False False 201
20 1.5362 1.4795 0.0567 3.7% 0.0142 0.9% 82% False False 301
40 1.5758 1.4795 0.0963 6.3% 0.0071 0.5% 48% False False 152
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 0.0019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5854
2.618 1.5631
1.618 1.5494
1.000 1.5409
0.618 1.5357
HIGH 1.5272
0.618 1.5220
0.500 1.5204
0.382 1.5187
LOW 1.5135
0.618 1.5050
1.000 1.4998
1.618 1.4913
2.618 1.4776
4.250 1.4553
Fisher Pivots for day following 08-Apr-2010
Pivot 1 day 3 day
R1 1.5241 1.5241
PP 1.5222 1.5223
S1 1.5204 1.5205

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

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