CME British Pound Future September 2010


Trading Metrics calculated at close of trading on 12-Apr-2010
Day Change Summary
Previous Current
09-Apr-2010 12-Apr-2010 Change Change % Previous Week
Open 1.5268 1.5426 0.0158 1.0% 1.5243
High 1.5376 1.5473 0.0097 0.6% 1.5376
Low 1.5268 1.5346 0.0078 0.5% 1.5122
Close 1.5356 1.5364 0.0008 0.1% 1.5356
Range 0.0108 0.0127 0.0019 17.6% 0.0254
ATR 0.0131 0.0131 0.0000 -0.2% 0.0000
Volume 207 136 -71 -34.3% 786
Daily Pivots for day following 12-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.5775 1.5697 1.5434
R3 1.5648 1.5570 1.5399
R2 1.5521 1.5521 1.5387
R1 1.5443 1.5443 1.5376 1.5419
PP 1.5394 1.5394 1.5394 1.5382
S1 1.5316 1.5316 1.5352 1.5292
S2 1.5267 1.5267 1.5341
S3 1.5140 1.5189 1.5329
S4 1.5013 1.5062 1.5294
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.6047 1.5955 1.5496
R3 1.5793 1.5701 1.5426
R2 1.5539 1.5539 1.5403
R1 1.5447 1.5447 1.5379 1.5493
PP 1.5285 1.5285 1.5285 1.5308
S1 1.5193 1.5193 1.5333 1.5239
S2 1.5031 1.5031 1.5309
S3 1.4777 1.4939 1.5286
S4 1.4523 1.4685 1.5216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5473 1.5122 0.0351 2.3% 0.0137 0.9% 69% True False 163
10 1.5473 1.4963 0.0510 3.3% 0.0128 0.8% 79% True False 195
20 1.5473 1.4795 0.0678 4.4% 0.0146 1.0% 84% True False 318
40 1.5758 1.4795 0.0963 6.3% 0.0077 0.5% 59% False False 160
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6013
2.618 1.5805
1.618 1.5678
1.000 1.5600
0.618 1.5551
HIGH 1.5473
0.618 1.5424
0.500 1.5410
0.382 1.5395
LOW 1.5346
0.618 1.5268
1.000 1.5219
1.618 1.5141
2.618 1.5014
4.250 1.4806
Fisher Pivots for day following 12-Apr-2010
Pivot 1 day 3 day
R1 1.5410 1.5344
PP 1.5394 1.5324
S1 1.5379 1.5304

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

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