CME British Pound Future September 2010


Trading Metrics calculated at close of trading on 14-Apr-2010
Day Change Summary
Previous Current
13-Apr-2010 14-Apr-2010 Change Change % Previous Week
Open 1.5358 1.5365 0.0007 0.0% 1.5243
High 1.5426 1.5476 0.0050 0.3% 1.5376
Low 1.5337 1.5365 0.0028 0.2% 1.5122
Close 1.5362 1.5462 0.0100 0.7% 1.5356
Range 0.0089 0.0111 0.0022 24.7% 0.0254
ATR 0.0128 0.0127 -0.0001 -0.8% 0.0000
Volume 119 210 91 76.5% 786
Daily Pivots for day following 14-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.5767 1.5726 1.5523
R3 1.5656 1.5615 1.5493
R2 1.5545 1.5545 1.5482
R1 1.5504 1.5504 1.5472 1.5525
PP 1.5434 1.5434 1.5434 1.5445
S1 1.5393 1.5393 1.5452 1.5414
S2 1.5323 1.5323 1.5442
S3 1.5212 1.5282 1.5431
S4 1.5101 1.5171 1.5401
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 1.5476 1.5135 0.0341 2.2% 0.0114 0.7% 96% True False 157
10 1.5476 1.5122 0.0354 2.3% 0.0118 0.8% 96% True False 185
20 1.5476 1.4795 0.0681 4.4% 0.0134 0.9% 98% True False 275
40 1.5504 1.4795 0.0709 4.6% 0.0082 0.5% 94% False False 169
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 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5948
2.618 1.5767
1.618 1.5656
1.000 1.5587
0.618 1.5545
HIGH 1.5476
0.618 1.5434
0.500 1.5421
0.382 1.5407
LOW 1.5365
0.618 1.5296
1.000 1.5254
1.618 1.5185
2.618 1.5074
4.250 1.4893
Fisher Pivots for day following 14-Apr-2010
Pivot 1 day 3 day
R1 1.5448 1.5444
PP 1.5434 1.5425
S1 1.5421 1.5407

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

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