CME British Pound Future September 2010


Trading Metrics calculated at close of trading on 15-Apr-2010
Day Change Summary
Previous Current
14-Apr-2010 15-Apr-2010 Change Change % Previous Week
Open 1.5365 1.5457 0.0092 0.6% 1.5243
High 1.5476 1.5509 0.0033 0.2% 1.5376
Low 1.5365 1.5381 0.0016 0.1% 1.5122
Close 1.5462 1.5493 0.0031 0.2% 1.5356
Range 0.0111 0.0128 0.0017 15.3% 0.0254
ATR 0.0127 0.0127 0.0000 0.1% 0.0000
Volume 210 430 220 104.8% 786
Daily Pivots for day following 15-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.5845 1.5797 1.5563
R3 1.5717 1.5669 1.5528
R2 1.5589 1.5589 1.5516
R1 1.5541 1.5541 1.5505 1.5565
PP 1.5461 1.5461 1.5461 1.5473
S1 1.5413 1.5413 1.5481 1.5437
S2 1.5333 1.5333 1.5470
S3 1.5205 1.5285 1.5458
S4 1.5077 1.5157 1.5423
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 1.5509 1.5268 0.0241 1.6% 0.0113 0.7% 93% True False 220
10 1.5509 1.5122 0.0387 2.5% 0.0121 0.8% 96% True False 198
20 1.5509 1.4795 0.0714 4.6% 0.0136 0.9% 98% True False 265
40 1.5509 1.4795 0.0714 4.6% 0.0085 0.5% 98% True False 179
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.6053
2.618 1.5844
1.618 1.5716
1.000 1.5637
0.618 1.5588
HIGH 1.5509
0.618 1.5460
0.500 1.5445
0.382 1.5430
LOW 1.5381
0.618 1.5302
1.000 1.5253
1.618 1.5174
2.618 1.5046
4.250 1.4837
Fisher Pivots for day following 15-Apr-2010
Pivot 1 day 3 day
R1 1.5477 1.5470
PP 1.5461 1.5446
S1 1.5445 1.5423

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

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