CME British Pound Future September 2010

Trading Metrics calculated at close of trading on 16-Apr-2010

Day Change Summary
	Previous	Current
	15-Apr-2010	16-Apr-2010	Change	Change %	Previous Week
Open	1.5457	1.5465	0.0008	0.1%	1.5426
High	1.5509	1.5465	-0.0044	-0.3%	1.5509
Low	1.5381	1.5356	-0.0025	-0.2%	1.5337
Close	1.5493	1.5379	-0.0114	-0.7%	1.5379
Range	0.0128	0.0109	-0.0019	-14.8%	0.0172
ATR	0.0127	0.0128	0.0001	0.6%	0.0000
Volume	430	353	-77	-17.9%	1,248

Daily Pivots for day following 16-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5727	1.5662	1.5439
R3	1.5618	1.5553	1.5409
R2	1.5509	1.5509	1.5399
R1	1.5444	1.5444	1.5389	1.5422
PP	1.5400	1.5400	1.5400	1.5389
S1	1.5335	1.5335	1.5369	1.5313
S2	1.5291	1.5291	1.5359
S3	1.5182	1.5226	1.5349
S4	1.5073	1.5117	1.5319

Weekly Pivots for week ending 16-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5924	1.5824	1.5474
R3	1.5752	1.5652	1.5426
R2	1.5580	1.5580	1.5411
R1	1.5480	1.5480	1.5395	1.5444
PP	1.5408	1.5408	1.5408	1.5391
S1	1.5308	1.5308	1.5363	1.5272
S2	1.5236	1.5236	1.5347
S3	1.5064	1.5136	1.5332
S4	1.4892	1.4964	1.5284

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5509	1.5337	0.0172	1.1%	0.0113	0.7%	24%	False	False	249
10	1.5509	1.5122	0.0387	2.5%	0.0122	0.8%	66%	False	False	203
20	1.5509	1.4795	0.0714	4.6%	0.0128	0.8%	82%	False	False	237
40	1.5509	1.4795	0.0714	4.6%	0.0088	0.6%	82%	False	False	188

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	0.0024
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.5928
2.618	1.5750
1.618	1.5641
1.000	1.5574
0.618	1.5532
HIGH	1.5465
0.618	1.5423
0.500	1.5411
0.382	1.5398
LOW	1.5356
0.618	1.5289
1.000	1.5247
1.618	1.5180
2.618	1.5071
4.250	1.4893

Fisher Pivots for day following 16-Apr-2010
Pivot	1 day	3 day
R1	1.5411	1.5433
PP	1.5400	1.5415
S1	1.5390	1.5397

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols