CME British Pound Future September 2010


Trading Metrics calculated at close of trading on 20-Apr-2010
Day Change Summary
Previous Current
19-Apr-2010 20-Apr-2010 Change Change % Previous Week
Open 1.5344 1.5322 -0.0022 -0.1% 1.5426
High 1.5344 1.5417 0.0073 0.5% 1.5509
Low 1.5188 1.5290 0.0102 0.7% 1.5337
Close 1.5302 1.5355 0.0053 0.3% 1.5379
Range 0.0156 0.0127 -0.0029 -18.6% 0.0172
ATR 0.0132 0.0132 0.0000 -0.3% 0.0000
Volume 332 171 -161 -48.5% 1,248
Daily Pivots for day following 20-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.5735 1.5672 1.5425
R3 1.5608 1.5545 1.5390
R2 1.5481 1.5481 1.5378
R1 1.5418 1.5418 1.5367 1.5450
PP 1.5354 1.5354 1.5354 1.5370
S1 1.5291 1.5291 1.5343 1.5323
S2 1.5227 1.5227 1.5332
S3 1.5100 1.5164 1.5320
S4 1.4973 1.5037 1.5285
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 1.5188 0.0321 2.1% 0.0126 0.8% 52% False False 299
10 1.5509 1.5126 0.0383 2.5% 0.0124 0.8% 60% False False 237
20 1.5509 1.4795 0.0714 4.6% 0.0129 0.8% 78% False False 225
40 1.5509 1.4795 0.0714 4.6% 0.0095 0.6% 78% False False 200
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 0.0023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5957
2.618 1.5749
1.618 1.5622
1.000 1.5544
0.618 1.5495
HIGH 1.5417
0.618 1.5368
0.500 1.5354
0.382 1.5339
LOW 1.5290
0.618 1.5212
1.000 1.5163
1.618 1.5085
2.618 1.4958
4.250 1.4750
Fisher Pivots for day following 20-Apr-2010
Pivot 1 day 3 day
R1 1.5355 1.5346
PP 1.5354 1.5336
S1 1.5354 1.5327

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

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