CME British Pound Future September 2010


Trading Metrics calculated at close of trading on 21-Apr-2010
Day Change Summary
Previous Current
20-Apr-2010 21-Apr-2010 Change Change % Previous Week
Open 1.5322 1.5369 0.0047 0.3% 1.5426
High 1.5417 1.5423 0.0006 0.0% 1.5509
Low 1.5290 1.5328 0.0038 0.2% 1.5337
Close 1.5355 1.5395 0.0040 0.3% 1.5379
Range 0.0127 0.0095 -0.0032 -25.2% 0.0172
ATR 0.0132 0.0129 -0.0003 -2.0% 0.0000
Volume 171 345 174 101.8% 1,248
Daily Pivots for day following 21-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.5667 1.5626 1.5447
R3 1.5572 1.5531 1.5421
R2 1.5477 1.5477 1.5412
R1 1.5436 1.5436 1.5404 1.5457
PP 1.5382 1.5382 1.5382 1.5392
S1 1.5341 1.5341 1.5386 1.5362
S2 1.5287 1.5287 1.5378
S3 1.5192 1.5246 1.5369
S4 1.5097 1.5151 1.5343
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% 0.0123 0.8% 64% False False 326
10 1.5509 1.5135 0.0374 2.4% 0.0119 0.8% 70% False False 242
20 1.5509 1.4795 0.0714 4.6% 0.0126 0.8% 84% False False 230
40 1.5509 1.4795 0.0714 4.6% 0.0097 0.6% 84% False False 209
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 1.5827
2.618 1.5672
1.618 1.5577
1.000 1.5518
0.618 1.5482
HIGH 1.5423
0.618 1.5387
0.500 1.5376
0.382 1.5364
LOW 1.5328
0.618 1.5269
1.000 1.5233
1.618 1.5174
2.618 1.5079
4.250 1.4924
Fisher Pivots for day following 21-Apr-2010
Pivot 1 day 3 day
R1 1.5389 1.5365
PP 1.5382 1.5335
S1 1.5376 1.5306

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

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