CME British Pound Future September 2010


Trading Metrics calculated at close of trading on 23-Apr-2010
Day Change Summary
Previous Current
22-Apr-2010 23-Apr-2010 Change Change % Previous Week
Open 1.5401 1.5323 -0.0078 -0.5% 1.5344
High 1.5461 1.5392 -0.0069 -0.4% 1.5461
Low 1.5339 1.5291 -0.0048 -0.3% 1.5188
Close 1.5377 1.5362 -0.0015 -0.1% 1.5362
Range 0.0122 0.0101 -0.0021 -17.2% 0.0273
ATR 0.0129 0.0127 -0.0002 -1.5% 0.0000
Volume 316 470 154 48.7% 1,634
Daily Pivots for day following 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.5651 1.5608 1.5418
R3 1.5550 1.5507 1.5390
R2 1.5449 1.5449 1.5381
R1 1.5406 1.5406 1.5371 1.5428
PP 1.5348 1.5348 1.5348 1.5359
S1 1.5305 1.5305 1.5353 1.5327
S2 1.5247 1.5247 1.5343
S3 1.5146 1.5204 1.5334
S4 1.5045 1.5103 1.5306
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.6156 1.6032 1.5512
R3 1.5883 1.5759 1.5437
R2 1.5610 1.5610 1.5412
R1 1.5486 1.5486 1.5387 1.5548
PP 1.5337 1.5337 1.5337 1.5368
S1 1.5213 1.5213 1.5337 1.5275
S2 1.5064 1.5064 1.5312
S3 1.4791 1.4940 1.5287
S4 1.4518 1.4667 1.5212
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5461 1.5188 0.0273 1.8% 0.0120 0.8% 64% False False 326
10 1.5509 1.5188 0.0321 2.1% 0.0117 0.8% 54% False False 288
20 1.5509 1.4896 0.0613 4.0% 0.0122 0.8% 76% False False 241
40 1.5509 1.4795 0.0714 4.6% 0.0103 0.7% 79% False False 229
60 1.5964 1.4795 0.1169 7.6% 0.0070 0.5% 49% False False 153
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5821
2.618 1.5656
1.618 1.5555
1.000 1.5493
0.618 1.5454
HIGH 1.5392
0.618 1.5353
0.500 1.5342
0.382 1.5330
LOW 1.5291
0.618 1.5229
1.000 1.5190
1.618 1.5128
2.618 1.5027
4.250 1.4862
Fisher Pivots for day following 23-Apr-2010
Pivot 1 day 3 day
R1 1.5355 1.5376
PP 1.5348 1.5371
S1 1.5342 1.5367

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

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