CME British Pound Future September 2010


Trading Metrics calculated at close of trading on 30-Apr-2010
Day Change Summary
Previous Current
29-Apr-2010 30-Apr-2010 Change Change % Previous Week
Open 1.5196 1.5337 0.0141 0.9% 1.5420
High 1.5333 1.5380 0.0047 0.3% 1.5485
Low 1.5138 1.5248 0.0110 0.7% 1.5138
Close 1.5326 1.5268 -0.0058 -0.4% 1.5268
Range 0.0195 0.0132 -0.0063 -32.3% 0.0347
ATR 0.0138 0.0138 0.0000 -0.3% 0.0000
Volume 1,969 499 -1,470 -74.7% 3,766
Daily Pivots for day following 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.5695 1.5613 1.5341
R3 1.5563 1.5481 1.5304
R2 1.5431 1.5431 1.5292
R1 1.5349 1.5349 1.5280 1.5324
PP 1.5299 1.5299 1.5299 1.5286
S1 1.5217 1.5217 1.5256 1.5192
S2 1.5167 1.5167 1.5244
S3 1.5035 1.5085 1.5232
S4 1.4903 1.4953 1.5195
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.6338 1.6150 1.5459
R3 1.5991 1.5803 1.5363
R2 1.5644 1.5644 1.5332
R1 1.5456 1.5456 1.5300 1.5377
PP 1.5297 1.5297 1.5297 1.5257
S1 1.5109 1.5109 1.5236 1.5030
S2 1.4950 1.4950 1.5204
S3 1.4603 1.4762 1.5173
S4 1.4256 1.4415 1.5077
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5485 1.5138 0.0347 2.3% 0.0151 1.0% 37% False False 753
10 1.5485 1.5138 0.0347 2.3% 0.0135 0.9% 37% False False 540
20 1.5509 1.5122 0.0387 2.5% 0.0129 0.8% 38% False False 371
40 1.5509 1.4795 0.0714 4.7% 0.0122 0.8% 66% False False 322
60 1.5758 1.4795 0.0963 6.3% 0.0081 0.5% 49% False False 216
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 True
Stretch 0.0030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5941
2.618 1.5726
1.618 1.5594
1.000 1.5512
0.618 1.5462
HIGH 1.5380
0.618 1.5330
0.500 1.5314
0.382 1.5298
LOW 1.5248
0.618 1.5166
1.000 1.5116
1.618 1.5034
2.618 1.4902
4.250 1.4687
Fisher Pivots for day following 30-Apr-2010
Pivot 1 day 3 day
R1 1.5314 1.5265
PP 1.5299 1.5262
S1 1.5283 1.5259

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

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