CME British Pound Future December 2010


Trading Metrics calculated at close of trading on 02-Apr-2010
Day Change Summary
Previous Current
01-Apr-2010 02-Apr-2010 Change Change % Previous Week
Open 1.5191 1.5175 -0.0016 -0.1% 1.4955
High 1.5191 1.5175 -0.0016 -0.1% 1.5191
Low 1.5191 1.5175 -0.0016 -0.1% 1.4955
Close 1.5250 1.5175 -0.0075 -0.5% 1.5175
Range
ATR 0.0090 0.0089 -0.0001 -1.2% 0.0000
Volume 3 4 1 33.3% 16
Daily Pivots for day following 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.5175 1.5175 1.5175
R3 1.5175 1.5175 1.5175
R2 1.5175 1.5175 1.5175
R1 1.5175 1.5175 1.5175 1.5175
PP 1.5175 1.5175 1.5175 1.5175
S1 1.5175 1.5175 1.5175 1.5175
S2 1.5175 1.5175 1.5175
S3 1.5175 1.5175 1.5175
S4 1.5175 1.5175 1.5175
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.5815 1.5731 1.5305
R3 1.5579 1.5495 1.5240
R2 1.5343 1.5343 1.5218
R1 1.5259 1.5259 1.5197 1.5301
PP 1.5107 1.5107 1.5107 1.5128
S1 1.5023 1.5023 1.5153 1.5065
S2 1.4871 1.4871 1.5132
S3 1.4635 1.4787 1.5110
S4 1.4399 1.4551 1.5045
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5191 1.4955 0.0236 1.6% 0.0000 0.0% 93% False False 3
10 1.5191 1.4802 0.0389 2.6% 0.0003 0.0% 96% False False 2
20 1.5307 1.4802 0.0505 3.3% 0.0002 0.0% 74% False False 1
40 1.5749 1.4802 0.0947 6.2% 0.0001 0.0% 39% False False 8
Crabel Price Patterns
NR False
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 0.0001
Fibonacci Retracements and Extensions
4.250 1.5175
2.618 1.5175
1.618 1.5175
1.000 1.5175
0.618 1.5175
HIGH 1.5175
0.618 1.5175
0.500 1.5175
0.382 1.5175
LOW 1.5175
0.618 1.5175
1.000 1.5175
1.618 1.5175
2.618 1.5175
4.250 1.5175
Fisher Pivots for day following 02-Apr-2010
Pivot 1 day 3 day
R1 1.5175 1.5176
PP 1.5175 1.5175
S1 1.5175 1.5175

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

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