CME British Pound Future September 2010


Trading Metrics calculated at close of trading on 10-Mar-2010
Day Change Summary
Previous Current
09-Mar-2010 10-Mar-2010 Change Change % Previous Week
Open 1.4974 1.4915 -0.0059 -0.4% 1.4997
High 1.4975 1.4917 -0.0058 -0.4% 1.5141
Low 1.4974 1.4915 -0.0059 -0.4% 1.4929
Close 1.4971 1.4957 -0.0014 -0.1% 1.5141
Range 0.0001 0.0002 0.0001 100.0% 0.0212
ATR 0.0092 0.0089 -0.0003 -2.8% 0.0000
Volume 1 23 22 2,200.0% 9
Daily Pivots for day following 10-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.4936 1.4948 1.4958
R3 1.4934 1.4946 1.4958
R2 1.4932 1.4932 1.4957
R1 1.4944 1.4944 1.4957 1.4938
PP 1.4930 1.4930 1.4930 1.4927
S1 1.4942 1.4942 1.4957 1.4936
S2 1.4928 1.4928 1.4957
S3 1.4926 1.4940 1.4956
S4 1.4924 1.4938 1.4956
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.5706 1.5636 1.5258
R3 1.5494 1.5424 1.5199
R2 1.5282 1.5282 1.5180
R1 1.5212 1.5212 1.5160 1.5247
PP 1.5070 1.5070 1.5070 1.5088
S1 1.5000 1.5000 1.5122 1.5035
S2 1.4858 1.4858 1.5102
S3 1.4646 1.4788 1.5083
S4 1.4434 1.4576 1.5024
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5141 1.4915 0.0226 1.5% 0.0001 0.0% 19% False True 5
10 1.5227 1.4915 0.0312 2.1% 0.0001 0.0% 13% False True 3
20 1.5758 1.4915 0.0843 5.6% 0.0000 0.0% 5% False True 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.4926
2.618 1.4922
1.618 1.4920
1.000 1.4919
0.618 1.4918
HIGH 1.4917
0.618 1.4916
0.500 1.4916
0.382 1.4916
LOW 1.4915
0.618 1.4914
1.000 1.4913
1.618 1.4912
2.618 1.4910
4.250 1.4907
Fisher Pivots for day following 10-Mar-2010
Pivot 1 day 3 day
R1 1.4943 1.4987
PP 1.4930 1.4977
S1 1.4916 1.4967

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

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