CME British Pound Future September 2010


Trading Metrics calculated at close of trading on 26-Mar-2010
Day Change Summary
Previous Current
25-Mar-2010 26-Mar-2010 Change Change % Previous Week
Open 1.4872 1.4809 -0.0063 -0.4% 1.4984
High 1.4998 1.4900 -0.0098 -0.7% 1.5087
Low 1.4797 1.4795 -0.0002 0.0% 1.4795
Close 1.4807 1.4879 0.0072 0.5% 1.4879
Range 0.0201 0.0105 -0.0096 -47.8% 0.0292
ATR 0.0131 0.0129 -0.0002 -1.4% 0.0000
Volume 284 273 -11 -3.9% 1,551
Daily Pivots for day following 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.5173 1.5131 1.4937
R3 1.5068 1.5026 1.4908
R2 1.4963 1.4963 1.4898
R1 1.4921 1.4921 1.4889 1.4942
PP 1.4858 1.4858 1.4858 1.4869
S1 1.4816 1.4816 1.4869 1.4837
S2 1.4753 1.4753 1.4860
S3 1.4648 1.4711 1.4850
S4 1.4543 1.4606 1.4821
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.5796 1.5630 1.5040
R3 1.5504 1.5338 1.4959
R2 1.5212 1.5212 1.4933
R1 1.5046 1.5046 1.4906 1.4983
PP 1.4920 1.4920 1.4920 1.4889
S1 1.4754 1.4754 1.4852 1.4691
S2 1.4628 1.4628 1.4825
S3 1.4336 1.4462 1.4799
S4 1.4044 1.4170 1.4718
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5087 1.4795 0.0292 2.0% 0.0146 1.0% 29% False True 310
10 1.5362 1.4795 0.0567 3.8% 0.0168 1.1% 15% False True 427
20 1.5362 1.4795 0.0567 3.8% 0.0084 0.6% 15% False True 216
40 1.5964 1.4795 0.1169 7.9% 0.0044 0.3% 7% False True 109
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 1.5346
2.618 1.5175
1.618 1.5070
1.000 1.5005
0.618 1.4965
HIGH 1.4900
0.618 1.4860
0.500 1.4848
0.382 1.4835
LOW 1.4795
0.618 1.4730
1.000 1.4690
1.618 1.4625
2.618 1.4520
4.250 1.4349
Fisher Pivots for day following 26-Mar-2010
Pivot 1 day 3 day
R1 1.4869 1.4908
PP 1.4858 1.4898
S1 1.4848 1.4889

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

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