CME British Pound Future September 2010


Trading Metrics calculated at close of trading on 31-Mar-2010
Day Change Summary
Previous Current
30-Mar-2010 31-Mar-2010 Change Change % Previous Week
Open 1.4978 1.5058 0.0080 0.5% 1.4984
High 1.5114 1.5191 0.0077 0.5% 1.5087
Low 1.4963 1.5041 0.0078 0.5% 1.4795
Close 1.5049 1.5166 0.0117 0.8% 1.4879
Range 0.0151 0.0150 -0.0001 -0.7% 0.0292
ATR 0.0131 0.0132 0.0001 1.1% 0.0000
Volume 106 325 219 206.6% 1,551
Daily Pivots for day following 31-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.5583 1.5524 1.5249
R3 1.5433 1.5374 1.5207
R2 1.5283 1.5283 1.5194
R1 1.5224 1.5224 1.5180 1.5254
PP 1.5133 1.5133 1.5133 1.5147
S1 1.5074 1.5074 1.5152 1.5104
S2 1.4983 1.4983 1.5139
S3 1.4833 1.4924 1.5125
S4 1.4683 1.4774 1.5084
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 1.5191 1.4795 0.0396 2.6% 0.0144 0.9% 94% True False 223
10 1.5307 1.4795 0.0512 3.4% 0.0151 1.0% 72% False False 365
20 1.5362 1.4795 0.0567 3.7% 0.0105 0.7% 65% False False 244
40 1.5871 1.4795 0.1076 7.1% 0.0052 0.3% 34% False False 123
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 False
Stretch 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5829
2.618 1.5584
1.618 1.5434
1.000 1.5341
0.618 1.5284
HIGH 1.5191
0.618 1.5134
0.500 1.5116
0.382 1.5098
LOW 1.5041
0.618 1.4948
1.000 1.4891
1.618 1.4798
2.618 1.4648
4.250 1.4404
Fisher Pivots for day following 31-Mar-2010
Pivot 1 day 3 day
R1 1.5149 1.5125
PP 1.5133 1.5084
S1 1.5116 1.5044

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

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