CME British Pound Future September 2010


Trading Metrics calculated at close of trading on 05-Apr-2010
Day Change Summary
Previous Current
02-Apr-2010 05-Apr-2010 Change Change % Previous Week
Open 1.5273 1.5243 -0.0030 -0.2% 1.4921
High 1.5273 1.5301 0.0028 0.2% 1.5280
Low 1.5172 1.5205 0.0033 0.2% 1.4896
Close 1.5179 1.5281 0.0102 0.7% 1.5179
Range 0.0101 0.0096 -0.0005 -5.0% 0.0384
ATR 0.0129 0.0128 0.0000 -0.4% 0.0000
Volume 302 107 -195 -64.6% 1,165
Daily Pivots for day following 05-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.5550 1.5512 1.5334
R3 1.5454 1.5416 1.5307
R2 1.5358 1.5358 1.5299
R1 1.5320 1.5320 1.5290 1.5339
PP 1.5262 1.5262 1.5262 1.5272
S1 1.5224 1.5224 1.5272 1.5243
S2 1.5166 1.5166 1.5263
S3 1.5070 1.5128 1.5255
S4 1.4974 1.5032 1.5228
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.6270 1.6109 1.5390
R3 1.5886 1.5725 1.5285
R2 1.5502 1.5502 1.5249
R1 1.5341 1.5341 1.5214 1.5422
PP 1.5118 1.5118 1.5118 1.5159
S1 1.4957 1.4957 1.5144 1.5038
S2 1.4734 1.4734 1.5109
S3 1.4350 1.4573 1.5073
S4 1.3966 1.4189 1.4968
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5301 1.4963 0.0338 2.2% 0.0120 0.8% 94% True False 228
10 1.5301 1.4795 0.0506 3.3% 0.0129 0.8% 96% True False 219
20 1.5362 1.4795 0.0567 3.7% 0.0120 0.8% 86% False False 279
40 1.5758 1.4795 0.0963 6.3% 0.0060 0.4% 50% False False 140
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0018
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.5709
2.618 1.5552
1.618 1.5456
1.000 1.5397
0.618 1.5360
HIGH 1.5301
0.618 1.5264
0.500 1.5253
0.382 1.5242
LOW 1.5205
0.618 1.5146
1.000 1.5109
1.618 1.5050
2.618 1.4954
4.250 1.4797
Fisher Pivots for day following 05-Apr-2010
Pivot 1 day 3 day
R1 1.5272 1.5266
PP 1.5262 1.5251
S1 1.5253 1.5237

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

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