CME British Pound Future September 2010


Trading Metrics calculated at close of trading on 22-Apr-2010
Day Change Summary
Previous Current
21-Apr-2010 22-Apr-2010 Change Change % Previous Week
Open 1.5369 1.5401 0.0032 0.2% 1.5426
High 1.5423 1.5461 0.0038 0.2% 1.5509
Low 1.5328 1.5339 0.0011 0.1% 1.5337
Close 1.5395 1.5377 -0.0018 -0.1% 1.5379
Range 0.0095 0.0122 0.0027 28.4% 0.0172
ATR 0.0129 0.0129 -0.0001 -0.4% 0.0000
Volume 345 316 -29 -8.4% 1,248
Daily Pivots for day following 22-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.5758 1.5690 1.5444
R3 1.5636 1.5568 1.5411
R2 1.5514 1.5514 1.5399
R1 1.5446 1.5446 1.5388 1.5419
PP 1.5392 1.5392 1.5392 1.5379
S1 1.5324 1.5324 1.5366 1.5297
S2 1.5270 1.5270 1.5355
S3 1.5148 1.5202 1.5343
S4 1.5026 1.5080 1.5310
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.5924 1.5824 1.5474
R3 1.5752 1.5652 1.5426
R2 1.5580 1.5580 1.5411
R1 1.5480 1.5480 1.5395 1.5444
PP 1.5408 1.5408 1.5408 1.5391
S1 1.5308 1.5308 1.5363 1.5272
S2 1.5236 1.5236 1.5347
S3 1.5064 1.5136 1.5332
S4 1.4892 1.4964 1.5284
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5465 1.5188 0.0277 1.8% 0.0122 0.8% 68% False False 303
10 1.5509 1.5188 0.0321 2.1% 0.0117 0.8% 59% False False 261
20 1.5509 1.4795 0.0714 4.6% 0.0122 0.8% 82% False False 231
40 1.5509 1.4795 0.0714 4.6% 0.0100 0.7% 82% False False 217
60 1.6100 1.4795 0.1305 8.5% 0.0068 0.4% 45% False False 145
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5980
2.618 1.5780
1.618 1.5658
1.000 1.5583
0.618 1.5536
HIGH 1.5461
0.618 1.5414
0.500 1.5400
0.382 1.5386
LOW 1.5339
0.618 1.5264
1.000 1.5217
1.618 1.5142
2.618 1.5020
4.250 1.4821
Fisher Pivots for day following 22-Apr-2010
Pivot 1 day 3 day
R1 1.5400 1.5377
PP 1.5392 1.5376
S1 1.5385 1.5376

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

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