CME British Pound Future September 2010


Trading Metrics calculated at close of trading on 26-Apr-2010
Day Change Summary
Previous Current
23-Apr-2010 26-Apr-2010 Change Change % Previous Week
Open 1.5323 1.5420 0.0097 0.6% 1.5344
High 1.5392 1.5485 0.0093 0.6% 1.5461
Low 1.5291 1.5420 0.0129 0.8% 1.5188
Close 1.5362 1.5447 0.0085 0.6% 1.5362
Range 0.0101 0.0065 -0.0036 -35.6% 0.0273
ATR 0.0127 0.0126 0.0000 -0.2% 0.0000
Volume 470 551 81 17.2% 1,634
Daily Pivots for day following 26-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.5646 1.5611 1.5483
R3 1.5581 1.5546 1.5465
R2 1.5516 1.5516 1.5459
R1 1.5481 1.5481 1.5453 1.5499
PP 1.5451 1.5451 1.5451 1.5459
S1 1.5416 1.5416 1.5441 1.5434
S2 1.5386 1.5386 1.5435
S3 1.5321 1.5351 1.5429
S4 1.5256 1.5286 1.5411
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.6156 1.6032 1.5512
R3 1.5883 1.5759 1.5437
R2 1.5610 1.5610 1.5412
R1 1.5486 1.5486 1.5387 1.5548
PP 1.5337 1.5337 1.5337 1.5368
S1 1.5213 1.5213 1.5337 1.5275
S2 1.5064 1.5064 1.5312
S3 1.4791 1.4940 1.5287
S4 1.4518 1.4667 1.5212
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5485 1.5290 0.0195 1.3% 0.0102 0.7% 81% True False 370
10 1.5509 1.5188 0.0321 2.1% 0.0110 0.7% 81% False False 329
20 1.5509 1.4963 0.0546 3.5% 0.0119 0.8% 89% False False 262
40 1.5509 1.4795 0.0714 4.6% 0.0104 0.7% 91% False False 242
60 1.5948 1.4795 0.1153 7.5% 0.0071 0.5% 57% False False 162
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 0.0024
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 1.5761
2.618 1.5655
1.618 1.5590
1.000 1.5550
0.618 1.5525
HIGH 1.5485
0.618 1.5460
0.500 1.5453
0.382 1.5445
LOW 1.5420
0.618 1.5380
1.000 1.5355
1.618 1.5315
2.618 1.5250
4.250 1.5144
Fisher Pivots for day following 26-Apr-2010
Pivot 1 day 3 day
R1 1.5453 1.5427
PP 1.5451 1.5408
S1 1.5449 1.5388

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

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