CME British Pound Future December 2010


Trading Metrics calculated at close of trading on 19-Mar-2010
Day Change Summary
Previous Current
18-Mar-2010 19-Mar-2010 Change Change % Previous Week
Open 1.5232 1.5002 -0.0230 -1.5% 1.5024
High 1.5232 1.5002 -0.0230 -1.5% 1.5307
Low 1.5232 1.5002 -0.0230 -1.5% 1.5002
Close 1.5232 1.5002 -0.0230 -1.5% 1.5002
Range
ATR 0.0093 0.0103 0.0010 10.5% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.5002 1.5002 1.5002
R3 1.5002 1.5002 1.5002
R2 1.5002 1.5002 1.5002
R1 1.5002 1.5002 1.5002 1.5002
PP 1.5002 1.5002 1.5002 1.5002
S1 1.5002 1.5002 1.5002 1.5002
S2 1.5002 1.5002 1.5002
S3 1.5002 1.5002 1.5002
S4 1.5002 1.5002 1.5002
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.6019 1.5815 1.5170
R3 1.5714 1.5510 1.5086
R2 1.5409 1.5409 1.5058
R1 1.5205 1.5205 1.5030 1.5155
PP 1.5104 1.5104 1.5104 1.5078
S1 1.4900 1.4900 1.4974 1.4850
S2 1.4799 1.4799 1.4946
S3 1.4494 1.4595 1.4918
S4 1.4189 1.4290 1.4834
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5307 1.5002 0.0305 2.0% 0.0000 0.0% 0% False True 1
10 1.5307 1.4950 0.0357 2.4% 0.0000 0.0% 15% False False 1
20 1.5430 1.4920 0.0510 3.4% 0.0000 0.0% 16% False False 2
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.5002
2.618 1.5002
1.618 1.5002
1.000 1.5002
0.618 1.5002
HIGH 1.5002
0.618 1.5002
0.500 1.5002
0.382 1.5002
LOW 1.5002
0.618 1.5002
1.000 1.5002
1.618 1.5002
2.618 1.5002
4.250 1.5002
Fisher Pivots for day following 19-Mar-2010
Pivot 1 day 3 day
R1 1.5002 1.5155
PP 1.5002 1.5104
S1 1.5002 1.5053

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

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