CME British Pound Future September 2010


Trading Metrics calculated at close of trading on 24-Jun-2010
Day Change Summary
Previous Current
23-Jun-2010 24-Jun-2010 Change Change % Previous Week
Open 1.4804 1.4962 0.0158 1.1% 1.4555
High 1.4973 1.5012 0.0039 0.3% 1.4890
Low 1.4802 1.4915 0.0113 0.8% 1.4552
Close 1.4964 1.4934 -0.0030 -0.2% 1.4796
Range 0.0171 0.0097 -0.0074 -43.3% 0.0338
ATR 0.0192 0.0186 -0.0007 -3.5% 0.0000
Volume 143,731 128,499 -15,232 -10.6% 573,454
Daily Pivots for day following 24-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.5245 1.5186 1.4987
R3 1.5148 1.5089 1.4961
R2 1.5051 1.5051 1.4952
R1 1.4992 1.4992 1.4943 1.4973
PP 1.4954 1.4954 1.4954 1.4944
S1 1.4895 1.4895 1.4925 1.4876
S2 1.4857 1.4857 1.4916
S3 1.4760 1.4798 1.4907
S4 1.4663 1.4701 1.4881
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.5760 1.5616 1.4982
R3 1.5422 1.5278 1.4889
R2 1.5084 1.5084 1.4858
R1 1.4940 1.4940 1.4827 1.5012
PP 1.4746 1.4746 1.4746 1.4782
S1 1.4602 1.4602 1.4765 1.4674
S2 1.4408 1.4408 1.4734
S3 1.4070 1.4264 1.4703
S4 1.3732 1.3926 1.4610
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5012 1.4688 0.0324 2.2% 0.0151 1.0% 76% True False 105,935
10 1.5012 1.4505 0.0507 3.4% 0.0176 1.2% 85% True False 110,278
20 1.5012 1.4349 0.0663 4.4% 0.0192 1.3% 88% True False 61,922
40 1.5380 1.4233 0.1147 7.7% 0.0203 1.4% 61% False False 31,723
60 1.5509 1.4233 0.1276 8.5% 0.0176 1.2% 55% False False 21,241
80 1.5509 1.4233 0.1276 8.5% 0.0158 1.1% 55% False False 15,992
100 1.5871 1.4233 0.1638 11.0% 0.0127 0.8% 43% False False 12,794
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 0.0050
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 1.5424
2.618 1.5266
1.618 1.5169
1.000 1.5109
0.618 1.5072
HIGH 1.5012
0.618 1.4975
0.500 1.4964
0.382 1.4952
LOW 1.4915
0.618 1.4855
1.000 1.4818
1.618 1.4758
2.618 1.4661
4.250 1.4503
Fisher Pivots for day following 24-Jun-2010
Pivot 1 day 3 day
R1 1.4964 1.4906
PP 1.4954 1.4878
S1 1.4944 1.4850

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

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