CME British Pound Future September 2010


Trading Metrics calculated at close of trading on 19-Jul-2010
Day Change Summary
Previous Current
16-Jul-2010 19-Jul-2010 Change Change % Previous Week
Open 1.5442 1.5287 -0.0155 -1.0% 1.5063
High 1.5447 1.5349 -0.0098 -0.6% 1.5470
Low 1.5275 1.5199 -0.0076 -0.5% 1.4946
Close 1.5301 1.5234 -0.0067 -0.4% 1.5301
Range 0.0172 0.0150 -0.0022 -12.8% 0.0524
ATR 0.0175 0.0173 -0.0002 -1.0% 0.0000
Volume 103,436 96,332 -7,104 -6.9% 551,510
Daily Pivots for day following 19-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.5711 1.5622 1.5317
R3 1.5561 1.5472 1.5275
R2 1.5411 1.5411 1.5262
R1 1.5322 1.5322 1.5248 1.5292
PP 1.5261 1.5261 1.5261 1.5245
S1 1.5172 1.5172 1.5220 1.5142
S2 1.5111 1.5111 1.5207
S3 1.4961 1.5022 1.5193
S4 1.4811 1.4872 1.5152
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.6811 1.6580 1.5589
R3 1.6287 1.6056 1.5445
R2 1.5763 1.5763 1.5397
R1 1.5532 1.5532 1.5349 1.5648
PP 1.5239 1.5239 1.5239 1.5297
S1 1.5008 1.5008 1.5253 1.5124
S2 1.4715 1.4715 1.5205
S3 1.4191 1.4484 1.5157
S4 1.3667 1.3960 1.5013
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5470 1.4963 0.0507 3.3% 0.0183 1.2% 53% False False 113,113
10 1.5470 1.4946 0.0524 3.4% 0.0165 1.1% 55% False False 102,391
20 1.5470 1.4688 0.0782 5.1% 0.0164 1.1% 70% False False 109,757
40 1.5470 1.4271 0.1199 7.9% 0.0177 1.2% 80% False False 75,357
60 1.5485 1.4233 0.1252 8.2% 0.0188 1.2% 80% False False 50,672
80 1.5509 1.4233 0.1276 8.4% 0.0172 1.1% 78% False False 38,062
100 1.5509 1.4233 0.1276 8.4% 0.0153 1.0% 78% False False 30,490
120 1.6100 1.4233 0.1867 12.3% 0.0128 0.8% 54% False False 25,409
Crabel Price Patterns
NR True
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 0.0039
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5987
2.618 1.5742
1.618 1.5592
1.000 1.5499
0.618 1.5442
HIGH 1.5349
0.618 1.5292
0.500 1.5274
0.382 1.5256
LOW 1.5199
0.618 1.5106
1.000 1.5049
1.618 1.4956
2.618 1.4806
4.250 1.4562
Fisher Pivots for day following 19-Jul-2010
Pivot 1 day 3 day
R1 1.5274 1.5335
PP 1.5261 1.5301
S1 1.5247 1.5268

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

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