CME British Pound Future September 2010


Trading Metrics calculated at close of trading on 26-Jul-2010
Day Change Summary
Previous Current
23-Jul-2010 26-Jul-2010 Change Change % Previous Week
Open 1.5258 1.5415 0.0157 1.0% 1.5287
High 1.5447 1.5517 0.0070 0.5% 1.5447
Low 1.5253 1.5406 0.0153 1.0% 1.5122
Close 1.5419 1.5473 0.0054 0.4% 1.5419
Range 0.0194 0.0111 -0.0083 -42.8% 0.0325
ATR 0.0175 0.0170 -0.0005 -2.6% 0.0000
Volume 79,833 124,323 44,490 55.7% 475,491
Daily Pivots for day following 26-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.5798 1.5747 1.5534
R3 1.5687 1.5636 1.5504
R2 1.5576 1.5576 1.5493
R1 1.5525 1.5525 1.5483 1.5551
PP 1.5465 1.5465 1.5465 1.5478
S1 1.5414 1.5414 1.5463 1.5440
S2 1.5354 1.5354 1.5453
S3 1.5243 1.5303 1.5442
S4 1.5132 1.5192 1.5412
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.6304 1.6187 1.5598
R3 1.5979 1.5862 1.5508
R2 1.5654 1.5654 1.5479
R1 1.5537 1.5537 1.5449 1.5596
PP 1.5329 1.5329 1.5329 1.5359
S1 1.5212 1.5212 1.5389 1.5271
S2 1.5004 1.5004 1.5359
S3 1.4679 1.4887 1.5330
S4 1.4354 1.4562 1.5240
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5517 1.5122 0.0395 2.6% 0.0164 1.1% 89% True False 100,696
10 1.5517 1.4963 0.0554 3.6% 0.0174 1.1% 92% True False 106,904
20 1.5517 1.4873 0.0644 4.2% 0.0162 1.0% 93% True False 108,148
40 1.5517 1.4349 0.1168 7.5% 0.0177 1.1% 96% True False 87,769
60 1.5517 1.4233 0.1284 8.3% 0.0190 1.2% 97% True False 59,001
80 1.5517 1.4233 0.1284 8.3% 0.0174 1.1% 97% True False 44,341
100 1.5517 1.4233 0.1284 8.3% 0.0161 1.0% 97% True False 35,525
120 1.5758 1.4233 0.1525 9.9% 0.0134 0.9% 81% False False 29,604
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 0.0033
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.5989
2.618 1.5808
1.618 1.5697
1.000 1.5628
0.618 1.5586
HIGH 1.5517
0.618 1.5475
0.500 1.5462
0.382 1.5448
LOW 1.5406
0.618 1.5337
1.000 1.5295
1.618 1.5226
2.618 1.5115
4.250 1.4934
Fisher Pivots for day following 26-Jul-2010
Pivot 1 day 3 day
R1 1.5469 1.5426
PP 1.5465 1.5379
S1 1.5462 1.5332

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

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