CME British Pound Future September 2010


Trading Metrics calculated at close of trading on 09-Aug-2010
Day Change Summary
Previous Current
06-Aug-2010 09-Aug-2010 Change Change % Previous Week
Open 1.5887 1.5989 0.0102 0.6% 1.5715
High 1.5997 1.5993 -0.0004 0.0% 1.5997
Low 1.5835 1.5890 0.0055 0.3% 1.5691
Close 1.5963 1.5894 -0.0069 -0.4% 1.5963
Range 0.0162 0.0103 -0.0059 -36.4% 0.0306
ATR 0.0152 0.0148 -0.0003 -2.3% 0.0000
Volume 103,122 59,698 -43,424 -42.1% 486,629
Daily Pivots for day following 09-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.6235 1.6167 1.5951
R3 1.6132 1.6064 1.5922
R2 1.6029 1.6029 1.5913
R1 1.5961 1.5961 1.5903 1.5944
PP 1.5926 1.5926 1.5926 1.5917
S1 1.5858 1.5858 1.5885 1.5841
S2 1.5823 1.5823 1.5875
S3 1.5720 1.5755 1.5866
S4 1.5617 1.5652 1.5837
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.6802 1.6688 1.6131
R3 1.6496 1.6382 1.6047
R2 1.6190 1.6190 1.6019
R1 1.6076 1.6076 1.5991 1.6133
PP 1.5884 1.5884 1.5884 1.5912
S1 1.5770 1.5770 1.5935 1.5827
S2 1.5578 1.5578 1.5907
S3 1.5272 1.5464 1.5879
S4 1.4966 1.5158 1.5795
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5997 1.5816 0.0181 1.1% 0.0117 0.7% 43% False False 86,962
10 1.5997 1.5438 0.0559 3.5% 0.0129 0.8% 82% False False 89,395
20 1.5997 1.4963 0.1034 6.5% 0.0151 1.0% 90% False False 98,150
40 1.5997 1.4552 0.1445 9.1% 0.0156 1.0% 93% False False 104,151
60 1.5997 1.4233 0.1764 11.1% 0.0170 1.1% 94% False False 73,704
80 1.5997 1.4233 0.1764 11.1% 0.0175 1.1% 94% False False 55,491
100 1.5997 1.4233 0.1764 11.1% 0.0167 1.1% 94% False False 44,446
120 1.5997 1.4233 0.1764 11.1% 0.0145 0.9% 94% False False 37,054
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0030
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.6431
2.618 1.6263
1.618 1.6160
1.000 1.6096
0.618 1.6057
HIGH 1.5993
0.618 1.5954
0.500 1.5942
0.382 1.5929
LOW 1.5890
0.618 1.5826
1.000 1.5787
1.618 1.5723
2.618 1.5620
4.250 1.5452
Fisher Pivots for day following 09-Aug-2010
Pivot 1 day 3 day
R1 1.5942 1.5907
PP 1.5926 1.5902
S1 1.5910 1.5898

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

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