CME British Pound Future September 2010


Trading Metrics calculated at close of trading on 19-Aug-2010
Day Change Summary
Previous Current
18-Aug-2010 19-Aug-2010 Change Change % Previous Week
Open 1.5577 1.5598 0.0021 0.1% 1.5989
High 1.5688 1.5671 -0.0017 -0.1% 1.5993
Low 1.5495 1.5506 0.0011 0.1% 1.5559
Close 1.5604 1.5593 -0.0011 -0.1% 1.5589
Range 0.0193 0.0165 -0.0028 -14.5% 0.0434
ATR 0.0158 0.0159 0.0000 0.3% 0.0000
Volume 119,121 142,717 23,596 19.8% 544,249
Daily Pivots for day following 19-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.6085 1.6004 1.5684
R3 1.5920 1.5839 1.5638
R2 1.5755 1.5755 1.5623
R1 1.5674 1.5674 1.5608 1.5632
PP 1.5590 1.5590 1.5590 1.5569
S1 1.5509 1.5509 1.5578 1.5467
S2 1.5425 1.5425 1.5563
S3 1.5260 1.5344 1.5548
S4 1.5095 1.5179 1.5502
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.7016 1.6736 1.5828
R3 1.6582 1.6302 1.5708
R2 1.6148 1.6148 1.5669
R1 1.5868 1.5868 1.5629 1.5791
PP 1.5714 1.5714 1.5714 1.5675
S1 1.5434 1.5434 1.5549 1.5357
S2 1.5280 1.5280 1.5509
S3 1.4846 1.5000 1.5470
S4 1.4412 1.4566 1.5350
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5701 1.5495 0.0206 1.3% 0.0158 1.0% 48% False False 113,337
10 1.5997 1.5495 0.0502 3.2% 0.0166 1.1% 20% False False 112,238
20 1.5997 1.5253 0.0744 4.8% 0.0149 1.0% 46% False False 102,883
40 1.5997 1.4855 0.1142 7.3% 0.0156 1.0% 65% False False 106,378
60 1.5997 1.4343 0.1654 10.6% 0.0168 1.1% 76% False False 89,442
80 1.5997 1.4233 0.1764 11.3% 0.0180 1.2% 77% False False 67,450
100 1.5997 1.4233 0.1764 11.3% 0.0169 1.1% 77% False False 54,014
120 1.5997 1.4233 0.1764 11.3% 0.0157 1.0% 77% False False 45,050
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0041
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6372
2.618 1.6103
1.618 1.5938
1.000 1.5836
0.618 1.5773
HIGH 1.5671
0.618 1.5608
0.500 1.5589
0.382 1.5569
LOW 1.5506
0.618 1.5404
1.000 1.5341
1.618 1.5239
2.618 1.5074
4.250 1.4805
Fisher Pivots for day following 19-Aug-2010
Pivot 1 day 3 day
R1 1.5592 1.5595
PP 1.5590 1.5594
S1 1.5589 1.5594

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

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