CME British Pound Future September 2010


Trading Metrics calculated at close of trading on 30-Aug-2010
Day Change Summary
Previous Current
27-Aug-2010 30-Aug-2010 Change Change % Previous Week
Open 1.5521 1.5530 0.0009 0.1% 1.5534
High 1.5547 1.5577 0.0030 0.2% 1.5619
Low 1.5441 1.5448 0.0007 0.0% 1.5369
Close 1.5512 1.5464 -0.0048 -0.3% 1.5512
Range 0.0106 0.0129 0.0023 21.7% 0.0250
ATR 0.0147 0.0146 -0.0001 -0.9% 0.0000
Volume 107,985 61,004 -46,981 -43.5% 524,476
Daily Pivots for day following 30-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.5883 1.5803 1.5535
R3 1.5754 1.5674 1.5499
R2 1.5625 1.5625 1.5488
R1 1.5545 1.5545 1.5476 1.5521
PP 1.5496 1.5496 1.5496 1.5484
S1 1.5416 1.5416 1.5452 1.5392
S2 1.5367 1.5367 1.5440
S3 1.5238 1.5287 1.5429
S4 1.5109 1.5158 1.5393
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.6250 1.6131 1.5650
R3 1.6000 1.5881 1.5581
R2 1.5750 1.5750 1.5558
R1 1.5631 1.5631 1.5535 1.5566
PP 1.5500 1.5500 1.5500 1.5467
S1 1.5381 1.5381 1.5489 1.5316
S2 1.5250 1.5250 1.5466
S3 1.5000 1.5131 1.5443
S4 1.4750 1.4881 1.5375
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5597 1.5369 0.0228 1.5% 0.0126 0.8% 42% False False 99,218
10 1.5695 1.5369 0.0326 2.1% 0.0139 0.9% 29% False False 105,763
20 1.5997 1.5369 0.0628 4.1% 0.0143 0.9% 15% False False 103,633
40 1.5997 1.4946 0.1051 6.8% 0.0151 1.0% 49% False False 101,480
60 1.5997 1.4349 0.1648 10.7% 0.0160 1.0% 68% False False 100,519
80 1.5997 1.4233 0.1764 11.4% 0.0176 1.1% 70% False False 75,870
100 1.5997 1.4233 0.1764 11.4% 0.0168 1.1% 70% False False 60,782
120 1.5997 1.4233 0.1764 11.4% 0.0164 1.1% 70% False False 50,702
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6125
2.618 1.5915
1.618 1.5786
1.000 1.5706
0.618 1.5657
HIGH 1.5577
0.618 1.5528
0.500 1.5513
0.382 1.5497
LOW 1.5448
0.618 1.5368
1.000 1.5319
1.618 1.5239
2.618 1.5110
4.250 1.4900
Fisher Pivots for day following 30-Aug-2010
Pivot 1 day 3 day
R1 1.5513 1.5519
PP 1.5496 1.5501
S1 1.5480 1.5482

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

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