CME British Pound Future September 2010


Trading Metrics calculated at close of trading on 07-May-2010
Day Change Summary
Previous Current
06-May-2010 07-May-2010 Change Change % Previous Week
Open 1.5093 1.4785 -0.0308 -2.0% 1.5260
High 1.5144 1.4922 -0.0222 -1.5% 1.5270
Low 1.4684 1.4478 -0.0206 -1.4% 1.4478
Close 1.4782 1.4809 0.0027 0.2% 1.4809
Range 0.0460 0.0444 -0.0016 -3.5% 0.0792
ATR 0.0155 0.0175 0.0021 13.3% 0.0000
Volume 615 2,041 1,426 231.9% 3,806
Daily Pivots for day following 07-May-2010
Classic Woodie Camarilla DeMark
R4 1.6068 1.5883 1.5053
R3 1.5624 1.5439 1.4931
R2 1.5180 1.5180 1.4890
R1 1.4995 1.4995 1.4850 1.5088
PP 1.4736 1.4736 1.4736 1.4783
S1 1.4551 1.4551 1.4768 1.4644
S2 1.4292 1.4292 1.4728
S3 1.3848 1.4107 1.4687
S4 1.3404 1.3663 1.4565
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 1.7228 1.6811 1.5245
R3 1.6436 1.6019 1.5027
R2 1.5644 1.5644 1.4954
R1 1.5227 1.5227 1.4882 1.5040
PP 1.4852 1.4852 1.4852 1.4759
S1 1.4435 1.4435 1.4736 1.4248
S2 1.4060 1.4060 1.4664
S3 1.3268 1.3643 1.4591
S4 1.2476 1.2851 1.4373
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5270 1.4478 0.0792 5.3% 0.0244 1.6% 42% False True 761
10 1.5485 1.4478 0.1007 6.8% 0.0197 1.3% 33% False True 757
20 1.5509 1.4478 0.1031 7.0% 0.0157 1.1% 32% False True 522
40 1.5509 1.4478 0.1031 7.0% 0.0152 1.0% 32% False True 417
60 1.5758 1.4478 0.1280 8.6% 0.0102 0.7% 26% False True 279
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 0.0038
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6809
2.618 1.6084
1.618 1.5640
1.000 1.5366
0.618 1.5196
HIGH 1.4922
0.618 1.4752
0.500 1.4700
0.382 1.4648
LOW 1.4478
0.618 1.4204
1.000 1.4034
1.618 1.3760
2.618 1.3316
4.250 1.2591
Fisher Pivots for day following 07-May-2010
Pivot 1 day 3 day
R1 1.4773 1.4819
PP 1.4736 1.4816
S1 1.4700 1.4812

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

View Archives - Comment on this page... - Back to Index of Symbols