CME British Pound Future September 2010


Trading Metrics calculated at close of trading on 10-May-2010
Day Change Summary
Previous Current
07-May-2010 10-May-2010 Change Change % Previous Week
Open 1.4785 1.4803 0.0018 0.1% 1.5260
High 1.4922 1.5047 0.0125 0.8% 1.5270
Low 1.4478 1.4763 0.0285 2.0% 1.4478
Close 1.4809 1.4874 0.0065 0.4% 1.4809
Range 0.0444 0.0284 -0.0160 -36.0% 0.0792
ATR 0.0175 0.0183 0.0008 4.4% 0.0000
Volume 2,041 2,481 440 21.6% 3,806
Daily Pivots for day following 10-May-2010
Classic Woodie Camarilla DeMark
R4 1.5747 1.5594 1.5030
R3 1.5463 1.5310 1.4952
R2 1.5179 1.5179 1.4926
R1 1.5026 1.5026 1.4900 1.5103
PP 1.4895 1.4895 1.4895 1.4933
S1 1.4742 1.4742 1.4848 1.4819
S2 1.4611 1.4611 1.4822
S3 1.4327 1.4458 1.4796
S4 1.4043 1.4174 1.4718
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 1.5250 1.4478 0.0772 5.2% 0.0288 1.9% 51% False False 1,193
10 1.5470 1.4478 0.0992 6.7% 0.0219 1.5% 40% False False 950
20 1.5509 1.4478 0.1031 6.9% 0.0165 1.1% 38% False False 639
40 1.5509 1.4478 0.1031 6.9% 0.0155 1.0% 38% False False 479
60 1.5758 1.4478 0.1280 8.6% 0.0106 0.7% 31% False False 320
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 0.0042
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6254
2.618 1.5791
1.618 1.5507
1.000 1.5331
0.618 1.5223
HIGH 1.5047
0.618 1.4939
0.500 1.4905
0.382 1.4871
LOW 1.4763
0.618 1.4587
1.000 1.4479
1.618 1.4303
2.618 1.4019
4.250 1.3556
Fisher Pivots for day following 10-May-2010
Pivot 1 day 3 day
R1 1.4905 1.4853
PP 1.4895 1.4832
S1 1.4884 1.4811

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

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