CME British Pound Future September 2010


Trading Metrics calculated at close of trading on 11-May-2010
Day Change Summary
Previous Current
10-May-2010 11-May-2010 Change Change % Previous Week
Open 1.4803 1.4830 0.0027 0.2% 1.5260
High 1.5047 1.4995 -0.0052 -0.3% 1.5270
Low 1.4763 1.4721 -0.0042 -0.3% 1.4478
Close 1.4874 1.4948 0.0074 0.5% 1.4809
Range 0.0284 0.0274 -0.0010 -3.5% 0.0792
ATR 0.0183 0.0190 0.0006 3.5% 0.0000
Volume 2,481 2,834 353 14.2% 3,806
Daily Pivots for day following 11-May-2010
Classic Woodie Camarilla DeMark
R4 1.5710 1.5603 1.5099
R3 1.5436 1.5329 1.5023
R2 1.5162 1.5162 1.4998
R1 1.5055 1.5055 1.4973 1.5109
PP 1.4888 1.4888 1.4888 1.4915
S1 1.4781 1.4781 1.4923 1.4835
S2 1.4614 1.4614 1.4898
S3 1.4340 1.4507 1.4873
S4 1.4066 1.4233 1.4797
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 1.5160 1.4478 0.0682 4.6% 0.0311 2.1% 69% False False 1,741
10 1.5380 1.4478 0.0902 6.0% 0.0223 1.5% 52% False False 1,202
20 1.5509 1.4478 0.1031 6.9% 0.0174 1.2% 46% False False 775
40 1.5509 1.4478 0.1031 6.9% 0.0156 1.0% 46% False False 537
60 1.5667 1.4478 0.1189 8.0% 0.0111 0.7% 40% False False 367
Crabel Price Patterns
NR True
NR4 True
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 0.0052
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6160
2.618 1.5712
1.618 1.5438
1.000 1.5269
0.618 1.5164
HIGH 1.4995
0.618 1.4890
0.500 1.4858
0.382 1.4826
LOW 1.4721
0.618 1.4552
1.000 1.4447
1.618 1.4278
2.618 1.4004
4.250 1.3557
Fisher Pivots for day following 11-May-2010
Pivot 1 day 3 day
R1 1.4918 1.4886
PP 1.4888 1.4824
S1 1.4858 1.4763

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

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