CME British Pound Future September 2010


Trading Metrics calculated at close of trading on 20-May-2010
Day Change Summary
Previous Current
19-May-2010 20-May-2010 Change Change % Previous Week
Open 1.4296 1.4411 0.0115 0.8% 1.4803
High 1.4442 1.4461 0.0019 0.1% 1.5047
Low 1.4237 1.4233 -0.0004 0.0% 1.4494
Close 1.4397 1.4418 0.0021 0.1% 1.4557
Range 0.0205 0.0228 0.0023 11.2% 0.0553
ATR 0.0204 0.0206 0.0002 0.8% 0.0000
Volume 1,007 2,009 1,002 99.5% 12,761
Daily Pivots for day following 20-May-2010
Classic Woodie Camarilla DeMark
R4 1.5055 1.4964 1.4543
R3 1.4827 1.4736 1.4481
R2 1.4599 1.4599 1.4460
R1 1.4508 1.4508 1.4439 1.4554
PP 1.4371 1.4371 1.4371 1.4393
S1 1.4280 1.4280 1.4397 1.4326
S2 1.4143 1.4143 1.4376
S3 1.3915 1.4052 1.4355
S4 1.3687 1.3824 1.4293
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 1.6358 1.6011 1.4861
R3 1.5805 1.5458 1.4709
R2 1.5252 1.5252 1.4658
R1 1.4905 1.4905 1.4608 1.4802
PP 1.4699 1.4699 1.4699 1.4648
S1 1.4352 1.4352 1.4506 1.4249
S2 1.4146 1.4146 1.4456
S3 1.3593 1.3799 1.4405
S4 1.3040 1.3246 1.4253
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4628 1.4233 0.0395 2.7% 0.0205 1.4% 47% False True 2,104
10 1.5047 1.4233 0.0814 5.6% 0.0257 1.8% 23% False True 2,004
20 1.5485 1.4233 0.1252 8.7% 0.0210 1.5% 15% False True 1,302
40 1.5509 1.4233 0.1276 8.9% 0.0166 1.2% 14% False True 767
60 1.5509 1.4233 0.1276 8.9% 0.0137 0.9% 14% False True 579
80 1.6100 1.4233 0.1867 12.9% 0.0103 0.7% 10% False True 435
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0063
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5430
2.618 1.5058
1.618 1.4830
1.000 1.4689
0.618 1.4602
HIGH 1.4461
0.618 1.4374
0.500 1.4347
0.382 1.4320
LOW 1.4233
0.618 1.4092
1.000 1.4005
1.618 1.3864
2.618 1.3636
4.250 1.3264
Fisher Pivots for day following 20-May-2010
Pivot 1 day 3 day
R1 1.4394 1.4404
PP 1.4371 1.4389
S1 1.4347 1.4375

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

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