CME British Pound Future September 2010


Trading Metrics calculated at close of trading on 27-May-2010
Day Change Summary
Previous Current
26-May-2010 27-May-2010 Change Change % Previous Week
Open 1.4432 1.4392 -0.0040 -0.3% 1.4517
High 1.4450 1.4610 0.0160 1.1% 1.4517
Low 1.4343 1.4384 0.0041 0.3% 1.4233
Close 1.4416 1.4590 0.0174 1.2% 1.4474
Range 0.0107 0.0226 0.0119 111.2% 0.0284
ATR 0.0193 0.0195 0.0002 1.2% 0.0000
Volume 1,448 796 -652 -45.0% 6,887
Daily Pivots for day following 27-May-2010
Classic Woodie Camarilla DeMark
R4 1.5206 1.5124 1.4714
R3 1.4980 1.4898 1.4652
R2 1.4754 1.4754 1.4631
R1 1.4672 1.4672 1.4611 1.4713
PP 1.4528 1.4528 1.4528 1.4549
S1 1.4446 1.4446 1.4569 1.4487
S2 1.4302 1.4302 1.4549
S3 1.4076 1.4220 1.4528
S4 1.3850 1.3994 1.4466
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 1.5260 1.5151 1.4630
R3 1.4976 1.4867 1.4552
R2 1.4692 1.4692 1.4526
R1 1.4583 1.4583 1.4500 1.4496
PP 1.4408 1.4408 1.4408 1.4364
S1 1.4299 1.4299 1.4448 1.4212
S2 1.4124 1.4124 1.4422
S3 1.3840 1.4015 1.4396
S4 1.3556 1.3731 1.4318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4610 1.4271 0.0339 2.3% 0.0165 1.1% 94% True False 1,399
10 1.4628 1.4233 0.0395 2.7% 0.0185 1.3% 90% False False 1,752
20 1.5380 1.4233 0.1147 7.9% 0.0215 1.5% 31% False False 1,465
40 1.5509 1.4233 0.1276 8.7% 0.0171 1.2% 28% False False 913
60 1.5509 1.4233 0.1276 8.7% 0.0151 1.0% 28% False False 695
80 1.5758 1.4233 0.1525 10.5% 0.0113 0.8% 23% False False 522
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0031
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.5571
2.618 1.5202
1.618 1.4976
1.000 1.4836
0.618 1.4750
HIGH 1.4610
0.618 1.4524
0.500 1.4497
0.382 1.4470
LOW 1.4384
0.618 1.4244
1.000 1.4158
1.618 1.4018
2.618 1.3792
4.250 1.3424
Fisher Pivots for day following 27-May-2010
Pivot 1 day 3 day
R1 1.4559 1.4540
PP 1.4528 1.4490
S1 1.4497 1.4441

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

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