CME British Pound Future September 2010


Trading Metrics calculated at close of trading on 03-Jun-2010
Day Change Summary
Previous Current
02-Jun-2010 03-Jun-2010 Change Change % Previous Week
Open 1.4655 1.4661 0.0006 0.0% 1.4469
High 1.4772 1.4745 -0.0027 -0.2% 1.4619
Low 1.4558 1.4590 0.0032 0.2% 1.4271
Close 1.4646 1.4639 -0.0007 0.0% 1.4492
Range 0.0214 0.0155 -0.0059 -27.6% 0.0348
ATR 0.0202 0.0199 -0.0003 -1.7% 0.0000
Volume 3,101 2,657 -444 -14.3% 6,954
Daily Pivots for day following 03-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.5123 1.5036 1.4724
R3 1.4968 1.4881 1.4682
R2 1.4813 1.4813 1.4667
R1 1.4726 1.4726 1.4653 1.4692
PP 1.4658 1.4658 1.4658 1.4641
S1 1.4571 1.4571 1.4625 1.4537
S2 1.4503 1.4503 1.4611
S3 1.4348 1.4416 1.4596
S4 1.4193 1.4261 1.4554
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 1.5505 1.5346 1.4683
R3 1.5157 1.4998 1.4588
R2 1.4809 1.4809 1.4556
R1 1.4650 1.4650 1.4524 1.4730
PP 1.4461 1.4461 1.4461 1.4500
S1 1.4302 1.4302 1.4460 1.4382
S2 1.4113 1.4113 1.4428
S3 1.3765 1.3954 1.4396
S4 1.3417 1.3606 1.4301
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4772 1.4384 0.0388 2.7% 0.0213 1.5% 66% False False 1,848
10 1.4772 1.4233 0.0539 3.7% 0.0189 1.3% 75% False False 1,745
20 1.5144 1.4233 0.0911 6.2% 0.0235 1.6% 45% False False 1,805
40 1.5509 1.4233 0.1276 8.7% 0.0179 1.2% 32% False False 1,105
60 1.5509 1.4233 0.1276 8.7% 0.0165 1.1% 32% False False 835
80 1.5758 1.4233 0.1525 10.4% 0.0124 0.8% 27% False False 627
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0043
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.5404
2.618 1.5151
1.618 1.4996
1.000 1.4900
0.618 1.4841
HIGH 1.4745
0.618 1.4686
0.500 1.4668
0.382 1.4649
LOW 1.4590
0.618 1.4494
1.000 1.4435
1.618 1.4339
2.618 1.4184
4.250 1.3931
Fisher Pivots for day following 03-Jun-2010
Pivot 1 day 3 day
R1 1.4668 1.4627
PP 1.4658 1.4615
S1 1.4649 1.4604

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

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