CME British Pound Future September 2010


Trading Metrics calculated at close of trading on 07-Jun-2010
Day Change Summary
Previous Current
04-Jun-2010 07-Jun-2010 Change Change % Previous Week
Open 1.4624 1.4428 -0.0196 -1.3% 1.4450
High 1.4681 1.4562 -0.0119 -0.8% 1.4772
Low 1.4453 1.4389 -0.0064 -0.4% 1.4435
Close 1.4461 1.4472 0.0011 0.1% 1.4461
Range 0.0228 0.0173 -0.0055 -24.1% 0.0337
ATR 0.0201 0.0199 -0.0002 -1.0% 0.0000
Volume 2,964 8,699 5,735 193.5% 9,811
Daily Pivots for day following 07-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.4993 1.4906 1.4567
R3 1.4820 1.4733 1.4520
R2 1.4647 1.4647 1.4504
R1 1.4560 1.4560 1.4488 1.4604
PP 1.4474 1.4474 1.4474 1.4496
S1 1.4387 1.4387 1.4456 1.4431
S2 1.4301 1.4301 1.4440
S3 1.4128 1.4214 1.4424
S4 1.3955 1.4041 1.4377
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.5567 1.5351 1.4646
R3 1.5230 1.5014 1.4554
R2 1.4893 1.4893 1.4523
R1 1.4677 1.4677 1.4492 1.4785
PP 1.4556 1.4556 1.4556 1.4610
S1 1.4340 1.4340 1.4430 1.4448
S2 1.4219 1.4219 1.4399
S3 1.3882 1.4003 1.4368
S4 1.3545 1.3666 1.4276
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4772 1.4389 0.0383 2.6% 0.0212 1.5% 22% False True 3,702
10 1.4772 1.4271 0.0501 3.5% 0.0188 1.3% 40% False False 2,546
20 1.5047 1.4233 0.0814 5.6% 0.0210 1.4% 29% False False 2,255
40 1.5509 1.4233 0.1276 8.8% 0.0183 1.3% 19% False False 1,389
60 1.5509 1.4233 0.1276 8.8% 0.0171 1.2% 19% False False 1,029
80 1.5758 1.4233 0.1525 10.5% 0.0129 0.9% 16% False False 773
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 True
Bull Hook False
Stretch 0.0042
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5297
2.618 1.5015
1.618 1.4842
1.000 1.4735
0.618 1.4669
HIGH 1.4562
0.618 1.4496
0.500 1.4476
0.382 1.4455
LOW 1.4389
0.618 1.4282
1.000 1.4216
1.618 1.4109
2.618 1.3936
4.250 1.3654
Fisher Pivots for day following 07-Jun-2010
Pivot 1 day 3 day
R1 1.4476 1.4567
PP 1.4474 1.4535
S1 1.4473 1.4504

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

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