CME British Pound Future September 2010


Trading Metrics calculated at close of trading on 16-Jun-2010
Day Change Summary
Previous Current
15-Jun-2010 16-Jun-2010 Change Change % Previous Week
Open 1.4740 1.4807 0.0067 0.5% 1.4428
High 1.4840 1.4858 0.0018 0.1% 1.4764
Low 1.4685 1.4727 0.0042 0.3% 1.4349
Close 1.4816 1.4795 -0.0021 -0.1% 1.4512
Range 0.0155 0.0131 -0.0024 -15.5% 0.0415
ATR 0.0208 0.0202 -0.0005 -2.6% 0.0000
Volume 115,142 112,463 -2,679 -2.3% 227,282
Daily Pivots for day following 16-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.5186 1.5122 1.4867
R3 1.5055 1.4991 1.4831
R2 1.4924 1.4924 1.4819
R1 1.4860 1.4860 1.4807 1.4827
PP 1.4793 1.4793 1.4793 1.4777
S1 1.4729 1.4729 1.4783 1.4696
S2 1.4662 1.4662 1.4771
S3 1.4531 1.4598 1.4759
S4 1.4400 1.4467 1.4723
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.5787 1.5564 1.4740
R3 1.5372 1.5149 1.4626
R2 1.4957 1.4957 1.4588
R1 1.4734 1.4734 1.4550 1.4846
PP 1.4542 1.4542 1.4542 1.4597
S1 1.4319 1.4319 1.4474 1.4431
S2 1.4127 1.4127 1.4436
S3 1.3712 1.3904 1.4398
S4 1.3297 1.3489 1.4284
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4858 1.4505 0.0353 2.4% 0.0204 1.4% 82% True False 102,782
10 1.4858 1.4349 0.0509 3.4% 0.0198 1.3% 88% True False 59,993
20 1.4858 1.4233 0.0625 4.2% 0.0196 1.3% 90% True False 30,786
40 1.5485 1.4233 0.1252 8.5% 0.0198 1.3% 45% False False 15,985
60 1.5509 1.4233 0.1276 8.6% 0.0175 1.2% 44% False False 10,732
80 1.5509 1.4233 0.1276 8.6% 0.0146 1.0% 44% False False 8,093
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0050
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.5415
2.618 1.5201
1.618 1.5070
1.000 1.4989
0.618 1.4939
HIGH 1.4858
0.618 1.4808
0.500 1.4793
0.382 1.4777
LOW 1.4727
0.618 1.4646
1.000 1.4596
1.618 1.4515
2.618 1.4384
4.250 1.4170
Fisher Pivots for day following 16-Jun-2010
Pivot 1 day 3 day
R1 1.4794 1.4765
PP 1.4793 1.4735
S1 1.4793 1.4705

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

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