CME British Pound Future September 2010


Trading Metrics calculated at close of trading on 23-Jun-2010
Day Change Summary
Previous Current
22-Jun-2010 23-Jun-2010 Change Change % Previous Week
Open 1.4762 1.4804 0.0042 0.3% 1.4555
High 1.4861 1.4973 0.0112 0.8% 1.4890
Low 1.4688 1.4802 0.0114 0.8% 1.4552
Close 1.4812 1.4964 0.0152 1.0% 1.4796
Range 0.0173 0.0171 -0.0002 -1.2% 0.0338
ATR 0.0194 0.0192 -0.0002 -0.9% 0.0000
Volume 80,443 143,731 63,288 78.7% 573,454
Daily Pivots for day following 23-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.5426 1.5366 1.5058
R3 1.5255 1.5195 1.5011
R2 1.5084 1.5084 1.4995
R1 1.5024 1.5024 1.4980 1.5054
PP 1.4913 1.4913 1.4913 1.4928
S1 1.4853 1.4853 1.4948 1.4883
S2 1.4742 1.4742 1.4933
S3 1.4571 1.4682 1.4917
S4 1.4400 1.4511 1.4870
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.5760 1.5616 1.4982
R3 1.5422 1.5278 1.4889
R2 1.5084 1.5084 1.4858
R1 1.4940 1.4940 1.4827 1.5012
PP 1.4746 1.4746 1.4746 1.4782
S1 1.4602 1.4602 1.4765 1.4674
S2 1.4408 1.4408 1.4734
S3 1.4070 1.4264 1.4703
S4 1.3732 1.3926 1.4610
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4973 1.4645 0.0328 2.2% 0.0171 1.1% 97% True False 100,685
10 1.4973 1.4505 0.0468 3.1% 0.0187 1.3% 98% True False 101,734
20 1.4973 1.4343 0.0630 4.2% 0.0193 1.3% 99% True False 55,569
40 1.5380 1.4233 0.1147 7.7% 0.0204 1.4% 64% False False 28,521
60 1.5509 1.4233 0.1276 8.5% 0.0177 1.2% 57% False False 19,105
80 1.5509 1.4233 0.1276 8.5% 0.0157 1.0% 57% False False 14,386
100 1.5948 1.4233 0.1715 11.5% 0.0126 0.8% 43% False False 11,509
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 False
Bull Hook False
Stretch 0.0048
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5700
2.618 1.5421
1.618 1.5250
1.000 1.5144
0.618 1.5079
HIGH 1.4973
0.618 1.4908
0.500 1.4888
0.382 1.4867
LOW 1.4802
0.618 1.4696
1.000 1.4631
1.618 1.4525
2.618 1.4354
4.250 1.4075
Fisher Pivots for day following 23-Jun-2010
Pivot 1 day 3 day
R1 1.4939 1.4920
PP 1.4913 1.4875
S1 1.4888 1.4831

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

View Archives - Comment on this page... - Back to Index of Symbols