CME British Pound Future September 2010


Trading Metrics calculated at close of trading on 25-Jun-2010
Day Change Summary
Previous Current
24-Jun-2010 25-Jun-2010 Change Change % Previous Week
Open 1.4962 1.4922 -0.0040 -0.3% 1.4850
High 1.5012 1.5080 0.0068 0.5% 1.5080
Low 1.4915 1.4855 -0.0060 -0.4% 1.4688
Close 1.4934 1.5038 0.0104 0.7% 1.5038
Range 0.0097 0.0225 0.0128 132.0% 0.0392
ATR 0.0186 0.0188 0.0003 1.5% 0.0000
Volume 128,499 110,175 -18,324 -14.3% 535,679
Daily Pivots for day following 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.5666 1.5577 1.5162
R3 1.5441 1.5352 1.5100
R2 1.5216 1.5216 1.5079
R1 1.5127 1.5127 1.5059 1.5172
PP 1.4991 1.4991 1.4991 1.5013
S1 1.4902 1.4902 1.5017 1.4947
S2 1.4766 1.4766 1.4997
S3 1.4541 1.4677 1.4976
S4 1.4316 1.4452 1.4914
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.6111 1.5967 1.5254
R3 1.5719 1.5575 1.5146
R2 1.5327 1.5327 1.5110
R1 1.5183 1.5183 1.5074 1.5255
PP 1.4935 1.4935 1.4935 1.4972
S1 1.4791 1.4791 1.5002 1.4863
S2 1.4543 1.4543 1.4966
S3 1.4151 1.4399 1.4930
S4 1.3759 1.4007 1.4822
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5080 1.4688 0.0392 2.6% 0.0173 1.1% 89% True False 107,135
10 1.5080 1.4552 0.0528 3.5% 0.0172 1.1% 92% True False 110,913
20 1.5080 1.4349 0.0731 4.9% 0.0192 1.3% 94% True False 67,391
40 1.5380 1.4233 0.1147 7.6% 0.0204 1.4% 70% False False 34,428
60 1.5509 1.4233 0.1276 8.5% 0.0178 1.2% 63% False False 23,072
80 1.5509 1.4233 0.1276 8.5% 0.0161 1.1% 63% False False 17,369
100 1.5758 1.4233 0.1525 10.1% 0.0129 0.9% 53% False False 13,896
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0051
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.6036
2.618 1.5669
1.618 1.5444
1.000 1.5305
0.618 1.5219
HIGH 1.5080
0.618 1.4994
0.500 1.4968
0.382 1.4941
LOW 1.4855
0.618 1.4716
1.000 1.4630
1.618 1.4491
2.618 1.4266
4.250 1.3899
Fisher Pivots for day following 25-Jun-2010
Pivot 1 day 3 day
R1 1.5015 1.5006
PP 1.4991 1.4973
S1 1.4968 1.4941

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

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