CME British Pound Future September 2010


Trading Metrics calculated at close of trading on 06-Jul-2010
Day Change Summary
Previous Current
02-Jul-2010 06-Jul-2010 Change Change % Previous Week
Open 1.5178 1.5194 0.0016 0.1% 1.5056
High 1.5229 1.5227 -0.0002 0.0% 1.5229
Low 1.5146 1.5081 -0.0065 -0.4% 1.4873
Close 1.5194 1.5145 -0.0049 -0.3% 1.5194
Range 0.0083 0.0146 0.0063 75.9% 0.0356
ATR 0.0179 0.0176 -0.0002 -1.3% 0.0000
Volume 181,152 87,913 -93,239 -51.5% 635,562
Daily Pivots for day following 06-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.5589 1.5513 1.5225
R3 1.5443 1.5367 1.5185
R2 1.5297 1.5297 1.5172
R1 1.5221 1.5221 1.5158 1.5186
PP 1.5151 1.5151 1.5151 1.5134
S1 1.5075 1.5075 1.5132 1.5040
S2 1.5005 1.5005 1.5118
S3 1.4859 1.4929 1.5105
S4 1.4713 1.4783 1.5065
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.6167 1.6036 1.5390
R3 1.5811 1.5680 1.5292
R2 1.5455 1.5455 1.5259
R1 1.5324 1.5324 1.5227 1.5390
PP 1.5099 1.5099 1.5099 1.5131
S1 1.4968 1.4968 1.5161 1.5034
S2 1.4743 1.4743 1.5129
S3 1.4387 1.4612 1.5096
S4 1.4031 1.4256 1.4998
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5229 1.4873 0.0356 2.4% 0.0161 1.1% 76% False False 121,717
10 1.5229 1.4688 0.0541 3.6% 0.0159 1.0% 84% False False 118,632
20 1.5229 1.4349 0.0880 5.8% 0.0176 1.2% 90% False False 102,559
40 1.5229 1.4233 0.0996 6.6% 0.0193 1.3% 92% False False 52,407
60 1.5509 1.4233 0.1276 8.4% 0.0181 1.2% 71% False False 35,112
80 1.5509 1.4233 0.1276 8.4% 0.0172 1.1% 71% False False 26,412
100 1.5758 1.4233 0.1525 10.1% 0.0138 0.9% 60% False False 21,130
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0040
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5848
2.618 1.5609
1.618 1.5463
1.000 1.5373
0.618 1.5317
HIGH 1.5227
0.618 1.5171
0.500 1.5154
0.382 1.5137
LOW 1.5081
0.618 1.4991
1.000 1.4935
1.618 1.4845
2.618 1.4699
4.250 1.4461
Fisher Pivots for day following 06-Jul-2010
Pivot 1 day 3 day
R1 1.5154 1.5114
PP 1.5151 1.5082
S1 1.5148 1.5051

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

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