CME British Pound Future September 2010


Trading Metrics calculated at close of trading on 07-Jul-2010
Day Change Summary
Previous Current
06-Jul-2010 07-Jul-2010 Change Change % Previous Week
Open 1.5194 1.5149 -0.0045 -0.3% 1.5056
High 1.5227 1.5218 -0.0009 -0.1% 1.5229
Low 1.5081 1.5080 -0.0001 0.0% 1.4873
Close 1.5145 1.5203 0.0058 0.4% 1.5194
Range 0.0146 0.0138 -0.0008 -5.5% 0.0356
ATR 0.0176 0.0174 -0.0003 -1.6% 0.0000
Volume 87,913 105,053 17,140 19.5% 635,562
Daily Pivots for day following 07-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.5581 1.5530 1.5279
R3 1.5443 1.5392 1.5241
R2 1.5305 1.5305 1.5228
R1 1.5254 1.5254 1.5216 1.5280
PP 1.5167 1.5167 1.5167 1.5180
S1 1.5116 1.5116 1.5190 1.5142
S2 1.5029 1.5029 1.5178
S3 1.4891 1.4978 1.5165
S4 1.4753 1.4840 1.5127
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 2.3% 0.0167 1.1% 93% False False 124,333
10 1.5229 1.4802 0.0427 2.8% 0.0155 1.0% 94% False False 121,093
20 1.5229 1.4383 0.0846 5.6% 0.0174 1.1% 97% False False 106,369
40 1.5229 1.4233 0.0996 6.6% 0.0189 1.2% 97% False False 54,971
60 1.5509 1.4233 0.1276 8.4% 0.0181 1.2% 76% False False 36,861
80 1.5509 1.4233 0.1276 8.4% 0.0172 1.1% 76% False False 27,725
100 1.5758 1.4233 0.1525 10.0% 0.0139 0.9% 64% False False 22,181
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0040
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5805
2.618 1.5579
1.618 1.5441
1.000 1.5356
0.618 1.5303
HIGH 1.5218
0.618 1.5165
0.500 1.5149
0.382 1.5133
LOW 1.5080
0.618 1.4995
1.000 1.4942
1.618 1.4857
2.618 1.4719
4.250 1.4494
Fisher Pivots for day following 07-Jul-2010
Pivot 1 day 3 day
R1 1.5185 1.5187
PP 1.5167 1.5171
S1 1.5149 1.5155

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

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