CME British Pound Future September 2010


Trading Metrics calculated at close of trading on 09-Jul-2010
Day Change Summary
Previous Current
08-Jul-2010 09-Jul-2010 Change Change % Previous Week
Open 1.5181 1.5157 -0.0024 -0.2% 1.5194
High 1.5248 1.5203 -0.0045 -0.3% 1.5248
Low 1.5099 1.5046 -0.0053 -0.4% 1.5046
Close 1.5152 1.5061 -0.0091 -0.6% 1.5061
Range 0.0149 0.0157 0.0008 5.4% 0.0202
ATR 0.0172 0.0171 -0.0001 -0.6% 0.0000
Volume 90,300 92,809 2,509 2.8% 376,075
Daily Pivots for day following 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.5574 1.5475 1.5147
R3 1.5417 1.5318 1.5104
R2 1.5260 1.5260 1.5090
R1 1.5161 1.5161 1.5075 1.5132
PP 1.5103 1.5103 1.5103 1.5089
S1 1.5004 1.5004 1.5047 1.4975
S2 1.4946 1.4946 1.5032
S3 1.4789 1.4847 1.5018
S4 1.4632 1.4690 1.4975
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.5724 1.5595 1.5172
R3 1.5522 1.5393 1.5117
R2 1.5320 1.5320 1.5098
R1 1.5191 1.5191 1.5080 1.5155
PP 1.5118 1.5118 1.5118 1.5100
S1 1.4989 1.4989 1.5042 1.4953
S2 1.4916 1.4916 1.5024
S3 1.4714 1.4787 1.5005
S4 1.4512 1.4585 1.4950
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5248 1.5046 0.0202 1.3% 0.0135 0.9% 7% False True 111,445
10 1.5248 1.4855 0.0393 2.6% 0.0159 1.1% 52% False False 112,181
20 1.5248 1.4505 0.0743 4.9% 0.0167 1.1% 75% False False 111,229
40 1.5248 1.4233 0.1015 6.7% 0.0184 1.2% 82% False False 59,448
60 1.5509 1.4233 0.1276 8.5% 0.0183 1.2% 65% False False 39,907
80 1.5509 1.4233 0.1276 8.5% 0.0171 1.1% 65% False False 29,999
100 1.5509 1.4233 0.1276 8.5% 0.0143 0.9% 65% False False 24,012
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0046
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.5870
2.618 1.5614
1.618 1.5457
1.000 1.5360
0.618 1.5300
HIGH 1.5203
0.618 1.5143
0.500 1.5125
0.382 1.5106
LOW 1.5046
0.618 1.4949
1.000 1.4889
1.618 1.4792
2.618 1.4635
4.250 1.4379
Fisher Pivots for day following 09-Jul-2010
Pivot 1 day 3 day
R1 1.5125 1.5147
PP 1.5103 1.5118
S1 1.5082 1.5090

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

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