CME British Pound Future September 2010


Trading Metrics calculated at close of trading on 22-Jul-2010
Day Change Summary
Previous Current
21-Jul-2010 22-Jul-2010 Change Change % Previous Week
Open 1.5271 1.5165 -0.0106 -0.7% 1.5063
High 1.5335 1.5294 -0.0041 -0.3% 1.5470
Low 1.5122 1.5147 0.0025 0.2% 1.4946
Close 1.5142 1.5263 0.0121 0.8% 1.5301
Range 0.0213 0.0147 -0.0066 -31.0% 0.0524
ATR 0.0175 0.0173 -0.0002 -0.9% 0.0000
Volume 101,915 117,746 15,831 15.5% 551,510
Daily Pivots for day following 22-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.5676 1.5616 1.5344
R3 1.5529 1.5469 1.5303
R2 1.5382 1.5382 1.5290
R1 1.5322 1.5322 1.5276 1.5352
PP 1.5235 1.5235 1.5235 1.5250
S1 1.5175 1.5175 1.5250 1.5205
S2 1.5088 1.5088 1.5236
S3 1.4941 1.5028 1.5223
S4 1.4794 1.4881 1.5182
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.6811 1.6580 1.5589
R3 1.6287 1.6056 1.5445
R2 1.5763 1.5763 1.5397
R1 1.5532 1.5532 1.5349 1.5648
PP 1.5239 1.5239 1.5239 1.5297
S1 1.5008 1.5008 1.5253 1.5124
S2 1.4715 1.4715 1.5205
S3 1.4191 1.4484 1.5157
S4 1.3667 1.3960 1.5013
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5447 1.5122 0.0325 2.1% 0.0168 1.1% 43% False False 99,818
10 1.5470 1.4946 0.0524 3.4% 0.0173 1.1% 60% False False 103,997
20 1.5470 1.4855 0.0615 4.0% 0.0163 1.1% 66% False False 109,873
40 1.5470 1.4343 0.1127 7.4% 0.0178 1.2% 82% False False 82,721
60 1.5470 1.4233 0.1237 8.1% 0.0190 1.2% 83% False False 55,639
80 1.5509 1.4233 0.1276 8.4% 0.0173 1.1% 81% False False 41,797
100 1.5509 1.4233 0.1276 8.4% 0.0158 1.0% 81% False False 33,483
120 1.5948 1.4233 0.1715 11.2% 0.0132 0.9% 60% False False 27,903
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0038
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.5919
2.618 1.5679
1.618 1.5532
1.000 1.5441
0.618 1.5385
HIGH 1.5294
0.618 1.5238
0.500 1.5221
0.382 1.5203
LOW 1.5147
0.618 1.5056
1.000 1.5000
1.618 1.4909
2.618 1.4762
4.250 1.4522
Fisher Pivots for day following 22-Jul-2010
Pivot 1 day 3 day
R1 1.5249 1.5252
PP 1.5235 1.5240
S1 1.5221 1.5229

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

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