CME British Pound Future September 2010


Trading Metrics calculated at close of trading on 28-Jul-2010
Day Change Summary
Previous Current
27-Jul-2010 28-Jul-2010 Change Change % Previous Week
Open 1.5481 1.5588 0.0107 0.7% 1.5287
High 1.5599 1.5635 0.0036 0.2% 1.5447
Low 1.5438 1.5563 0.0125 0.8% 1.5122
Close 1.5585 1.5581 -0.0004 0.0% 1.5419
Range 0.0161 0.0072 -0.0089 -55.3% 0.0325
ATR 0.0170 0.0163 -0.0007 -4.1% 0.0000
Volume 75,600 96,115 20,515 27.1% 475,491
Daily Pivots for day following 28-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.5809 1.5767 1.5621
R3 1.5737 1.5695 1.5601
R2 1.5665 1.5665 1.5594
R1 1.5623 1.5623 1.5588 1.5608
PP 1.5593 1.5593 1.5593 1.5586
S1 1.5551 1.5551 1.5574 1.5536
S2 1.5521 1.5521 1.5568
S3 1.5449 1.5479 1.5561
S4 1.5377 1.5407 1.5541
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.6304 1.6187 1.5598
R3 1.5979 1.5862 1.5508
R2 1.5654 1.5654 1.5479
R1 1.5537 1.5537 1.5449 1.5596
PP 1.5329 1.5329 1.5329 1.5359
S1 1.5212 1.5212 1.5389 1.5271
S2 1.5004 1.5004 1.5359
S3 1.4679 1.4887 1.5330
S4 1.4354 1.4562 1.5240
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5635 1.5147 0.0488 3.1% 0.0137 0.9% 89% True False 98,723
10 1.5635 1.5122 0.0513 3.3% 0.0161 1.0% 89% True False 98,718
20 1.5635 1.4873 0.0762 4.9% 0.0163 1.0% 93% True False 106,390
40 1.5635 1.4349 0.1286 8.3% 0.0171 1.1% 96% True False 91,995
60 1.5635 1.4233 0.1402 9.0% 0.0190 1.2% 96% True False 61,849
80 1.5635 1.4233 0.1402 9.0% 0.0175 1.1% 96% True False 46,482
100 1.5635 1.4233 0.1402 9.0% 0.0164 1.0% 96% True False 37,242
120 1.5758 1.4233 0.1525 9.8% 0.0136 0.9% 88% False False 31,035
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0034
Narrowest range in 60 trading days
Fibonacci Retracements and Extensions
4.250 1.5941
2.618 1.5823
1.618 1.5751
1.000 1.5707
0.618 1.5679
HIGH 1.5635
0.618 1.5607
0.500 1.5599
0.382 1.5591
LOW 1.5563
0.618 1.5519
1.000 1.5491
1.618 1.5447
2.618 1.5375
4.250 1.5257
Fisher Pivots for day following 28-Jul-2010
Pivot 1 day 3 day
R1 1.5599 1.5561
PP 1.5593 1.5541
S1 1.5587 1.5521

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

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