CME British Pound Future September 2010


Trading Metrics calculated at close of trading on 02-Aug-2010
Day Change Summary
Previous Current
30-Jul-2010 02-Aug-2010 Change Change % Previous Week
Open 1.5610 1.5715 0.0105 0.7% 1.5415
High 1.5719 1.5904 0.0185 1.2% 1.5719
Low 1.5548 1.5691 0.0143 0.9% 1.5406
Close 1.5693 1.5890 0.0197 1.3% 1.5693
Range 0.0171 0.0213 0.0042 24.6% 0.0313
ATR 0.0158 0.0162 0.0004 2.5% 0.0000
Volume 83,978 111,514 27,536 32.8% 471,953
Daily Pivots for day following 02-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.6467 1.6392 1.6007
R3 1.6254 1.6179 1.5949
R2 1.6041 1.6041 1.5929
R1 1.5966 1.5966 1.5910 1.6004
PP 1.5828 1.5828 1.5828 1.5847
S1 1.5753 1.5753 1.5870 1.5791
S2 1.5615 1.5615 1.5851
S3 1.5402 1.5540 1.5831
S4 1.5189 1.5327 1.5773
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.6545 1.6432 1.5865
R3 1.6232 1.6119 1.5779
R2 1.5919 1.5919 1.5750
R1 1.5806 1.5806 1.5722 1.5863
PP 1.5606 1.5606 1.5606 1.5634
S1 1.5493 1.5493 1.5664 1.5550
S2 1.5293 1.5293 1.5636
S3 1.4980 1.5180 1.5607
S4 1.4667 1.4867 1.5521
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5904 1.5438 0.0466 2.9% 0.0140 0.9% 97% True False 91,828
10 1.5904 1.5122 0.0782 4.9% 0.0152 1.0% 98% True False 96,262
20 1.5904 1.4946 0.0958 6.0% 0.0158 1.0% 99% True False 99,327
40 1.5904 1.4349 0.1555 9.8% 0.0168 1.1% 99% True False 98,963
60 1.5904 1.4233 0.1671 10.5% 0.0186 1.2% 99% True False 66,616
80 1.5904 1.4233 0.1671 10.5% 0.0175 1.1% 99% True False 50,069
100 1.5904 1.4233 0.1671 10.5% 0.0168 1.1% 99% True False 40,116
120 1.5904 1.4233 0.1671 10.5% 0.0140 0.9% 99% True False 33,430
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0034
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.6809
2.618 1.6462
1.618 1.6249
1.000 1.6117
0.618 1.6036
HIGH 1.5904
0.618 1.5823
0.500 1.5798
0.382 1.5772
LOW 1.5691
0.618 1.5559
1.000 1.5478
1.618 1.5346
2.618 1.5133
4.250 1.4786
Fisher Pivots for day following 02-Aug-2010
Pivot 1 day 3 day
R1 1.5859 1.5835
PP 1.5828 1.5781
S1 1.5798 1.5726

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

View Archives - Comment on this page... - Back to Index of Symbols