CME British Pound Future September 2010


Trading Metrics calculated at close of trading on 10-Aug-2010
Day Change Summary
Previous Current
09-Aug-2010 10-Aug-2010 Change Change % Previous Week
Open 1.5989 1.5904 -0.0085 -0.5% 1.5715
High 1.5993 1.5907 -0.0086 -0.5% 1.5997
Low 1.5890 1.5707 -0.0183 -1.2% 1.5691
Close 1.5894 1.5875 -0.0019 -0.1% 1.5963
Range 0.0103 0.0200 0.0097 94.2% 0.0306
ATR 0.0148 0.0152 0.0004 2.5% 0.0000
Volume 59,698 132,134 72,436 121.3% 486,629
Daily Pivots for day following 10-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.6430 1.6352 1.5985
R3 1.6230 1.6152 1.5930
R2 1.6030 1.6030 1.5912
R1 1.5952 1.5952 1.5893 1.5891
PP 1.5830 1.5830 1.5830 1.5799
S1 1.5752 1.5752 1.5857 1.5691
S2 1.5630 1.5630 1.5838
S3 1.5430 1.5552 1.5820
S4 1.5230 1.5352 1.5765
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.6802 1.6688 1.6131
R3 1.6496 1.6382 1.6047
R2 1.6190 1.6190 1.6019
R1 1.6076 1.6076 1.5991 1.6133
PP 1.5884 1.5884 1.5884 1.5912
S1 1.5770 1.5770 1.5935 1.5827
S2 1.5578 1.5578 1.5907
S3 1.5272 1.5464 1.5879
S4 1.4966 1.5158 1.5795
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5997 1.5707 0.0290 1.8% 0.0136 0.9% 58% False True 95,043
10 1.5997 1.5548 0.0449 2.8% 0.0132 0.8% 73% False False 95,049
20 1.5997 1.5122 0.0875 5.5% 0.0150 0.9% 86% False False 98,811
40 1.5997 1.4645 0.1352 8.5% 0.0155 1.0% 91% False False 103,968
60 1.5997 1.4233 0.1764 11.1% 0.0171 1.1% 93% False False 75,818
80 1.5997 1.4233 0.1764 11.1% 0.0176 1.1% 93% False False 57,138
100 1.5997 1.4233 0.1764 11.1% 0.0167 1.0% 93% False False 45,758
120 1.5997 1.4233 0.1764 11.1% 0.0147 0.9% 93% False False 38,155
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 0.0026
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.6757
2.618 1.6431
1.618 1.6231
1.000 1.6107
0.618 1.6031
HIGH 1.5907
0.618 1.5831
0.500 1.5807
0.382 1.5783
LOW 1.5707
0.618 1.5583
1.000 1.5507
1.618 1.5383
2.618 1.5183
4.250 1.4857
Fisher Pivots for day following 10-Aug-2010
Pivot 1 day 3 day
R1 1.5852 1.5867
PP 1.5830 1.5860
S1 1.5807 1.5852

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

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