CME British Pound Future September 2010


Trading Metrics calculated at close of trading on 11-Aug-2010
Day Change Summary
Previous Current
10-Aug-2010 11-Aug-2010 Change Change % Previous Week
Open 1.5904 1.5850 -0.0054 -0.3% 1.5715
High 1.5907 1.5875 -0.0032 -0.2% 1.5997
Low 1.5707 1.5625 -0.0082 -0.5% 1.5691
Close 1.5875 1.5669 -0.0206 -1.3% 1.5963
Range 0.0200 0.0250 0.0050 25.0% 0.0306
ATR 0.0152 0.0159 0.0007 4.6% 0.0000
Volume 132,134 155,205 23,071 17.5% 486,629
Daily Pivots for day following 11-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.6473 1.6321 1.5807
R3 1.6223 1.6071 1.5738
R2 1.5973 1.5973 1.5715
R1 1.5821 1.5821 1.5692 1.5772
PP 1.5723 1.5723 1.5723 1.5699
S1 1.5571 1.5571 1.5646 1.5522
S2 1.5473 1.5473 1.5623
S3 1.5223 1.5321 1.5600
S4 1.4973 1.5071 1.5532
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 1.5625 0.0372 2.4% 0.0164 1.0% 12% False True 106,749
10 1.5997 1.5548 0.0449 2.9% 0.0150 1.0% 27% False False 100,958
20 1.5997 1.5122 0.0875 5.6% 0.0156 1.0% 63% False False 99,838
40 1.5997 1.4645 0.1352 8.6% 0.0157 1.0% 76% False False 104,970
60 1.5997 1.4233 0.1764 11.3% 0.0171 1.1% 81% False False 78,384
80 1.5997 1.4233 0.1764 11.3% 0.0177 1.1% 81% False False 59,074
100 1.5997 1.4233 0.1764 11.3% 0.0168 1.1% 81% False False 47,304
120 1.5997 1.4233 0.1764 11.3% 0.0149 1.0% 81% False False 39,448
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 0.0026
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 1.6938
2.618 1.6530
1.618 1.6280
1.000 1.6125
0.618 1.6030
HIGH 1.5875
0.618 1.5780
0.500 1.5750
0.382 1.5721
LOW 1.5625
0.618 1.5471
1.000 1.5375
1.618 1.5221
2.618 1.4971
4.250 1.4563
Fisher Pivots for day following 11-Aug-2010
Pivot 1 day 3 day
R1 1.5750 1.5809
PP 1.5723 1.5762
S1 1.5696 1.5716

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

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