CME British Pound Future September 2010


Trading Metrics calculated at close of trading on 24-Aug-2010
Day Change Summary
Previous Current
23-Aug-2010 24-Aug-2010 Change Change % Previous Week
Open 1.5534 1.5501 -0.0033 -0.2% 1.5590
High 1.5619 1.5531 -0.0088 -0.6% 1.5701
Low 1.5497 1.5369 -0.0128 -0.8% 1.5460
Close 1.5531 1.5438 -0.0093 -0.6% 1.5530
Range 0.0122 0.0162 0.0040 32.8% 0.0241
ATR 0.0155 0.0155 0.0001 0.3% 0.0000
Volume 89,388 124,288 34,900 39.0% 567,816
Daily Pivots for day following 24-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.5932 1.5847 1.5527
R3 1.5770 1.5685 1.5483
R2 1.5608 1.5608 1.5468
R1 1.5523 1.5523 1.5453 1.5485
PP 1.5446 1.5446 1.5446 1.5427
S1 1.5361 1.5361 1.5423 1.5323
S2 1.5284 1.5284 1.5408
S3 1.5122 1.5199 1.5393
S4 1.4960 1.5037 1.5349
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.6287 1.6149 1.5663
R3 1.6046 1.5908 1.5596
R2 1.5805 1.5805 1.5574
R1 1.5667 1.5667 1.5552 1.5616
PP 1.5564 1.5564 1.5564 1.5538
S1 1.5426 1.5426 1.5508 1.5375
S2 1.5323 1.5323 1.5486
S3 1.5082 1.5185 1.5464
S4 1.4841 1.4944 1.5397
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5688 1.5369 0.0319 2.1% 0.0155 1.0% 22% False True 113,663
10 1.5875 1.5369 0.0506 3.3% 0.0161 1.0% 14% False True 113,390
20 1.5997 1.5369 0.0628 4.1% 0.0147 1.0% 11% False True 104,220
40 1.5997 1.4873 0.1124 7.3% 0.0156 1.0% 50% False False 105,201
60 1.5997 1.4349 0.1648 10.7% 0.0167 1.1% 66% False False 94,486
80 1.5997 1.4233 0.1764 11.4% 0.0179 1.2% 68% False False 71,244
100 1.5997 1.4233 0.1764 11.4% 0.0169 1.1% 68% False False 57,070
120 1.5997 1.4233 0.1764 11.4% 0.0160 1.0% 68% False False 47,604
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0043
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6220
2.618 1.5955
1.618 1.5793
1.000 1.5693
0.618 1.5631
HIGH 1.5531
0.618 1.5469
0.500 1.5450
0.382 1.5431
LOW 1.5369
0.618 1.5269
1.000 1.5207
1.618 1.5107
2.618 1.4945
4.250 1.4681
Fisher Pivots for day following 24-Aug-2010
Pivot 1 day 3 day
R1 1.5450 1.5494
PP 1.5446 1.5475
S1 1.5442 1.5457

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

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