CME British Pound Future December 2010

Trading Metrics calculated at close of trading on 19-Jul-2010

Day Change Summary
	Previous	Current
	16-Jul-2010	19-Jul-2010	Change	Change %	Previous Week
Open	1.5417	1.5301	-0.0116	-0.8%	1.5068
High	1.5438	1.5321	-0.0117	-0.8%	1.5452
Low	1.5282	1.5210	-0.0072	-0.5%	1.4944
Close	1.5296	1.5229	-0.0067	-0.4%	1.5296
Range	0.0156	0.0111	-0.0045	-28.8%	0.0508
ATR	0.0145	0.0142	-0.0002	-1.7%	0.0000
Volume	128	190	62	48.4%	507

Daily Pivots for day following 19-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5586	1.5519	1.5290
R3	1.5475	1.5408	1.5260
R2	1.5364	1.5364	1.5249
R1	1.5297	1.5297	1.5239	1.5275
PP	1.5253	1.5253	1.5253	1.5243
S1	1.5186	1.5186	1.5219	1.5164
S2	1.5142	1.5142	1.5209
S3	1.5031	1.5075	1.5198
S4	1.4920	1.4964	1.5168

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6755	1.6533	1.5575
R3	1.6247	1.6025	1.5436
R2	1.5739	1.5739	1.5389
R1	1.5517	1.5517	1.5343	1.5628
PP	1.5231	1.5231	1.5231	1.5286
S1	1.5009	1.5009	1.5249	1.5120
S2	1.4723	1.4723	1.5203
S3	1.4215	1.4501	1.5156
S4	1.3707	1.3993	1.5017

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5452	1.4977	0.0475	3.1%	0.0157	1.0%	53%	False	False	123
10	1.5452	1.4944	0.0508	3.3%	0.0142	0.9%	56%	False	False	128
20	1.5452	1.4703	0.0749	4.9%	0.0142	0.9%	70%	False	False	107
40	1.5452	1.4313	0.1139	7.5%	0.0100	0.7%	80%	False	False	63
60	1.5452	1.4313	0.1139	7.5%	0.0083	0.5%	80%	False	False	43
80	1.5488	1.4313	0.1175	7.7%	0.0062	0.4%	78%	False	False	33
100	1.5488	1.4313	0.1175	7.7%	0.0050	0.3%	78%	False	False	26

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0028
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.5793
2.618	1.5612
1.618	1.5501
1.000	1.5432
0.618	1.5390
HIGH	1.5321
0.618	1.5279
0.500	1.5266
0.382	1.5252
LOW	1.5210
0.618	1.5141
1.000	1.5099
1.618	1.5030
2.618	1.4919
4.250	1.4738

Fisher Pivots for day following 19-Jul-2010
Pivot	1 day	3 day
R1	1.5266	1.5331
PP	1.5253	1.5297
S1	1.5241	1.5263

Download as Excel Spreadsheet

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

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