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

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

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