CME British Pound Future December 2010


Trading Metrics calculated at close of trading on 22-Mar-2010
Day Change Summary
Previous Current
19-Mar-2010 22-Mar-2010 Change Change % Previous Week
Open 1.5002 1.5000 -0.0002 0.0% 1.5024
High 1.5002 1.5010 0.0008 0.1% 1.5307
Low 1.5002 1.4980 -0.0022 -0.1% 1.5002
Close 1.5002 1.5073 0.0071 0.5% 1.5002
Range 0.0000 0.0030 0.0030 0.0305
ATR 0.0103 0.0098 -0.0005 -5.1% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 22-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.5111 1.5122 1.5090
R3 1.5081 1.5092 1.5081
R2 1.5051 1.5051 1.5079
R1 1.5062 1.5062 1.5076 1.5057
PP 1.5021 1.5021 1.5021 1.5018
S1 1.5032 1.5032 1.5070 1.5027
S2 1.4991 1.4991 1.5068
S3 1.4961 1.5002 1.5065
S4 1.4931 1.4972 1.5057
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.6019 1.5815 1.5170
R3 1.5714 1.5510 1.5086
R2 1.5409 1.5409 1.5058
R1 1.5205 1.5205 1.5030 1.5155
PP 1.5104 1.5104 1.5104 1.5078
S1 1.4900 1.4900 1.4974 1.4850
S2 1.4799 1.4799 1.4946
S3 1.4494 1.4595 1.4918
S4 1.4189 1.4290 1.4834
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5307 1.4980 0.0327 2.2% 0.0006 0.0% 28% False True 1
10 1.5307 1.4950 0.0357 2.4% 0.0003 0.0% 34% False False 1
20 1.5416 1.4920 0.0496 3.3% 0.0002 0.0% 31% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 1.5138
2.618 1.5089
1.618 1.5059
1.000 1.5040
0.618 1.5029
HIGH 1.5010
0.618 1.4999
0.500 1.4995
0.382 1.4991
LOW 1.4980
0.618 1.4961
1.000 1.4950
1.618 1.4931
2.618 1.4901
4.250 1.4853
Fisher Pivots for day following 22-Mar-2010
Pivot 1 day 3 day
R1 1.5047 1.5106
PP 1.5021 1.5095
S1 1.4995 1.5084

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

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