CME British Pound Future December 2010


Trading Metrics calculated at close of trading on 05-May-2010
Day Change Summary
Previous Current
04-May-2010 05-May-2010 Change Change % Previous Week
Open 1.5170 1.5113 -0.0057 -0.4% 1.5441
High 1.5178 1.5139 -0.0039 -0.3% 1.5441
Low 1.5112 1.5113 0.0001 0.0% 1.5140
Close 1.5152 1.5095 -0.0057 -0.4% 1.5262
Range 0.0066 0.0026 -0.0040 -60.6% 0.0301
ATR 0.0080 0.0077 -0.0003 -3.6% 0.0000
Volume 3 6 3 100.0% 11
Daily Pivots for day following 05-May-2010
Classic Woodie Camarilla DeMark
R4 1.5194 1.5170 1.5109
R3 1.5168 1.5144 1.5102
R2 1.5142 1.5142 1.5100
R1 1.5118 1.5118 1.5097 1.5117
PP 1.5116 1.5116 1.5116 1.5115
S1 1.5092 1.5092 1.5093 1.5091
S2 1.5090 1.5090 1.5090
S3 1.5064 1.5066 1.5088
S4 1.5038 1.5040 1.5081
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.6184 1.6024 1.5428
R3 1.5883 1.5723 1.5345
R2 1.5582 1.5582 1.5317
R1 1.5422 1.5422 1.5290 1.5352
PP 1.5281 1.5281 1.5281 1.5246
S1 1.5121 1.5121 1.5234 1.5051
S2 1.4980 1.4980 1.5207
S3 1.4679 1.4820 1.5179
S4 1.4378 1.4519 1.5096
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5320 1.5112 0.0208 1.4% 0.0018 0.1% -8% False False 2
10 1.5441 1.5112 0.0329 2.2% 0.0009 0.1% -5% False False 2
20 1.5488 1.5112 0.0376 2.5% 0.0005 0.0% -5% False False 1
40 1.5488 1.4802 0.0686 4.5% 0.0003 0.0% 43% False False 2
60 1.5749 1.4802 0.0947 6.3% 0.0002 0.0% 31% False False 4
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5250
2.618 1.5207
1.618 1.5181
1.000 1.5165
0.618 1.5155
HIGH 1.5139
0.618 1.5129
0.500 1.5126
0.382 1.5123
LOW 1.5113
0.618 1.5097
1.000 1.5087
1.618 1.5071
2.618 1.5045
4.250 1.5003
Fisher Pivots for day following 05-May-2010
Pivot 1 day 3 day
R1 1.5126 1.5160
PP 1.5116 1.5138
S1 1.5105 1.5117

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

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