CME British Pound Future December 2010


Trading Metrics calculated at close of trading on 06-May-2010
Day Change Summary
Previous Current
05-May-2010 06-May-2010 Change Change % Previous Week
Open 1.5113 1.5096 -0.0017 -0.1% 1.5441
High 1.5139 1.5100 -0.0039 -0.3% 1.5441
Low 1.5113 1.4672 -0.0441 -2.9% 1.5140
Close 1.5095 1.4783 -0.0312 -2.1% 1.5262
Range 0.0026 0.0428 0.0402 1,546.2% 0.0301
ATR 0.0077 0.0102 0.0025 32.7% 0.0000
Volume 6 2 -4 -66.7% 11
Daily Pivots for day following 06-May-2010
Classic Woodie Camarilla DeMark
R4 1.6136 1.5887 1.5018
R3 1.5708 1.5459 1.4901
R2 1.5280 1.5280 1.4861
R1 1.5031 1.5031 1.4822 1.4942
PP 1.4852 1.4852 1.4852 1.4807
S1 1.4603 1.4603 1.4744 1.4514
S2 1.4424 1.4424 1.4705
S3 1.3996 1.4175 1.4665
S4 1.3568 1.3747 1.4548
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 1.5262 1.4672 0.0590 4.0% 0.0104 0.7% 19% False True 2
10 1.5441 1.4672 0.0769 5.2% 0.0052 0.4% 14% False True 2
20 1.5488 1.4672 0.0816 5.5% 0.0026 0.2% 14% False True 1
40 1.5488 1.4672 0.0816 5.5% 0.0014 0.1% 14% False True 2
60 1.5749 1.4672 0.1077 7.3% 0.0009 0.1% 10% False True 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 65 trading days
Fibonacci Retracements and Extensions
4.250 1.6919
2.618 1.6221
1.618 1.5793
1.000 1.5528
0.618 1.5365
HIGH 1.5100
0.618 1.4937
0.500 1.4886
0.382 1.4835
LOW 1.4672
0.618 1.4407
1.000 1.4244
1.618 1.3979
2.618 1.3551
4.250 1.2853
Fisher Pivots for day following 06-May-2010
Pivot 1 day 3 day
R1 1.4886 1.4925
PP 1.4852 1.4878
S1 1.4817 1.4830

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

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