CME British Pound Future December 2010


Trading Metrics calculated at close of trading on 07-May-2010
Day Change Summary
Previous Current
06-May-2010 07-May-2010 Change Change % Previous Week
Open 1.5096 1.4739 -0.0357 -2.4% 1.5207
High 1.5100 1.4741 -0.0359 -2.4% 1.5207
Low 1.4672 1.4685 0.0013 0.1% 1.4672
Close 1.4783 1.4810 0.0027 0.2% 1.4810
Range 0.0428 0.0056 -0.0372 -86.9% 0.0535
ATR 0.0102 0.0101 0.0000 -0.3% 0.0000
Volume 2 20 18 900.0% 32
Daily Pivots for day following 07-May-2010
Classic Woodie Camarilla DeMark
R4 1.4913 1.4918 1.4841
R3 1.4857 1.4862 1.4825
R2 1.4801 1.4801 1.4820
R1 1.4806 1.4806 1.4815 1.4804
PP 1.4745 1.4745 1.4745 1.4744
S1 1.4750 1.4750 1.4805 1.4748
S2 1.4689 1.4689 1.4800
S3 1.4633 1.4694 1.4795
S4 1.4577 1.4638 1.4779
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 1.6501 1.6191 1.5104
R3 1.5966 1.5656 1.4957
R2 1.5431 1.5431 1.4908
R1 1.5121 1.5121 1.4859 1.5009
PP 1.4896 1.4896 1.4896 1.4840
S1 1.4586 1.4586 1.4761 1.4474
S2 1.4361 1.4361 1.4712
S3 1.3826 1.4051 1.4663
S4 1.3291 1.3516 1.4516
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5207 1.4672 0.0535 3.6% 0.0115 0.8% 26% False False 6
10 1.5441 1.4672 0.0769 5.2% 0.0058 0.4% 18% False False 4
20 1.5488 1.4672 0.0816 5.5% 0.0029 0.2% 17% False False 2
40 1.5488 1.4672 0.0816 5.5% 0.0015 0.1% 17% False False 2
60 1.5749 1.4672 0.1077 7.3% 0.0010 0.1% 13% False False 3
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 1.4979
2.618 1.4888
1.618 1.4832
1.000 1.4797
0.618 1.4776
HIGH 1.4741
0.618 1.4720
0.500 1.4713
0.382 1.4706
LOW 1.4685
0.618 1.4650
1.000 1.4629
1.618 1.4594
2.618 1.4538
4.250 1.4447
Fisher Pivots for day following 07-May-2010
Pivot 1 day 3 day
R1 1.4778 1.4906
PP 1.4745 1.4874
S1 1.4713 1.4842

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

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