CME British Pound Future December 2010


Trading Metrics calculated at close of trading on 10-May-2010
Day Change Summary
Previous Current
07-May-2010 10-May-2010 Change Change % Previous Week
Open 1.4739 1.4893 0.0154 1.0% 1.5207
High 1.4741 1.5018 0.0277 1.9% 1.5207
Low 1.4685 1.4893 0.0208 1.4% 1.4672
Close 1.4810 1.4871 0.0061 0.4% 1.4810
Range 0.0056 0.0125 0.0069 123.2% 0.0535
ATR 0.0101 0.0109 0.0008 7.5% 0.0000
Volume 20 9 -11 -55.0% 32
Daily Pivots for day following 10-May-2010
Classic Woodie Camarilla DeMark
R4 1.5302 1.5212 1.4940
R3 1.5177 1.5087 1.4905
R2 1.5052 1.5052 1.4894
R1 1.4962 1.4962 1.4882 1.4945
PP 1.4927 1.4927 1.4927 1.4919
S1 1.4837 1.4837 1.4860 1.4820
S2 1.4802 1.4802 1.4848
S3 1.4677 1.4712 1.4837
S4 1.4552 1.4587 1.4802
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 1.5178 1.4672 0.0506 3.4% 0.0140 0.9% 39% False False 8
10 1.5320 1.4672 0.0648 4.4% 0.0070 0.5% 31% False False 4
20 1.5488 1.4672 0.0816 5.5% 0.0035 0.2% 24% False False 3
40 1.5488 1.4672 0.0816 5.5% 0.0018 0.1% 24% False False 2
60 1.5749 1.4672 0.1077 7.2% 0.0012 0.1% 18% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5549
2.618 1.5345
1.618 1.5220
1.000 1.5143
0.618 1.5095
HIGH 1.5018
0.618 1.4970
0.500 1.4956
0.382 1.4941
LOW 1.4893
0.618 1.4816
1.000 1.4768
1.618 1.4691
2.618 1.4566
4.250 1.4362
Fisher Pivots for day following 10-May-2010
Pivot 1 day 3 day
R1 1.4956 1.4886
PP 1.4927 1.4881
S1 1.4899 1.4876

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

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