CME British Pound Future December 2010


Trading Metrics calculated at close of trading on 11-May-2010
Day Change Summary
Previous Current
10-May-2010 11-May-2010 Change Change % Previous Week
Open 1.4893 1.4834 -0.0059 -0.4% 1.5207
High 1.5018 1.5004 -0.0014 -0.1% 1.5207
Low 1.4893 1.4834 -0.0059 -0.4% 1.4672
Close 1.4871 1.4945 0.0074 0.5% 1.4810
Range 0.0125 0.0170 0.0045 36.0% 0.0535
ATR 0.0109 0.0113 0.0004 4.0% 0.0000
Volume 9 9 0 0.0% 32
Daily Pivots for day following 11-May-2010
Classic Woodie Camarilla DeMark
R4 1.5438 1.5361 1.5039
R3 1.5268 1.5191 1.4992
R2 1.5098 1.5098 1.4976
R1 1.5021 1.5021 1.4961 1.5060
PP 1.4928 1.4928 1.4928 1.4947
S1 1.4851 1.4851 1.4929 1.4890
S2 1.4758 1.4758 1.4914
S3 1.4588 1.4681 1.4898
S4 1.4418 1.4511 1.4852
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 1.5139 1.4672 0.0467 3.1% 0.0161 1.1% 58% False False 9
10 1.5320 1.4672 0.0648 4.3% 0.0087 0.6% 42% False False 5
20 1.5488 1.4672 0.0816 5.5% 0.0044 0.3% 33% False False 3
40 1.5488 1.4672 0.0816 5.5% 0.0023 0.2% 33% False False 3
60 1.5659 1.4672 0.0987 6.6% 0.0015 0.1% 28% 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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5727
2.618 1.5449
1.618 1.5279
1.000 1.5174
0.618 1.5109
HIGH 1.5004
0.618 1.4939
0.500 1.4919
0.382 1.4899
LOW 1.4834
0.618 1.4729
1.000 1.4664
1.618 1.4559
2.618 1.4389
4.250 1.4112
Fisher Pivots for day following 11-May-2010
Pivot 1 day 3 day
R1 1.4936 1.4914
PP 1.4928 1.4883
S1 1.4919 1.4852

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

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