CME British Pound Future December 2010


Trading Metrics calculated at close of trading on 12-May-2010
Day Change Summary
Previous Current
11-May-2010 12-May-2010 Change Change % Previous Week
Open 1.4834 1.4815 -0.0019 -0.1% 1.5207
High 1.5004 1.4815 -0.0189 -1.3% 1.5207
Low 1.4834 1.4815 -0.0019 -0.1% 1.4672
Close 1.4945 1.4815 -0.0130 -0.9% 1.4810
Range 0.0170 0.0000 -0.0170 -100.0% 0.0535
ATR 0.0113 0.0115 0.0001 1.0% 0.0000
Volume 9 2 -7 -77.8% 32
Daily Pivots for day following 12-May-2010
Classic Woodie Camarilla DeMark
R4 1.4815 1.4815 1.4815
R3 1.4815 1.4815 1.4815
R2 1.4815 1.4815 1.4815
R1 1.4815 1.4815 1.4815 1.4815
PP 1.4815 1.4815 1.4815 1.4815
S1 1.4815 1.4815 1.4815 1.4815
S2 1.4815 1.4815 1.4815
S3 1.4815 1.4815 1.4815
S4 1.4815 1.4815 1.4815
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 1.5100 1.4672 0.0428 2.9% 0.0156 1.1% 33% False False 8
10 1.5320 1.4672 0.0648 4.4% 0.0087 0.6% 22% False False 5
20 1.5488 1.4672 0.0816 5.5% 0.0044 0.3% 18% False False 3
40 1.5488 1.4672 0.0816 5.5% 0.0023 0.2% 18% False False 3
60 1.5599 1.4672 0.0927 6.3% 0.0015 0.1% 15% False False 3
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.4815
2.618 1.4815
1.618 1.4815
1.000 1.4815
0.618 1.4815
HIGH 1.4815
0.618 1.4815
0.500 1.4815
0.382 1.4815
LOW 1.4815
0.618 1.4815
1.000 1.4815
1.618 1.4815
2.618 1.4815
4.250 1.4815
Fisher Pivots for day following 12-May-2010
Pivot 1 day 3 day
R1 1.4815 1.4917
PP 1.4815 1.4883
S1 1.4815 1.4849

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

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