CME British Pound Future December 2010


Trading Metrics calculated at close of trading on 14-May-2010
Day Change Summary
Previous Current
13-May-2010 14-May-2010 Change Change % Previous Week
Open 1.4636 1.4601 -0.0035 -0.2% 1.4893
High 1.4636 1.4601 -0.0035 -0.2% 1.5018
Low 1.4636 1.4500 -0.0136 -0.9% 1.4500
Close 1.4636 1.4556 -0.0080 -0.5% 1.4556
Range 0.0000 0.0101 0.0101 0.0518
ATR 0.0119 0.0120 0.0001 1.0% 0.0000
Volume 2 2 0 0.0% 24
Daily Pivots for day following 14-May-2010
Classic Woodie Camarilla DeMark
R4 1.4855 1.4807 1.4612
R3 1.4754 1.4706 1.4584
R2 1.4653 1.4653 1.4575
R1 1.4605 1.4605 1.4565 1.4579
PP 1.4552 1.4552 1.4552 1.4539
S1 1.4504 1.4504 1.4547 1.4478
S2 1.4451 1.4451 1.4537
S3 1.4350 1.4403 1.4528
S4 1.4249 1.4302 1.4500
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 1.6245 1.5919 1.4841
R3 1.5727 1.5401 1.4698
R2 1.5209 1.5209 1.4651
R1 1.4883 1.4883 1.4603 1.4787
PP 1.4691 1.4691 1.4691 1.4644
S1 1.4365 1.4365 1.4509 1.4269
S2 1.4173 1.4173 1.4461
S3 1.3655 1.3847 1.4414
S4 1.3137 1.3329 1.4271
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5018 1.4500 0.0518 3.6% 0.0079 0.5% 11% False True 4
10 1.5207 1.4500 0.0707 4.9% 0.0097 0.7% 8% False True 5
20 1.5441 1.4500 0.0941 6.5% 0.0049 0.3% 6% False True 3
40 1.5488 1.4500 0.0988 6.8% 0.0025 0.2% 6% False True 3
60 1.5488 1.4500 0.0988 6.8% 0.0017 0.1% 6% False True 2
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 1.5030
2.618 1.4865
1.618 1.4764
1.000 1.4702
0.618 1.4663
HIGH 1.4601
0.618 1.4562
0.500 1.4551
0.382 1.4539
LOW 1.4500
0.618 1.4438
1.000 1.4399
1.618 1.4337
2.618 1.4236
4.250 1.4071
Fisher Pivots for day following 14-May-2010
Pivot 1 day 3 day
R1 1.4554 1.4658
PP 1.4552 1.4624
S1 1.4551 1.4590

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

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