CME British Pound Future December 2010


Trading Metrics calculated at close of trading on 17-May-2010
Day Change Summary
Previous Current
14-May-2010 17-May-2010 Change Change % Previous Week
Open 1.4601 1.4377 -0.0224 -1.5% 1.4893
High 1.4601 1.4377 -0.0224 -1.5% 1.5018
Low 1.4500 1.4377 -0.0123 -0.8% 1.4500
Close 1.4556 1.4476 -0.0080 -0.5% 1.4556
Range 0.0101 0.0000 -0.0101 -100.0% 0.0518
ATR 0.0120 0.0125 0.0004 3.5% 0.0000
Volume 2 11 9 450.0% 24
Daily Pivots for day following 17-May-2010
Classic Woodie Camarilla DeMark
R4 1.4410 1.4443 1.4476
R3 1.4410 1.4443 1.4476
R2 1.4410 1.4410 1.4476
R1 1.4443 1.4443 1.4476 1.4427
PP 1.4410 1.4410 1.4410 1.4402
S1 1.4443 1.4443 1.4476 1.4427
S2 1.4410 1.4410 1.4476
S3 1.4410 1.4443 1.4476
S4 1.4410 1.4443 1.4476
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 1.5004 1.4377 0.0627 4.3% 0.0054 0.4% 16% False True 5
10 1.5178 1.4377 0.0801 5.5% 0.0097 0.7% 12% False True 6
20 1.5441 1.4377 0.1064 7.4% 0.0049 0.3% 9% False True 4
40 1.5488 1.4377 0.1111 7.7% 0.0024 0.2% 9% False True 3
60 1.5488 1.4377 0.1111 7.7% 0.0017 0.1% 9% False True 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4377
2.618 1.4377
1.618 1.4377
1.000 1.4377
0.618 1.4377
HIGH 1.4377
0.618 1.4377
0.500 1.4377
0.382 1.4377
LOW 1.4377
0.618 1.4377
1.000 1.4377
1.618 1.4377
2.618 1.4377
4.250 1.4377
Fisher Pivots for day following 17-May-2010
Pivot 1 day 3 day
R1 1.4443 1.4507
PP 1.4410 1.4496
S1 1.4377 1.4486

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

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