CME British Pound Future December 2010


Trading Metrics calculated at close of trading on 19-May-2010
Day Change Summary
Previous Current
18-May-2010 19-May-2010 Change Change % Previous Week
Open 1.4322 1.4399 0.0077 0.5% 1.4893
High 1.4322 1.4399 0.0077 0.5% 1.5018
Low 1.4322 1.4399 0.0077 0.5% 1.4500
Close 1.4322 1.4399 0.0077 0.5% 1.4556
Range
ATR 0.0127 0.0123 -0.0004 -2.8% 0.0000
Volume 2 2 0 0.0% 24
Daily Pivots for day following 19-May-2010
Classic Woodie Camarilla DeMark
R4 1.4399 1.4399 1.4399
R3 1.4399 1.4399 1.4399
R2 1.4399 1.4399 1.4399
R1 1.4399 1.4399 1.4399 1.4399
PP 1.4399 1.4399 1.4399 1.4399
S1 1.4399 1.4399 1.4399 1.4399
S2 1.4399 1.4399 1.4399
S3 1.4399 1.4399 1.4399
S4 1.4399 1.4399 1.4399
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 1.4636 1.4322 0.0314 2.2% 0.0020 0.1% 25% False False 3
10 1.5100 1.4322 0.0778 5.4% 0.0088 0.6% 10% False False 6
20 1.5441 1.4322 0.1119 7.8% 0.0049 0.3% 7% False False 4
40 1.5488 1.4322 0.1166 8.1% 0.0024 0.2% 7% False False 3
60 1.5488 1.4322 0.1166 8.1% 0.0017 0.1% 7% False False 2
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 1.4399
2.618 1.4399
1.618 1.4399
1.000 1.4399
0.618 1.4399
HIGH 1.4399
0.618 1.4399
0.500 1.4399
0.382 1.4399
LOW 1.4399
0.618 1.4399
1.000 1.4399
1.618 1.4399
2.618 1.4399
4.250 1.4399
Fisher Pivots for day following 19-May-2010
Pivot 1 day 3 day
R1 1.4399 1.4386
PP 1.4399 1.4373
S1 1.4399 1.4361

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

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