CME British Pound Future December 2010


Trading Metrics calculated at close of trading on 24-May-2010
Day Change Summary
Previous Current
21-May-2010 24-May-2010 Change Change % Previous Week
Open 1.4313 1.4452 0.0139 1.0% 1.4377
High 1.4473 1.4452 -0.0021 -0.1% 1.4473
Low 1.4313 1.4452 0.0139 1.0% 1.4313
Close 1.4477 1.4452 -0.0025 -0.2% 1.4477
Range 0.0160 0.0000 -0.0160 -100.0% 0.0160
ATR 0.0119 0.0112 -0.0007 -5.6% 0.0000
Volume 2 13 11 550.0% 19
Daily Pivots for day following 24-May-2010
Classic Woodie Camarilla DeMark
R4 1.4452 1.4452 1.4452
R3 1.4452 1.4452 1.4452
R2 1.4452 1.4452 1.4452
R1 1.4452 1.4452 1.4452 1.4452
PP 1.4452 1.4452 1.4452 1.4452
S1 1.4452 1.4452 1.4452 1.4452
S2 1.4452 1.4452 1.4452
S3 1.4452 1.4452 1.4452
S4 1.4452 1.4452 1.4452
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 1.4901 1.4849 1.4565
R3 1.4741 1.4689 1.4521
R2 1.4581 1.4581 1.4506
R1 1.4529 1.4529 1.4492 1.4555
PP 1.4421 1.4421 1.4421 1.4434
S1 1.4369 1.4369 1.4462 1.4395
S2 1.4261 1.4261 1.4448
S3 1.4101 1.4209 1.4433
S4 1.3941 1.4049 1.4389
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4473 1.4313 0.0160 1.1% 0.0032 0.2% 87% False False 4
10 1.5004 1.4313 0.0691 4.8% 0.0043 0.3% 20% False False 4
20 1.5320 1.4313 0.1007 7.0% 0.0057 0.4% 14% False False 4
40 1.5488 1.4313 0.1175 8.1% 0.0028 0.2% 12% False False 3
60 1.5488 1.4313 0.1175 8.1% 0.0019 0.1% 12% False False 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4452
2.618 1.4452
1.618 1.4452
1.000 1.4452
0.618 1.4452
HIGH 1.4452
0.618 1.4452
0.500 1.4452
0.382 1.4452
LOW 1.4452
0.618 1.4452
1.000 1.4452
1.618 1.4452
2.618 1.4452
4.250 1.4452
Fisher Pivots for day following 24-May-2010
Pivot 1 day 3 day
R1 1.4452 1.4432
PP 1.4452 1.4413
S1 1.4452 1.4393

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

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