CME British Pound Future December 2010


Trading Metrics calculated at close of trading on 02-Jun-2010
Day Change Summary
Previous Current
01-Jun-2010 02-Jun-2010 Change Change % Previous Week
Open 1.4520 1.4650 0.0130 0.9% 1.4452
High 1.4522 1.4650 0.0128 0.9% 1.4596
Low 1.4520 1.4650 0.0130 0.9% 1.4380
Close 1.4671 1.4650 -0.0021 -0.1% 1.4497
Range 0.0002 0.0000 -0.0002 -100.0% 0.0216
ATR 0.0103 0.0097 -0.0006 -5.7% 0.0000
Volume 13 12 -1 -7.7% 65
Daily Pivots for day following 02-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.4650 1.4650 1.4650
R3 1.4650 1.4650 1.4650
R2 1.4650 1.4650 1.4650
R1 1.4650 1.4650 1.4650 1.4650
PP 1.4650 1.4650 1.4650 1.4650
S1 1.4650 1.4650 1.4650 1.4650
S2 1.4650 1.4650 1.4650
S3 1.4650 1.4650 1.4650
S4 1.4650 1.4650 1.4650
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 1.5139 1.5034 1.4616
R3 1.4923 1.4818 1.4556
R2 1.4707 1.4707 1.4537
R1 1.4602 1.4602 1.4517 1.4655
PP 1.4491 1.4491 1.4491 1.4517
S1 1.4386 1.4386 1.4477 1.4439
S2 1.4275 1.4275 1.4457
S3 1.4059 1.4170 1.4438
S4 1.3843 1.3954 1.4378
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4650 1.4426 0.0224 1.5% 0.0000 0.0% 100% True False 12
10 1.4650 1.4313 0.0337 2.3% 0.0016 0.1% 100% True False 9
20 1.5139 1.4313 0.0826 5.6% 0.0053 0.4% 41% False False 8
40 1.5488 1.4313 0.1175 8.0% 0.0028 0.2% 29% False False 4
60 1.5488 1.4313 0.1175 8.0% 0.0019 0.1% 29% False False 4
80 1.5749 1.4313 0.1436 9.8% 0.0015 0.1% 23% False False 5
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 True
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4650
2.618 1.4650
1.618 1.4650
1.000 1.4650
0.618 1.4650
HIGH 1.4650
0.618 1.4650
0.500 1.4650
0.382 1.4650
LOW 1.4650
0.618 1.4650
1.000 1.4650
1.618 1.4650
2.618 1.4650
4.250 1.4650
Fisher Pivots for day following 02-Jun-2010
Pivot 1 day 3 day
R1 1.4650 1.4625
PP 1.4650 1.4599
S1 1.4650 1.4574

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

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