CME British Pound Future December 2010


Trading Metrics calculated at close of trading on 03-Jun-2010
Day Change Summary
Previous Current
02-Jun-2010 03-Jun-2010 Change Change % Previous Week
Open 1.4650 1.4642 -0.0008 -0.1% 1.4452
High 1.4650 1.4642 -0.0008 -0.1% 1.4596
Low 1.4650 1.4642 -0.0008 -0.1% 1.4380
Close 1.4650 1.4642 -0.0008 -0.1% 1.4497
Range
ATR 0.0097 0.0091 -0.0006 -6.6% 0.0000
Volume 12 12 0 0.0% 65
Daily Pivots for day following 03-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.4642 1.4642 1.4642
R3 1.4642 1.4642 1.4642
R2 1.4642 1.4642 1.4642
R1 1.4642 1.4642 1.4642 1.4642
PP 1.4642 1.4642 1.4642 1.4642
S1 1.4642 1.4642 1.4642 1.4642
S2 1.4642 1.4642 1.4642
S3 1.4642 1.4642 1.4642
S4 1.4642 1.4642 1.4642
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 1.4497 0.0153 1.0% 0.0000 0.0% 95% False False 12
10 1.4650 1.4313 0.0337 2.3% 0.0016 0.1% 98% False False 10
20 1.5100 1.4313 0.0787 5.4% 0.0052 0.4% 42% False False 8
40 1.5488 1.4313 0.1175 8.0% 0.0028 0.2% 28% False False 5
60 1.5488 1.4313 0.1175 8.0% 0.0019 0.1% 28% False False 4
80 1.5749 1.4313 0.1436 9.8% 0.0015 0.1% 23% False False 5
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.4642
2.618 1.4642
1.618 1.4642
1.000 1.4642
0.618 1.4642
HIGH 1.4642
0.618 1.4642
0.500 1.4642
0.382 1.4642
LOW 1.4642
0.618 1.4642
1.000 1.4642
1.618 1.4642
2.618 1.4642
4.250 1.4642
Fisher Pivots for day following 03-Jun-2010
Pivot 1 day 3 day
R1 1.4642 1.4623
PP 1.4642 1.4604
S1 1.4642 1.4585

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

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