CME British Pound Future December 2010


Trading Metrics calculated at close of trading on 04-Jun-2010
Day Change Summary
Previous Current
03-Jun-2010 04-Jun-2010 Change Change % Previous Week
Open 1.4642 1.4464 -0.0178 -1.2% 1.4520
High 1.4642 1.4464 -0.0178 -1.2% 1.4650
Low 1.4642 1.4464 -0.0178 -1.2% 1.4464
Close 1.4642 1.4464 -0.0178 -1.2% 1.4464
Range
ATR 0.0091 0.0097 0.0006 6.9% 0.0000
Volume 12 12 0 0.0% 49
Daily Pivots for day following 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.4464 1.4464 1.4464
R3 1.4464 1.4464 1.4464
R2 1.4464 1.4464 1.4464
R1 1.4464 1.4464 1.4464 1.4464
PP 1.4464 1.4464 1.4464 1.4464
S1 1.4464 1.4464 1.4464 1.4464
S2 1.4464 1.4464 1.4464
S3 1.4464 1.4464 1.4464
S4 1.4464 1.4464 1.4464
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.5084 1.4960 1.4566
R3 1.4898 1.4774 1.4515
R2 1.4712 1.4712 1.4498
R1 1.4588 1.4588 1.4481 1.4557
PP 1.4526 1.4526 1.4526 1.4511
S1 1.4402 1.4402 1.4447 1.4371
S2 1.4340 1.4340 1.4430
S3 1.4154 1.4216 1.4413
S4 1.3968 1.4030 1.4362
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4650 1.4464 0.0186 1.3% 0.0000 0.0% 0% False True 12
10 1.4650 1.4313 0.0337 2.3% 0.0016 0.1% 45% False False 11
20 1.5018 1.4313 0.0705 4.9% 0.0031 0.2% 21% False False 8
40 1.5488 1.4313 0.1175 8.1% 0.0028 0.2% 13% False False 5
60 1.5488 1.4313 0.1175 8.1% 0.0019 0.1% 13% False False 4
80 1.5749 1.4313 0.1436 9.9% 0.0015 0.1% 11% 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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.4464
2.618 1.4464
1.618 1.4464
1.000 1.4464
0.618 1.4464
HIGH 1.4464
0.618 1.4464
0.500 1.4464
0.382 1.4464
LOW 1.4464
0.618 1.4464
1.000 1.4464
1.618 1.4464
2.618 1.4464
4.250 1.4464
Fisher Pivots for day following 04-Jun-2010
Pivot 1 day 3 day
R1 1.4464 1.4557
PP 1.4464 1.4526
S1 1.4464 1.4495

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

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