CME British Pound Future December 2010


Trading Metrics calculated at close of trading on 08-Jun-2010
Day Change Summary
Previous Current
07-Jun-2010 08-Jun-2010 Change Change % Previous Week
Open 1.4432 1.4386 -0.0046 -0.3% 1.4520
High 1.4575 1.4386 -0.0189 -1.3% 1.4650
Low 1.4432 1.4386 -0.0046 -0.3% 1.4464
Close 1.4475 1.4386 -0.0089 -0.6% 1.4464
Range 0.0143 0.0000 -0.0143 -100.0% 0.0186
ATR 0.0100 0.0099 -0.0001 -0.8% 0.0000
Volume 12 6 -6 -50.0% 49
Daily Pivots for day following 08-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.4386 1.4386 1.4386
R3 1.4386 1.4386 1.4386
R2 1.4386 1.4386 1.4386
R1 1.4386 1.4386 1.4386 1.4386
PP 1.4386 1.4386 1.4386 1.4386
S1 1.4386 1.4386 1.4386 1.4386
S2 1.4386 1.4386 1.4386
S3 1.4386 1.4386 1.4386
S4 1.4386 1.4386 1.4386
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 1.4386 0.0264 1.8% 0.0029 0.2% 0% False True 10
10 1.4650 1.4380 0.0270 1.9% 0.0015 0.1% 2% False False 11
20 1.5004 1.4313 0.0691 4.8% 0.0029 0.2% 11% False False 8
40 1.5488 1.4313 0.1175 8.2% 0.0032 0.2% 6% False False 5
60 1.5488 1.4313 0.1175 8.2% 0.0022 0.2% 6% False False 4
80 1.5749 1.4313 0.1436 10.0% 0.0016 0.1% 5% False False 4
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 False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4386
2.618 1.4386
1.618 1.4386
1.000 1.4386
0.618 1.4386
HIGH 1.4386
0.618 1.4386
0.500 1.4386
0.382 1.4386
LOW 1.4386
0.618 1.4386
1.000 1.4386
1.618 1.4386
2.618 1.4386
4.250 1.4386
Fisher Pivots for day following 08-Jun-2010
Pivot 1 day 3 day
R1 1.4386 1.4481
PP 1.4386 1.4449
S1 1.4386 1.4418

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

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