CME British Pound Future December 2010


Trading Metrics calculated at close of trading on 11-Jun-2010
Day Change Summary
Previous Current
10-Jun-2010 11-Jun-2010 Change Change % Previous Week
Open 1.4675 1.4658 -0.0017 -0.1% 1.4432
High 1.4679 1.4660 -0.0019 -0.1% 1.4679
Low 1.4675 1.4485 -0.0190 -1.3% 1.4386
Close 1.4706 1.4515 -0.0191 -1.3% 1.4515
Range 0.0004 0.0175 0.0171 4,275.0% 0.0293
ATR 0.0107 0.0115 0.0008 7.7% 0.0000
Volume 11 5 -6 -54.5% 44
Daily Pivots for day following 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.5078 1.4972 1.4611
R3 1.4903 1.4797 1.4563
R2 1.4728 1.4728 1.4547
R1 1.4622 1.4622 1.4531 1.4588
PP 1.4553 1.4553 1.4553 1.4536
S1 1.4447 1.4447 1.4499 1.4413
S2 1.4378 1.4378 1.4483
S3 1.4203 1.4272 1.4467
S4 1.4028 1.4097 1.4419
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.5406 1.5253 1.4676
R3 1.5113 1.4960 1.4596
R2 1.4820 1.4820 1.4569
R1 1.4667 1.4667 1.4542 1.4744
PP 1.4527 1.4527 1.4527 1.4565
S1 1.4374 1.4374 1.4488 1.4451
S2 1.4234 1.4234 1.4461
S3 1.3941 1.4081 1.4434
S4 1.3648 1.3788 1.4354
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4679 1.4386 0.0293 2.0% 0.0064 0.4% 44% False False 8
10 1.4679 1.4386 0.0293 2.0% 0.0032 0.2% 44% False False 10
20 1.4679 1.4313 0.0366 2.5% 0.0029 0.2% 55% False False 8
40 1.5441 1.4313 0.1128 7.8% 0.0036 0.3% 18% False False 6
60 1.5488 1.4313 0.1175 8.1% 0.0025 0.2% 17% False False 5
80 1.5488 1.4313 0.1175 8.1% 0.0019 0.1% 17% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 1.5404
2.618 1.5118
1.618 1.4943
1.000 1.4835
0.618 1.4768
HIGH 1.4660
0.618 1.4593
0.500 1.4573
0.382 1.4552
LOW 1.4485
0.618 1.4377
1.000 1.4310
1.618 1.4202
2.618 1.4027
4.250 1.3741
Fisher Pivots for day following 11-Jun-2010
Pivot 1 day 3 day
R1 1.4573 1.4582
PP 1.4553 1.4560
S1 1.4534 1.4537

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

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