CME British Pound Future December 2010


Trading Metrics calculated at close of trading on 13-Jul-2010
Day Change Summary
Previous Current
12-Jul-2010 13-Jul-2010 Change Change % Previous Week
Open 1.5068 1.5029 -0.0039 -0.3% 1.5158
High 1.5070 1.5190 0.0120 0.8% 1.5235
Low 1.4944 1.4977 0.0033 0.2% 1.5056
Close 1.5026 1.5152 0.0126 0.8% 1.5056
Range 0.0126 0.0213 0.0087 69.0% 0.0179
ATR 0.0134 0.0139 0.0006 4.2% 0.0000
Volume 80 123 43 53.8% 586
Daily Pivots for day following 13-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.5745 1.5662 1.5269
R3 1.5532 1.5449 1.5211
R2 1.5319 1.5319 1.5191
R1 1.5236 1.5236 1.5172 1.5278
PP 1.5106 1.5106 1.5106 1.5127
S1 1.5023 1.5023 1.5132 1.5065
S2 1.4893 1.4893 1.5113
S3 1.4680 1.4810 1.5093
S4 1.4467 1.4597 1.5035
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.5653 1.5533 1.5154
R3 1.5474 1.5354 1.5105
R2 1.5295 1.5295 1.5089
R1 1.5175 1.5175 1.5072 1.5146
PP 1.5116 1.5116 1.5116 1.5101
S1 1.4996 1.4996 1.5040 1.4967
S2 1.4937 1.4937 1.5023
S3 1.4758 1.4817 1.5007
S4 1.4579 1.4638 1.4958
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5235 1.4944 0.0291 1.9% 0.0144 1.0% 71% False False 111
10 1.5235 1.4877 0.0358 2.4% 0.0143 0.9% 77% False False 116
20 1.5235 1.4655 0.0580 3.8% 0.0137 0.9% 86% False False 92
40 1.5235 1.4313 0.0922 6.1% 0.0086 0.6% 91% False False 51
60 1.5441 1.4313 0.1128 7.4% 0.0073 0.5% 74% False False 35
80 1.5488 1.4313 0.1175 7.8% 0.0055 0.4% 71% False False 27
100 1.5488 1.4313 0.1175 7.8% 0.0044 0.3% 71% False False 22
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 0.0031
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.6095
2.618 1.5748
1.618 1.5535
1.000 1.5403
0.618 1.5322
HIGH 1.5190
0.618 1.5109
0.500 1.5084
0.382 1.5058
LOW 1.4977
0.618 1.4845
1.000 1.4764
1.618 1.4632
2.618 1.4419
4.250 1.4072
Fisher Pivots for day following 13-Jul-2010
Pivot 1 day 3 day
R1 1.5129 1.5125
PP 1.5106 1.5097
S1 1.5084 1.5070

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

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