CME British Pound Future December 2010


Trading Metrics calculated at close of trading on 27-Jul-2010
Day Change Summary
Previous Current
26-Jul-2010 27-Jul-2010 Change Change % Previous Week
Open 1.5415 1.5470 0.0055 0.4% 1.5301
High 1.5504 1.5590 0.0086 0.6% 1.5437
Low 1.5415 1.5452 0.0037 0.2% 1.5126
Close 1.5467 1.5578 0.0111 0.7% 1.5413
Range 0.0089 0.0138 0.0049 55.1% 0.0311
ATR 0.0144 0.0143 0.0000 -0.3% 0.0000
Volume 255 159 -96 -37.6% 805
Daily Pivots for day following 27-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.5954 1.5904 1.5654
R3 1.5816 1.5766 1.5616
R2 1.5678 1.5678 1.5603
R1 1.5628 1.5628 1.5591 1.5653
PP 1.5540 1.5540 1.5540 1.5553
S1 1.5490 1.5490 1.5565 1.5515
S2 1.5402 1.5402 1.5553
S3 1.5264 1.5352 1.5540
S4 1.5126 1.5214 1.5502
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.6258 1.6147 1.5584
R3 1.5947 1.5836 1.5499
R2 1.5636 1.5636 1.5470
R1 1.5525 1.5525 1.5442 1.5581
PP 1.5325 1.5325 1.5325 1.5353
S1 1.5214 1.5214 1.5384 1.5270
S2 1.5014 1.5014 1.5356
S3 1.4703 1.4903 1.5327
S4 1.4392 1.4592 1.5242
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5590 1.5126 0.0464 3.0% 0.0145 0.9% 97% True False 162
10 1.5590 1.5126 0.0464 3.0% 0.0143 0.9% 97% True False 152
20 1.5590 1.4877 0.0713 4.6% 0.0143 0.9% 98% True False 134
40 1.5590 1.4386 0.1204 7.7% 0.0118 0.8% 99% True False 87
60 1.5590 1.4313 0.1277 8.2% 0.0097 0.6% 99% True False 60
80 1.5590 1.4313 0.1277 8.2% 0.0073 0.5% 99% True False 45
100 1.5590 1.4313 0.1277 8.2% 0.0059 0.4% 99% True False 37
120 1.5749 1.4313 0.1436 9.2% 0.0049 0.3% 88% False False 33
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6177
2.618 1.5951
1.618 1.5813
1.000 1.5728
0.618 1.5675
HIGH 1.5590
0.618 1.5537
0.500 1.5521
0.382 1.5505
LOW 1.5452
0.618 1.5367
1.000 1.5314
1.618 1.5229
2.618 1.5091
4.250 1.4866
Fisher Pivots for day following 27-Jul-2010
Pivot 1 day 3 day
R1 1.5559 1.5527
PP 1.5540 1.5475
S1 1.5521 1.5424

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.