CME British Pound Future December 2010


Trading Metrics calculated at close of trading on 30-Jul-2010
Day Change Summary
Previous Current
29-Jul-2010 30-Jul-2010 Change Change % Previous Week
Open 1.5593 1.5606 0.0013 0.1% 1.5415
High 1.5654 1.5712 0.0058 0.4% 1.5712
Low 1.5570 1.5579 0.0009 0.1% 1.5415
Close 1.5608 1.5686 0.0078 0.5% 1.5686
Range 0.0084 0.0133 0.0049 58.3% 0.0297
ATR 0.0134 0.0134 0.0000 -0.1% 0.0000
Volume 76 81 5 6.6% 745
Daily Pivots for day following 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.6058 1.6005 1.5759
R3 1.5925 1.5872 1.5723
R2 1.5792 1.5792 1.5710
R1 1.5739 1.5739 1.5698 1.5766
PP 1.5659 1.5659 1.5659 1.5672
S1 1.5606 1.5606 1.5674 1.5633
S2 1.5526 1.5526 1.5662
S3 1.5393 1.5473 1.5649
S4 1.5260 1.5340 1.5613
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.6495 1.6388 1.5849
R3 1.6198 1.6091 1.5768
R2 1.5901 1.5901 1.5740
R1 1.5794 1.5794 1.5713 1.5848
PP 1.5604 1.5604 1.5604 1.5631
S1 1.5497 1.5497 1.5659 1.5551
S2 1.5307 1.5307 1.5632
S3 1.5010 1.5200 1.5604
S4 1.4713 1.4903 1.5523
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5712 1.5415 0.0297 1.9% 0.0103 0.7% 91% True False 149
10 1.5712 1.5126 0.0586 3.7% 0.0126 0.8% 96% True False 155
20 1.5712 1.4944 0.0768 4.9% 0.0131 0.8% 97% True False 143
40 1.5712 1.4386 0.1326 8.5% 0.0125 0.8% 98% True False 94
60 1.5712 1.4313 0.1399 8.9% 0.0101 0.6% 98% True False 65
80 1.5712 1.4313 0.1399 8.9% 0.0077 0.5% 98% True False 49
100 1.5712 1.4313 0.1399 8.9% 0.0062 0.4% 98% True False 40
120 1.5749 1.4313 0.1436 9.2% 0.0051 0.3% 96% False False 35
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 0.0023
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6277
2.618 1.6060
1.618 1.5927
1.000 1.5845
0.618 1.5794
HIGH 1.5712
0.618 1.5661
0.500 1.5646
0.382 1.5630
LOW 1.5579
0.618 1.5497
1.000 1.5446
1.618 1.5364
2.618 1.5231
4.250 1.5014
Fisher Pivots for day following 30-Jul-2010
Pivot 1 day 3 day
R1 1.5673 1.5667
PP 1.5659 1.5649
S1 1.5646 1.5630

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

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