CME British Pound Future December 2010


Trading Metrics calculated at close of trading on 04-Aug-2010
Day Change Summary
Previous Current
03-Aug-2010 04-Aug-2010 Change Change % Previous Week
Open 1.5874 1.5949 0.0075 0.5% 1.5415
High 1.5949 1.5950 0.0001 0.0% 1.5712
Low 1.5854 1.5855 0.0001 0.0% 1.5415
Close 1.5933 1.5884 -0.0049 -0.3% 1.5686
Range 0.0095 0.0095 0.0000 0.0% 0.0297
ATR 0.0136 0.0133 -0.0003 -2.2% 0.0000
Volume 297 121 -176 -59.3% 745
Daily Pivots for day following 04-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.6181 1.6128 1.5936
R3 1.6086 1.6033 1.5910
R2 1.5991 1.5991 1.5901
R1 1.5938 1.5938 1.5893 1.5917
PP 1.5896 1.5896 1.5896 1.5886
S1 1.5843 1.5843 1.5875 1.5822
S2 1.5801 1.5801 1.5867
S3 1.5706 1.5748 1.5858
S4 1.5611 1.5653 1.5832
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 1.5950 1.5570 0.0380 2.4% 0.0121 0.8% 83% True False 133
10 1.5950 1.5158 0.0792 5.0% 0.0121 0.8% 92% True False 159
20 1.5950 1.4944 0.1006 6.3% 0.0135 0.9% 93% True False 140
40 1.5950 1.4485 0.1465 9.2% 0.0131 0.8% 95% True False 106
60 1.5950 1.4313 0.1637 10.3% 0.0097 0.6% 96% True False 73
80 1.5950 1.4313 0.1637 10.3% 0.0081 0.5% 96% True False 56
100 1.5950 1.4313 0.1637 10.3% 0.0065 0.4% 96% True False 45
120 1.5950 1.4313 0.1637 10.3% 0.0055 0.3% 96% True False 38
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Fibonacci Retracements and Extensions
4.250 1.6354
2.618 1.6199
1.618 1.6104
1.000 1.6045
0.618 1.6009
HIGH 1.5950
0.618 1.5914
0.500 1.5903
0.382 1.5891
LOW 1.5855
0.618 1.5796
1.000 1.5760
1.618 1.5701
2.618 1.5606
4.250 1.5451
Fisher Pivots for day following 04-Aug-2010
Pivot 1 day 3 day
R1 1.5903 1.5863
PP 1.5896 1.5841
S1 1.5890 1.5820

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

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