CME British Pound Future December 2010


Trading Metrics calculated at close of trading on 16-Aug-2010
Day Change Summary
Previous Current
13-Aug-2010 16-Aug-2010 Change Change % Previous Week
Open 1.5581 1.5586 0.0005 0.0% 1.5948
High 1.5670 1.5681 0.0011 0.1% 1.5973
Low 1.5568 1.5523 -0.0045 -0.3% 1.5553
Close 1.5581 1.5636 0.0055 0.4% 1.5581
Range 0.0102 0.0158 0.0056 54.9% 0.0420
ATR 0.0138 0.0139 0.0001 1.0% 0.0000
Volume 208 322 114 54.8% 2,389
Daily Pivots for day following 16-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.6087 1.6020 1.5723
R3 1.5929 1.5862 1.5679
R2 1.5771 1.5771 1.5665
R1 1.5704 1.5704 1.5650 1.5738
PP 1.5613 1.5613 1.5613 1.5630
S1 1.5546 1.5546 1.5622 1.5580
S2 1.5455 1.5455 1.5607
S3 1.5297 1.5388 1.5593
S4 1.5139 1.5230 1.5549
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.6962 1.6692 1.5812
R3 1.6542 1.6272 1.5697
R2 1.6122 1.6122 1.5658
R1 1.5852 1.5852 1.5620 1.5777
PP 1.5702 1.5702 1.5702 1.5665
S1 1.5432 1.5432 1.5543 1.5357
S2 1.5282 1.5282 1.5504
S3 1.4862 1.5012 1.5466
S4 1.4442 1.4592 1.5350
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5875 1.5523 0.0352 2.3% 0.0155 1.0% 32% False True 522
10 1.5984 1.5523 0.0461 2.9% 0.0128 0.8% 25% False True 344
20 1.5984 1.5126 0.0858 5.5% 0.0131 0.8% 59% False False 244
40 1.5984 1.4703 0.1281 8.2% 0.0137 0.9% 73% False False 176
60 1.5984 1.4313 0.1671 10.7% 0.0111 0.7% 79% False False 123
80 1.5984 1.4313 0.1671 10.7% 0.0095 0.6% 79% False False 93
100 1.5984 1.4313 0.1671 10.7% 0.0076 0.5% 79% False False 75
120 1.5984 1.4313 0.1671 10.7% 0.0064 0.4% 79% False False 63
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0031
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6353
2.618 1.6095
1.618 1.5937
1.000 1.5839
0.618 1.5779
HIGH 1.5681
0.618 1.5621
0.500 1.5602
0.382 1.5583
LOW 1.5523
0.618 1.5425
1.000 1.5365
1.618 1.5267
2.618 1.5109
4.250 1.4852
Fisher Pivots for day following 16-Aug-2010
Pivot 1 day 3 day
R1 1.5625 1.5628
PP 1.5613 1.5620
S1 1.5602 1.5612

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

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