CME British Pound Future December 2010


Trading Metrics calculated at close of trading on 19-Aug-2010
Day Change Summary
Previous Current
18-Aug-2010 19-Aug-2010 Change Change % Previous Week
Open 1.5560 1.5598 0.0038 0.2% 1.5948
High 1.5677 1.5659 -0.0018 -0.1% 1.5973
Low 1.5488 1.5505 0.0017 0.1% 1.5553
Close 1.5595 1.5584 -0.0011 -0.1% 1.5581
Range 0.0189 0.0154 -0.0035 -18.5% 0.0420
ATR 0.0142 0.0143 0.0001 0.6% 0.0000
Volume 649 852 203 31.3% 2,389
Daily Pivots for day following 19-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.6045 1.5968 1.5669
R3 1.5891 1.5814 1.5626
R2 1.5737 1.5737 1.5612
R1 1.5660 1.5660 1.5598 1.5622
PP 1.5583 1.5583 1.5583 1.5563
S1 1.5506 1.5506 1.5570 1.5468
S2 1.5429 1.5429 1.5556
S3 1.5275 1.5352 1.5542
S4 1.5121 1.5198 1.5499
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 1.5681 1.5488 0.0193 1.2% 0.0145 0.9% 50% False False 486
10 1.5984 1.5488 0.0496 3.2% 0.0147 0.9% 19% False False 469
20 1.5984 1.5257 0.0727 4.7% 0.0132 0.8% 45% False False 312
40 1.5984 1.4861 0.1123 7.2% 0.0137 0.9% 64% False False 218
60 1.5984 1.4386 0.1598 10.3% 0.0116 0.7% 75% False False 155
80 1.5984 1.4313 0.1671 10.7% 0.0101 0.6% 76% False False 117
100 1.5984 1.4313 0.1671 10.7% 0.0081 0.5% 76% False False 94
120 1.5984 1.4313 0.1671 10.7% 0.0068 0.4% 76% False False 79
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0041
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6314
2.618 1.6062
1.618 1.5908
1.000 1.5813
0.618 1.5754
HIGH 1.5659
0.618 1.5600
0.500 1.5582
0.382 1.5564
LOW 1.5505
0.618 1.5410
1.000 1.5351
1.618 1.5256
2.618 1.5102
4.250 1.4851
Fisher Pivots for day following 19-Aug-2010
Pivot 1 day 3 day
R1 1.5583 1.5584
PP 1.5583 1.5583
S1 1.5582 1.5583

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

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