CME British Pound Future December 2010


Trading Metrics calculated at close of trading on 20-Aug-2010
Day Change Summary
Previous Current
19-Aug-2010 20-Aug-2010 Change Change % Previous Week
Open 1.5598 1.5570 -0.0028 -0.2% 1.5586
High 1.5659 1.5578 -0.0081 -0.5% 1.5681
Low 1.5505 1.5454 -0.0051 -0.3% 1.5454
Close 1.5584 1.5522 -0.0062 -0.4% 1.5522
Range 0.0154 0.0124 -0.0030 -19.5% 0.0227
ATR 0.0143 0.0142 -0.0001 -0.6% 0.0000
Volume 852 212 -640 -75.1% 2,435
Daily Pivots for day following 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.5890 1.5830 1.5590
R3 1.5766 1.5706 1.5556
R2 1.5642 1.5642 1.5545
R1 1.5582 1.5582 1.5533 1.5550
PP 1.5518 1.5518 1.5518 1.5502
S1 1.5458 1.5458 1.5511 1.5426
S2 1.5394 1.5394 1.5499
S3 1.5270 1.5334 1.5488
S4 1.5146 1.5210 1.5454
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.6233 1.6105 1.5647
R3 1.6006 1.5878 1.5584
R2 1.5779 1.5779 1.5564
R1 1.5651 1.5651 1.5543 1.5602
PP 1.5552 1.5552 1.5552 1.5528
S1 1.5424 1.5424 1.5501 1.5375
S2 1.5325 1.5325 1.5480
S3 1.5098 1.5197 1.5460
S4 1.4871 1.4970 1.5397
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5681 1.5454 0.0227 1.5% 0.0149 1.0% 30% False True 487
10 1.5973 1.5454 0.0519 3.3% 0.0144 0.9% 13% False True 482
20 1.5984 1.5415 0.0569 3.7% 0.0129 0.8% 19% False False 319
40 1.5984 1.4861 0.1123 7.2% 0.0138 0.9% 59% False False 223
60 1.5984 1.4386 0.1598 10.3% 0.0118 0.8% 71% False False 158
80 1.5984 1.4313 0.1671 10.8% 0.0102 0.7% 72% False False 120
100 1.5984 1.4313 0.1671 10.8% 0.0082 0.5% 72% False False 96
120 1.5984 1.4313 0.1671 10.8% 0.0069 0.4% 72% False False 80
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0038
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6105
2.618 1.5903
1.618 1.5779
1.000 1.5702
0.618 1.5655
HIGH 1.5578
0.618 1.5531
0.500 1.5516
0.382 1.5501
LOW 1.5454
0.618 1.5377
1.000 1.5330
1.618 1.5253
2.618 1.5129
4.250 1.4927
Fisher Pivots for day following 20-Aug-2010
Pivot 1 day 3 day
R1 1.5520 1.5566
PP 1.5518 1.5551
S1 1.5516 1.5537

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

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