CME British Pound Future December 2010


Trading Metrics calculated at close of trading on 31-Aug-2010
Day Change Summary
Previous Current
30-Aug-2010 31-Aug-2010 Change Change % Previous Week
Open 1.5513 1.5460 -0.0053 -0.3% 1.5544
High 1.5565 1.5462 -0.0103 -0.7% 1.5600
Low 1.5438 1.5320 -0.0118 -0.8% 1.5364
Close 1.5455 1.5322 -0.0133 -0.9% 1.5503
Range 0.0127 0.0142 0.0015 11.8% 0.0236
ATR 0.0134 0.0134 0.0001 0.5% 0.0000
Volume 282 324 42 14.9% 2,096
Daily Pivots for day following 31-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.5794 1.5700 1.5400
R3 1.5652 1.5558 1.5361
R2 1.5510 1.5510 1.5348
R1 1.5416 1.5416 1.5335 1.5392
PP 1.5368 1.5368 1.5368 1.5356
S1 1.5274 1.5274 1.5309 1.5250
S2 1.5226 1.5226 1.5296
S3 1.5084 1.5132 1.5283
S4 1.4942 1.4990 1.5244
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.6197 1.6086 1.5633
R3 1.5961 1.5850 1.5568
R2 1.5725 1.5725 1.5546
R1 1.5614 1.5614 1.5525 1.5552
PP 1.5489 1.5489 1.5489 1.5458
S1 1.5378 1.5378 1.5481 1.5316
S2 1.5253 1.5253 1.5460
S3 1.5017 1.5142 1.5438
S4 1.4781 1.4906 1.5373
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5583 1.5320 0.0263 1.7% 0.0115 0.7% 1% False True 445
10 1.5677 1.5320 0.0357 2.3% 0.0127 0.8% 1% False True 441
20 1.5984 1.5320 0.0664 4.3% 0.0129 0.8% 0% False True 398
40 1.5984 1.4944 0.1040 6.8% 0.0133 0.9% 36% False False 269
60 1.5984 1.4386 0.1598 10.4% 0.0129 0.8% 59% False False 201
80 1.5984 1.4313 0.1671 10.9% 0.0105 0.7% 60% False False 153
100 1.5984 1.4313 0.1671 10.9% 0.0090 0.6% 60% False False 123
120 1.5984 1.4313 0.1671 10.9% 0.0075 0.5% 60% False False 103
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0031
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.6066
2.618 1.5834
1.618 1.5692
1.000 1.5604
0.618 1.5550
HIGH 1.5462
0.618 1.5408
0.500 1.5391
0.382 1.5374
LOW 1.5320
0.618 1.5232
1.000 1.5178
1.618 1.5090
2.618 1.4948
4.250 1.4717
Fisher Pivots for day following 31-Aug-2010
Pivot 1 day 3 day
R1 1.5391 1.5443
PP 1.5368 1.5402
S1 1.5345 1.5362

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

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