CME British Pound Future December 2010


Trading Metrics calculated at close of trading on 10-Sep-2010
Day Change Summary
Previous Current
09-Sep-2010 10-Sep-2010 Change Change % Previous Week
Open 1.5468 1.5424 -0.0044 -0.3% 1.5441
High 1.5470 1.5459 -0.0011 -0.1% 1.5525
Low 1.5366 1.5332 -0.0034 -0.2% 1.5284
Close 1.5419 1.5341 -0.0078 -0.5% 1.5341
Range 0.0104 0.0127 0.0023 22.1% 0.0241
ATR 0.0136 0.0136 -0.0001 -0.5% 0.0000
Volume 63,438 113,208 49,770 78.5% 235,009
Daily Pivots for day following 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.5758 1.5677 1.5411
R3 1.5631 1.5550 1.5376
R2 1.5504 1.5504 1.5364
R1 1.5423 1.5423 1.5353 1.5400
PP 1.5377 1.5377 1.5377 1.5366
S1 1.5296 1.5296 1.5329 1.5273
S2 1.5250 1.5250 1.5318
S3 1.5123 1.5169 1.5306
S4 1.4996 1.5042 1.5271
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.6106 1.5965 1.5474
R3 1.5865 1.5724 1.5407
R2 1.5624 1.5624 1.5385
R1 1.5483 1.5483 1.5363 1.5433
PP 1.5383 1.5383 1.5383 1.5359
S1 1.5242 1.5242 1.5319 1.5192
S2 1.5142 1.5142 1.5297
S3 1.4901 1.5001 1.5275
S4 1.4660 1.4760 1.5208
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5525 1.5284 0.0241 1.6% 0.0151 1.0% 24% False False 47,001
10 1.5565 1.5284 0.0281 1.8% 0.0135 0.9% 20% False False 24,243
20 1.5681 1.5284 0.0397 2.6% 0.0131 0.9% 14% False False 12,348
40 1.5984 1.5126 0.0858 5.6% 0.0130 0.8% 25% False False 6,293
60 1.5984 1.4703 0.1281 8.4% 0.0134 0.9% 50% False False 4,229
80 1.5984 1.4313 0.1671 10.9% 0.0114 0.7% 62% False False 3,175
100 1.5984 1.4313 0.1671 10.9% 0.0101 0.7% 62% False False 2,541
120 1.5984 1.4313 0.1671 10.9% 0.0084 0.5% 62% False False 2,118
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5999
2.618 1.5791
1.618 1.5664
1.000 1.5586
0.618 1.5537
HIGH 1.5459
0.618 1.5410
0.500 1.5396
0.382 1.5381
LOW 1.5332
0.618 1.5254
1.000 1.5205
1.618 1.5127
2.618 1.5000
4.250 1.4792
Fisher Pivots for day following 10-Sep-2010
Pivot 1 day 3 day
R1 1.5396 1.5429
PP 1.5377 1.5399
S1 1.5359 1.5370

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

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