CME British Pound Future December 2010


Trading Metrics calculated at close of trading on 21-Sep-2010
Day Change Summary
Previous Current
20-Sep-2010 21-Sep-2010 Change Change % Previous Week
Open 1.5642 1.5538 -0.0104 -0.7% 1.5341
High 1.5678 1.5636 -0.0042 -0.3% 1.5721
Low 1.5527 1.5494 -0.0033 -0.2% 1.5336
Close 1.5534 1.5611 0.0077 0.5% 1.5611
Range 0.0151 0.0142 -0.0009 -6.0% 0.0385
ATR 0.0145 0.0145 0.0000 -0.1% 0.0000
Volume 75,391 91,835 16,444 21.8% 523,470
Daily Pivots for day following 21-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.6006 1.5951 1.5689
R3 1.5864 1.5809 1.5650
R2 1.5722 1.5722 1.5637
R1 1.5667 1.5667 1.5624 1.5695
PP 1.5580 1.5580 1.5580 1.5594
S1 1.5525 1.5525 1.5598 1.5553
S2 1.5438 1.5438 1.5585
S3 1.5296 1.5383 1.5572
S4 1.5154 1.5241 1.5533
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.6711 1.6546 1.5823
R3 1.6326 1.6161 1.5717
R2 1.5941 1.5941 1.5682
R1 1.5776 1.5776 1.5646 1.5859
PP 1.5556 1.5556 1.5556 1.5597
S1 1.5391 1.5391 1.5576 1.5474
S2 1.5171 1.5171 1.5540
S3 1.4786 1.5006 1.5505
S4 1.4401 1.4621 1.5399
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5721 1.5438 0.0283 1.8% 0.0149 1.0% 61% False False 90,699
10 1.5721 1.5332 0.0389 2.5% 0.0154 1.0% 72% False False 91,491
20 1.5721 1.5284 0.0437 2.8% 0.0139 0.9% 75% False False 46,737
40 1.5984 1.5284 0.0700 4.5% 0.0134 0.9% 47% False False 23,530
60 1.5984 1.4877 0.1107 7.1% 0.0137 0.9% 66% False False 15,731
80 1.5984 1.4386 0.1598 10.2% 0.0126 0.8% 77% False False 11,808
100 1.5984 1.4313 0.1671 10.7% 0.0112 0.7% 78% False False 9,448
120 1.5984 1.4313 0.1671 10.7% 0.0093 0.6% 78% False False 7,873
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 0.0034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6240
2.618 1.6008
1.618 1.5866
1.000 1.5778
0.618 1.5724
HIGH 1.5636
0.618 1.5582
0.500 1.5565
0.382 1.5548
LOW 1.5494
0.618 1.5406
1.000 1.5352
1.618 1.5264
2.618 1.5122
4.250 1.4891
Fisher Pivots for day following 21-Sep-2010
Pivot 1 day 3 day
R1 1.5596 1.5610
PP 1.5580 1.5609
S1 1.5565 1.5608

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.