CME British Pound Future December 2010


Trading Metrics calculated at close of trading on 22-Sep-2010
Day Change Summary
Previous Current
21-Sep-2010 22-Sep-2010 Change Change % Previous Week
Open 1.5538 1.5594 0.0056 0.4% 1.5341
High 1.5636 1.5706 0.0070 0.4% 1.5721
Low 1.5494 1.5591 0.0097 0.6% 1.5336
Close 1.5611 1.5660 0.0049 0.3% 1.5611
Range 0.0142 0.0115 -0.0027 -19.0% 0.0385
ATR 0.0145 0.0143 -0.0002 -1.5% 0.0000
Volume 91,835 114,506 22,671 24.7% 523,470
Daily Pivots for day following 22-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.5997 1.5944 1.5723
R3 1.5882 1.5829 1.5692
R2 1.5767 1.5767 1.5681
R1 1.5714 1.5714 1.5671 1.5741
PP 1.5652 1.5652 1.5652 1.5666
S1 1.5599 1.5599 1.5649 1.5626
S2 1.5537 1.5537 1.5639
S3 1.5422 1.5484 1.5628
S4 1.5307 1.5369 1.5597
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 1.5494 0.0227 1.4% 0.0131 0.8% 73% False False 91,465
10 1.5721 1.5332 0.0389 2.5% 0.0147 0.9% 84% False False 98,184
20 1.5721 1.5284 0.0437 2.8% 0.0141 0.9% 86% False False 52,439
40 1.5984 1.5284 0.0700 4.5% 0.0135 0.9% 54% False False 26,388
60 1.5984 1.4877 0.1107 7.1% 0.0138 0.9% 71% False False 17,639
80 1.5984 1.4386 0.1598 10.2% 0.0127 0.8% 80% False False 13,239
100 1.5984 1.4313 0.1671 10.7% 0.0113 0.7% 81% False False 10,593
120 1.5984 1.4313 0.1671 10.7% 0.0094 0.6% 81% False False 8,828
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6195
2.618 1.6007
1.618 1.5892
1.000 1.5821
0.618 1.5777
HIGH 1.5706
0.618 1.5662
0.500 1.5649
0.382 1.5635
LOW 1.5591
0.618 1.5520
1.000 1.5476
1.618 1.5405
2.618 1.5290
4.250 1.5102
Fisher Pivots for day following 22-Sep-2010
Pivot 1 day 3 day
R1 1.5656 1.5640
PP 1.5652 1.5620
S1 1.5649 1.5600

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

View Archives - Comment on this page... - Back to Index of Symbols