CME British Pound Future December 2010


Trading Metrics calculated at close of trading on 24-Sep-2010
Day Change Summary
Previous Current
23-Sep-2010 24-Sep-2010 Change Change % Previous Week
Open 1.5646 1.5671 0.0025 0.2% 1.5642
High 1.5734 1.5835 0.0101 0.6% 1.5835
Low 1.5604 1.5633 0.0029 0.2% 1.5494
Close 1.5685 1.5809 0.0124 0.8% 1.5809
Range 0.0130 0.0202 0.0072 55.4% 0.0341
ATR 0.0142 0.0146 0.0004 3.0% 0.0000
Volume 98,865 96,821 -2,044 -2.1% 477,418
Daily Pivots for day following 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.6365 1.6289 1.5920
R3 1.6163 1.6087 1.5865
R2 1.5961 1.5961 1.5846
R1 1.5885 1.5885 1.5828 1.5923
PP 1.5759 1.5759 1.5759 1.5778
S1 1.5683 1.5683 1.5790 1.5721
S2 1.5557 1.5557 1.5772
S3 1.5355 1.5481 1.5753
S4 1.5153 1.5279 1.5698
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.6736 1.6613 1.5997
R3 1.6395 1.6272 1.5903
R2 1.6054 1.6054 1.5872
R1 1.5931 1.5931 1.5840 1.5993
PP 1.5713 1.5713 1.5713 1.5743
S1 1.5590 1.5590 1.5778 1.5652
S2 1.5372 1.5372 1.5746
S3 1.5031 1.5249 1.5715
S4 1.4690 1.4908 1.5621
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5835 1.5494 0.0341 2.2% 0.0148 0.9% 92% True False 95,483
10 1.5835 1.5336 0.0499 3.2% 0.0157 1.0% 95% True False 100,088
20 1.5835 1.5284 0.0551 3.5% 0.0146 0.9% 95% True False 62,166
40 1.5984 1.5284 0.0700 4.4% 0.0138 0.9% 75% False False 31,276
60 1.5984 1.4944 0.1040 6.6% 0.0136 0.9% 83% False False 20,899
80 1.5984 1.4386 0.1598 10.1% 0.0131 0.8% 89% False False 15,685
100 1.5984 1.4313 0.1671 10.6% 0.0116 0.7% 90% False False 12,550
120 1.5984 1.4313 0.1671 10.6% 0.0097 0.6% 90% False False 10,458
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 0.0038
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.6694
2.618 1.6364
1.618 1.6162
1.000 1.6037
0.618 1.5960
HIGH 1.5835
0.618 1.5758
0.500 1.5734
0.382 1.5710
LOW 1.5633
0.618 1.5508
1.000 1.5431
1.618 1.5306
2.618 1.5104
4.250 1.4775
Fisher Pivots for day following 24-Sep-2010
Pivot 1 day 3 day
R1 1.5784 1.5777
PP 1.5759 1.5745
S1 1.5734 1.5713

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

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