CME British Pound Future December 2010


Trading Metrics calculated at close of trading on 28-Sep-2010
Day Change Summary
Previous Current
27-Sep-2010 28-Sep-2010 Change Change % Previous Week
Open 1.5814 1.5805 -0.0009 -0.1% 1.5642
High 1.5859 1.5888 0.0029 0.2% 1.5835
Low 1.5778 1.5710 -0.0068 -0.4% 1.5494
Close 1.5846 1.5782 -0.0064 -0.4% 1.5809
Range 0.0081 0.0178 0.0097 119.8% 0.0341
ATR 0.0141 0.0144 0.0003 1.9% 0.0000
Volume 63,771 150,882 87,111 136.6% 477,418
Daily Pivots for day following 28-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.6327 1.6233 1.5880
R3 1.6149 1.6055 1.5831
R2 1.5971 1.5971 1.5815
R1 1.5877 1.5877 1.5798 1.5835
PP 1.5793 1.5793 1.5793 1.5773
S1 1.5699 1.5699 1.5766 1.5657
S2 1.5615 1.5615 1.5749
S3 1.5437 1.5521 1.5733
S4 1.5259 1.5343 1.5684
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 1.5888 1.5591 0.0297 1.9% 0.0141 0.9% 64% True False 104,969
10 1.5888 1.5438 0.0450 2.9% 0.0145 0.9% 76% True False 97,834
20 1.5888 1.5284 0.0604 3.8% 0.0145 0.9% 82% True False 72,868
40 1.5984 1.5284 0.0700 4.4% 0.0137 0.9% 71% False False 36,633
60 1.5984 1.4944 0.1040 6.6% 0.0137 0.9% 81% False False 24,468
80 1.5984 1.4386 0.1598 10.1% 0.0133 0.8% 87% False False 18,368
100 1.5984 1.4313 0.1671 10.6% 0.0113 0.7% 88% False False 14,696
120 1.5984 1.4313 0.1671 10.6% 0.0099 0.6% 88% False False 12,247
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0042
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6645
2.618 1.6354
1.618 1.6176
1.000 1.6066
0.618 1.5998
HIGH 1.5888
0.618 1.5820
0.500 1.5799
0.382 1.5778
LOW 1.5710
0.618 1.5600
1.000 1.5532
1.618 1.5422
2.618 1.5244
4.250 1.4954
Fisher Pivots for day following 28-Sep-2010
Pivot 1 day 3 day
R1 1.5799 1.5775
PP 1.5793 1.5768
S1 1.5788 1.5761

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

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