CME British Pound Future December 2010


Trading Metrics calculated at close of trading on 04-Oct-2010
Day Change Summary
Previous Current
01-Oct-2010 04-Oct-2010 Change Change % Previous Week
Open 1.5708 1.5803 0.0095 0.6% 1.5814
High 1.5867 1.5864 -0.0003 0.0% 1.5916
Low 1.5697 1.5739 0.0042 0.3% 1.5662
Close 1.5826 1.5825 -0.0001 0.0% 1.5826
Range 0.0170 0.0125 -0.0045 -26.5% 0.0254
ATR 0.0151 0.0149 -0.0002 -1.2% 0.0000
Volume 108,084 93,013 -15,071 -13.9% 586,530
Daily Pivots for day following 04-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.6184 1.6130 1.5894
R3 1.6059 1.6005 1.5859
R2 1.5934 1.5934 1.5848
R1 1.5880 1.5880 1.5836 1.5907
PP 1.5809 1.5809 1.5809 1.5823
S1 1.5755 1.5755 1.5814 1.5782
S2 1.5684 1.5684 1.5802
S3 1.5559 1.5630 1.5791
S4 1.5434 1.5505 1.5756
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.6563 1.6449 1.5966
R3 1.6309 1.6195 1.5896
R2 1.6055 1.6055 1.5873
R1 1.5941 1.5941 1.5849 1.5998
PP 1.5801 1.5801 1.5801 1.5830
S1 1.5687 1.5687 1.5803 1.5744
S2 1.5547 1.5547 1.5779
S3 1.5293 1.5433 1.5756
S4 1.5039 1.5179 1.5686
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5916 1.5662 0.0254 1.6% 0.0168 1.1% 64% False False 123,154
10 1.5916 1.5494 0.0422 2.7% 0.0151 1.0% 78% False False 108,157
20 1.5916 1.5284 0.0632 4.0% 0.0155 1.0% 86% False False 95,502
40 1.5916 1.5284 0.0632 4.0% 0.0143 0.9% 86% False False 48,242
60 1.5984 1.4977 0.1007 6.4% 0.0140 0.9% 84% False False 32,209
80 1.5984 1.4585 0.1399 8.8% 0.0139 0.9% 89% False False 24,179
100 1.5984 1.4313 0.1671 10.6% 0.0117 0.7% 90% False False 19,345
120 1.5984 1.4313 0.1671 10.6% 0.0105 0.7% 90% False False 16,121
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0048
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6395
2.618 1.6191
1.618 1.6066
1.000 1.5989
0.618 1.5941
HIGH 1.5864
0.618 1.5816
0.500 1.5802
0.382 1.5787
LOW 1.5739
0.618 1.5662
1.000 1.5614
1.618 1.5537
2.618 1.5412
4.250 1.5208
Fisher Pivots for day following 04-Oct-2010
Pivot 1 day 3 day
R1 1.5817 1.5813
PP 1.5809 1.5801
S1 1.5802 1.5789

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

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