CME British Pound Future December 2010


Trading Metrics calculated at close of trading on 12-Oct-2010
Day Change Summary
Previous Current
11-Oct-2010 12-Oct-2010 Change Change % Previous Week
Open 1.5952 1.5876 -0.0076 -0.5% 1.5803
High 1.5957 1.5910 -0.0047 -0.3% 1.6013
Low 1.5861 1.5747 -0.0114 -0.7% 1.5739
Close 1.5888 1.5769 -0.0119 -0.7% 1.5942
Range 0.0096 0.0163 0.0067 69.8% 0.0274
ATR 0.0147 0.0148 0.0001 0.8% 0.0000
Volume 52,967 131,197 78,230 147.7% 526,969
Daily Pivots for day following 12-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.6298 1.6196 1.5859
R3 1.6135 1.6033 1.5814
R2 1.5972 1.5972 1.5799
R1 1.5870 1.5870 1.5784 1.5840
PP 1.5809 1.5809 1.5809 1.5793
S1 1.5707 1.5707 1.5754 1.5677
S2 1.5646 1.5646 1.5739
S3 1.5483 1.5544 1.5724
S4 1.5320 1.5381 1.5679
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.6720 1.6605 1.6093
R3 1.6446 1.6331 1.6017
R2 1.6172 1.6172 1.5992
R1 1.6057 1.6057 1.5967 1.6115
PP 1.5898 1.5898 1.5898 1.5927
S1 1.5783 1.5783 1.5917 1.5841
S2 1.5624 1.5624 1.5892
S3 1.5350 1.5509 1.5867
S4 1.5076 1.5235 1.5791
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6013 1.5747 0.0266 1.7% 0.0141 0.9% 8% False True 102,096
10 1.6013 1.5662 0.0351 2.2% 0.0155 1.0% 30% False False 108,301
20 1.6013 1.5438 0.0575 3.6% 0.0150 1.0% 58% False False 103,067
40 1.6013 1.5284 0.0729 4.6% 0.0143 0.9% 67% False False 63,619
60 1.6013 1.5126 0.0887 5.6% 0.0139 0.9% 72% False False 42,497
80 1.6013 1.4703 0.1310 8.3% 0.0139 0.9% 81% False False 31,902
100 1.6013 1.4380 0.1633 10.4% 0.0123 0.8% 85% False False 25,526
120 1.6013 1.4313 0.1700 10.8% 0.0112 0.7% 86% False False 21,272
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0051
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6603
2.618 1.6337
1.618 1.6174
1.000 1.6073
0.618 1.6011
HIGH 1.5910
0.618 1.5848
0.500 1.5829
0.382 1.5809
LOW 1.5747
0.618 1.5646
1.000 1.5584
1.618 1.5483
2.618 1.5320
4.250 1.5054
Fisher Pivots for day following 12-Oct-2010
Pivot 1 day 3 day
R1 1.5829 1.5853
PP 1.5809 1.5825
S1 1.5789 1.5797

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

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