CME British Pound Future December 2010


Trading Metrics calculated at close of trading on 13-Oct-2010
Day Change Summary
Previous Current
12-Oct-2010 13-Oct-2010 Change Change % Previous Week
Open 1.5876 1.5801 -0.0075 -0.5% 1.5803
High 1.5910 1.5904 -0.0006 0.0% 1.6013
Low 1.5747 1.5768 0.0021 0.1% 1.5739
Close 1.5769 1.5886 0.0117 0.7% 1.5942
Range 0.0163 0.0136 -0.0027 -16.6% 0.0274
ATR 0.0148 0.0148 -0.0001 -0.6% 0.0000
Volume 131,197 115,498 -15,699 -12.0% 526,969
Daily Pivots for day following 13-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.6261 1.6209 1.5961
R3 1.6125 1.6073 1.5923
R2 1.5989 1.5989 1.5911
R1 1.5937 1.5937 1.5898 1.5963
PP 1.5853 1.5853 1.5853 1.5866
S1 1.5801 1.5801 1.5874 1.5827
S2 1.5717 1.5717 1.5861
S3 1.5581 1.5665 1.5849
S4 1.5445 1.5529 1.5811
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% 0.0146 0.9% 52% False False 107,090
10 1.6013 1.5662 0.0351 2.2% 0.0157 1.0% 64% False False 111,383
20 1.6013 1.5494 0.0519 3.3% 0.0147 0.9% 76% False False 103,308
40 1.6013 1.5284 0.0729 4.6% 0.0142 0.9% 83% False False 66,491
60 1.6013 1.5158 0.0855 5.4% 0.0138 0.9% 85% False False 44,421
80 1.6013 1.4833 0.1180 7.4% 0.0139 0.9% 89% False False 33,345
100 1.6013 1.4380 0.1633 10.3% 0.0125 0.8% 92% False False 26,681
120 1.6013 1.4313 0.1700 10.7% 0.0113 0.7% 93% False False 22,234
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 0.0050
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6482
2.618 1.6260
1.618 1.6124
1.000 1.6040
0.618 1.5988
HIGH 1.5904
0.618 1.5852
0.500 1.5836
0.382 1.5820
LOW 1.5768
0.618 1.5684
1.000 1.5632
1.618 1.5548
2.618 1.5412
4.250 1.5190
Fisher Pivots for day following 13-Oct-2010
Pivot 1 day 3 day
R1 1.5869 1.5875
PP 1.5853 1.5863
S1 1.5836 1.5852

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

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