CME British Pound Future December 2010


Trading Metrics calculated at close of trading on 15-Oct-2010
Day Change Summary
Previous Current
14-Oct-2010 15-Oct-2010 Change Change % Previous Week
Open 1.5885 1.5999 0.0114 0.7% 1.5952
High 1.6061 1.6100 0.0039 0.2% 1.6100
Low 1.5884 1.5964 0.0080 0.5% 1.5747
Close 1.5980 1.5977 -0.0003 0.0% 1.5977
Range 0.0177 0.0136 -0.0041 -23.2% 0.0353
ATR 0.0150 0.0149 -0.0001 -0.7% 0.0000
Volume 116,911 108,177 -8,734 -7.5% 524,750
Daily Pivots for day following 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.6422 1.6335 1.6052
R3 1.6286 1.6199 1.6014
R2 1.6150 1.6150 1.6002
R1 1.6063 1.6063 1.5989 1.6039
PP 1.6014 1.6014 1.6014 1.6001
S1 1.5927 1.5927 1.5965 1.5903
S2 1.5878 1.5878 1.5952
S3 1.5742 1.5791 1.5940
S4 1.5606 1.5655 1.5902
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.7000 1.6842 1.6171
R3 1.6647 1.6489 1.6074
R2 1.6294 1.6294 1.6042
R1 1.6136 1.6136 1.6009 1.6215
PP 1.5941 1.5941 1.5941 1.5981
S1 1.5783 1.5783 1.5945 1.5862
S2 1.5588 1.5588 1.5912
S3 1.5235 1.5430 1.5880
S4 1.4882 1.5077 1.5783
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6100 1.5747 0.0353 2.2% 0.0142 0.9% 65% True False 104,950
10 1.6100 1.5739 0.0361 2.3% 0.0146 0.9% 66% True False 105,171
20 1.6100 1.5494 0.0606 3.8% 0.0150 0.9% 80% True False 105,783
40 1.6100 1.5284 0.0816 5.1% 0.0143 0.9% 85% True False 72,091
60 1.6100 1.5284 0.0816 5.1% 0.0138 0.9% 85% True False 48,167
80 1.6100 1.4861 0.1239 7.8% 0.0140 0.9% 90% True False 36,157
100 1.6100 1.4386 0.1714 10.7% 0.0128 0.8% 93% True False 28,931
120 1.6100 1.4313 0.1787 11.2% 0.0116 0.7% 93% True False 24,110
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0040
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6678
2.618 1.6456
1.618 1.6320
1.000 1.6236
0.618 1.6184
HIGH 1.6100
0.618 1.6048
0.500 1.6032
0.382 1.6016
LOW 1.5964
0.618 1.5880
1.000 1.5828
1.618 1.5744
2.618 1.5608
4.250 1.5386
Fisher Pivots for day following 15-Oct-2010
Pivot 1 day 3 day
R1 1.6032 1.5963
PP 1.6014 1.5948
S1 1.5995 1.5934

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

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