CME British Pound Future December 2010


Trading Metrics calculated at close of trading on 22-Oct-2010
Day Change Summary
Previous Current
21-Oct-2010 22-Oct-2010 Change Change % Previous Week
Open 1.5834 1.5704 -0.0130 -0.8% 1.5977
High 1.5848 1.5746 -0.0102 -0.6% 1.5998
Low 1.5677 1.5644 -0.0033 -0.2% 1.5641
Close 1.5703 1.5662 -0.0041 -0.3% 1.5662
Range 0.0171 0.0102 -0.0069 -40.4% 0.0357
ATR 0.0164 0.0160 -0.0004 -2.7% 0.0000
Volume 115,365 72,212 -43,153 -37.4% 517,515
Daily Pivots for day following 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.5990 1.5928 1.5718
R3 1.5888 1.5826 1.5690
R2 1.5786 1.5786 1.5681
R1 1.5724 1.5724 1.5671 1.5704
PP 1.5684 1.5684 1.5684 1.5674
S1 1.5622 1.5622 1.5653 1.5602
S2 1.5582 1.5582 1.5643
S3 1.5480 1.5520 1.5634
S4 1.5378 1.5418 1.5606
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.6838 1.6607 1.5858
R3 1.6481 1.6250 1.5760
R2 1.6124 1.6124 1.5727
R1 1.5893 1.5893 1.5695 1.5830
PP 1.5767 1.5767 1.5767 1.5736
S1 1.5536 1.5536 1.5629 1.5473
S2 1.5410 1.5410 1.5597
S3 1.5053 1.5179 1.5564
S4 1.4696 1.4822 1.5466
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5998 1.5641 0.0357 2.3% 0.0188 1.2% 6% False False 103,503
10 1.6100 1.5641 0.0459 2.9% 0.0165 1.1% 5% False False 104,226
20 1.6100 1.5641 0.0459 2.9% 0.0160 1.0% 5% False False 107,788
40 1.6100 1.5284 0.0816 5.2% 0.0153 1.0% 46% False False 84,977
60 1.6100 1.5284 0.0816 5.2% 0.0145 0.9% 46% False False 56,780
80 1.6100 1.4944 0.1156 7.4% 0.0142 0.9% 62% False False 42,621
100 1.6100 1.4386 0.1714 10.9% 0.0137 0.9% 74% False False 34,106
120 1.6100 1.4313 0.1787 11.4% 0.0123 0.8% 75% False False 28,423
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0029
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.6180
2.618 1.6013
1.618 1.5911
1.000 1.5848
0.618 1.5809
HIGH 1.5746
0.618 1.5707
0.500 1.5695
0.382 1.5683
LOW 1.5644
0.618 1.5581
1.000 1.5542
1.618 1.5479
2.618 1.5377
4.250 1.5211
Fisher Pivots for day following 22-Oct-2010
Pivot 1 day 3 day
R1 1.5695 1.5757
PP 1.5684 1.5725
S1 1.5673 1.5694

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

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