CME British Pound Future December 2010


Trading Metrics calculated at close of trading on 29-Oct-2010
Day Change Summary
Previous Current
28-Oct-2010 29-Oct-2010 Change Change % Previous Week
Open 1.5770 1.5938 0.0168 1.1% 1.5660
High 1.5973 1.6040 0.0067 0.4% 1.6040
Low 1.5750 1.5872 0.0122 0.8% 1.5659
Close 1.5925 1.6013 0.0088 0.6% 1.6013
Range 0.0223 0.0168 -0.0055 -24.7% 0.0381
ATR 0.0163 0.0163 0.0000 0.2% 0.0000
Volume 114,593 107,187 -7,406 -6.5% 594,669
Daily Pivots for day following 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.6479 1.6414 1.6105
R3 1.6311 1.6246 1.6059
R2 1.6143 1.6143 1.6044
R1 1.6078 1.6078 1.6028 1.6111
PP 1.5975 1.5975 1.5975 1.5991
S1 1.5910 1.5910 1.5998 1.5943
S2 1.5807 1.5807 1.5982
S3 1.5639 1.5742 1.5967
S4 1.5471 1.5574 1.5921
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.7047 1.6911 1.6223
R3 1.6666 1.6530 1.6118
R2 1.6285 1.6285 1.6083
R1 1.6149 1.6149 1.6048 1.6217
PP 1.5904 1.5904 1.5904 1.5938
S1 1.5768 1.5768 1.5978 1.5836
S2 1.5523 1.5523 1.5943
S3 1.5142 1.5387 1.5908
S4 1.4761 1.5006 1.5803
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6040 1.5659 0.0381 2.4% 0.0169 1.1% 93% True False 118,933
10 1.6040 1.5641 0.0399 2.5% 0.0178 1.1% 93% True False 111,218
20 1.6100 1.5641 0.0459 2.9% 0.0162 1.0% 81% False False 108,195
40 1.6100 1.5284 0.0816 5.1% 0.0159 1.0% 89% False False 99,658
60 1.6100 1.5284 0.0816 5.1% 0.0149 0.9% 89% False False 66,677
80 1.6100 1.4944 0.1156 7.2% 0.0145 0.9% 92% False False 50,044
100 1.6100 1.4485 0.1615 10.1% 0.0144 0.9% 95% False False 40,052
120 1.6100 1.4313 0.1787 11.2% 0.0124 0.8% 95% False False 33,378
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 0.0033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6754
2.618 1.6480
1.618 1.6312
1.000 1.6208
0.618 1.6144
HIGH 1.6040
0.618 1.5976
0.500 1.5956
0.382 1.5936
LOW 1.5872
0.618 1.5768
1.000 1.5704
1.618 1.5600
2.618 1.5432
4.250 1.5158
Fisher Pivots for day following 29-Oct-2010
Pivot 1 day 3 day
R1 1.5994 1.5969
PP 1.5975 1.5926
S1 1.5956 1.5882

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

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