CME British Pound Future December 2010


Trading Metrics calculated at close of trading on 19-Nov-2010
Day Change Summary
Previous Current
18-Nov-2010 19-Nov-2010 Change Change % Previous Week
Open 1.5904 1.6044 0.0140 0.9% 1.6120
High 1.6054 1.6094 0.0040 0.2% 1.6151
Low 1.5886 1.5934 0.0048 0.3% 1.5835
Close 1.6041 1.5971 -0.0070 -0.4% 1.5971
Range 0.0168 0.0160 -0.0008 -4.8% 0.0316
ATR 0.0159 0.0160 0.0000 0.0% 0.0000
Volume 104,163 87,062 -17,101 -16.4% 496,201
Daily Pivots for day following 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.6480 1.6385 1.6059
R3 1.6320 1.6225 1.6015
R2 1.6160 1.6160 1.6000
R1 1.6065 1.6065 1.5986 1.6033
PP 1.6000 1.6000 1.6000 1.5983
S1 1.5905 1.5905 1.5956 1.5873
S2 1.5840 1.5840 1.5942
S3 1.5680 1.5745 1.5927
S4 1.5520 1.5585 1.5883
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.6934 1.6768 1.6145
R3 1.6618 1.6452 1.6058
R2 1.6302 1.6302 1.6029
R1 1.6136 1.6136 1.6000 1.6061
PP 1.5986 1.5986 1.5986 1.5948
S1 1.5820 1.5820 1.5942 1.5745
S2 1.5670 1.5670 1.5913
S3 1.5354 1.5504 1.5884
S4 1.5038 1.5188 1.5797
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6151 1.5835 0.0316 2.0% 0.0157 1.0% 43% False False 99,240
10 1.6209 1.5835 0.0374 2.3% 0.0161 1.0% 36% False False 106,379
20 1.6295 1.5659 0.0636 4.0% 0.0159 1.0% 49% False False 111,417
40 1.6295 1.5641 0.0654 4.1% 0.0160 1.0% 50% False False 109,603
60 1.6295 1.5284 0.1011 6.3% 0.0155 1.0% 68% False False 93,790
80 1.6295 1.5284 0.1011 6.3% 0.0149 0.9% 68% False False 70,439
100 1.6295 1.4944 0.1351 8.5% 0.0145 0.9% 76% False False 56,380
120 1.6295 1.4386 0.1909 12.0% 0.0141 0.9% 83% False False 46,991
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 0.0035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6774
2.618 1.6513
1.618 1.6353
1.000 1.6254
0.618 1.6193
HIGH 1.6094
0.618 1.6033
0.500 1.6014
0.382 1.5995
LOW 1.5934
0.618 1.5835
1.000 1.5774
1.618 1.5675
2.618 1.5515
4.250 1.5254
Fisher Pivots for day following 19-Nov-2010
Pivot 1 day 3 day
R1 1.6014 1.5973
PP 1.6000 1.5972
S1 1.5985 1.5972

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

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