CME British Pound Future December 2010


Trading Metrics calculated at close of trading on 01-Dec-2010
Day Change Summary
Previous Current
30-Nov-2010 01-Dec-2010 Change Change % Previous Week
Open 1.5559 1.5553 -0.0006 0.0% 1.5995
High 1.5595 1.5647 0.0052 0.3% 1.6082
Low 1.5483 1.5546 0.0063 0.4% 1.5588
Close 1.5569 1.5616 0.0047 0.3% 1.5607
Range 0.0112 0.0101 -0.0011 -9.8% 0.0494
ATR 0.0156 0.0152 -0.0004 -2.5% 0.0000
Volume 117,805 137,337 19,532 16.6% 413,459
Daily Pivots for day following 01-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.5906 1.5862 1.5672
R3 1.5805 1.5761 1.5644
R2 1.5704 1.5704 1.5635
R1 1.5660 1.5660 1.5625 1.5682
PP 1.5603 1.5603 1.5603 1.5614
S1 1.5559 1.5559 1.5607 1.5581
S2 1.5502 1.5502 1.5597
S3 1.5401 1.5458 1.5588
S4 1.5300 1.5357 1.5560
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.7241 1.6918 1.5879
R3 1.6747 1.6424 1.5743
R2 1.6253 1.6253 1.5698
R1 1.5930 1.5930 1.5652 1.5845
PP 1.5759 1.5759 1.5759 1.5716
S1 1.5436 1.5436 1.5562 1.5351
S2 1.5265 1.5265 1.5516
S3 1.4771 1.4942 1.5471
S4 1.4277 1.4448 1.5335
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5836 1.5483 0.0353 2.3% 0.0127 0.8% 38% False False 107,502
10 1.6094 1.5483 0.0611 3.9% 0.0145 0.9% 22% False False 102,462
20 1.6295 1.5483 0.0812 5.2% 0.0158 1.0% 16% False False 111,503
40 1.6295 1.5483 0.0812 5.2% 0.0158 1.0% 16% False False 108,805
60 1.6295 1.5332 0.0963 6.2% 0.0157 1.0% 29% False False 106,075
80 1.6295 1.5284 0.1011 6.5% 0.0151 1.0% 33% False False 79,868
100 1.6295 1.5126 0.1169 7.5% 0.0147 0.9% 42% False False 63,923
120 1.6295 1.4655 0.1640 10.5% 0.0145 0.9% 59% False False 53,284
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0036
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6076
2.618 1.5911
1.618 1.5810
1.000 1.5748
0.618 1.5709
HIGH 1.5647
0.618 1.5608
0.500 1.5597
0.382 1.5585
LOW 1.5546
0.618 1.5484
1.000 1.5445
1.618 1.5383
2.618 1.5282
4.250 1.5117
Fisher Pivots for day following 01-Dec-2010
Pivot 1 day 3 day
R1 1.5610 1.5599
PP 1.5603 1.5582
S1 1.5597 1.5565

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

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