CME British Pound Future December 2010


Trading Metrics calculated at close of trading on 02-Dec-2010
Day Change Summary
Previous Current
01-Dec-2010 02-Dec-2010 Change Change % Previous Week
Open 1.5553 1.5608 0.0055 0.4% 1.5995
High 1.5647 1.5667 0.0020 0.1% 1.6082
Low 1.5546 1.5511 -0.0035 -0.2% 1.5588
Close 1.5616 1.5578 -0.0038 -0.2% 1.5607
Range 0.0101 0.0156 0.0055 54.5% 0.0494
ATR 0.0152 0.0153 0.0000 0.2% 0.0000
Volume 137,337 138,811 1,474 1.1% 413,459
Daily Pivots for day following 02-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.6053 1.5972 1.5664
R3 1.5897 1.5816 1.5621
R2 1.5741 1.5741 1.5607
R1 1.5660 1.5660 1.5592 1.5623
PP 1.5585 1.5585 1.5585 1.5567
S1 1.5504 1.5504 1.5564 1.5467
S2 1.5429 1.5429 1.5549
S3 1.5273 1.5348 1.5535
S4 1.5117 1.5192 1.5492
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 1.5792 1.5483 0.0309 2.0% 0.0138 0.9% 31% False False 115,726
10 1.6094 1.5483 0.0611 3.9% 0.0151 1.0% 16% False False 108,531
20 1.6295 1.5483 0.0812 5.2% 0.0157 1.0% 12% False False 111,480
40 1.6295 1.5483 0.0812 5.2% 0.0159 1.0% 12% False False 110,012
60 1.6295 1.5332 0.0963 6.2% 0.0156 1.0% 26% False False 107,595
80 1.6295 1.5284 0.1011 6.5% 0.0150 1.0% 29% False False 81,600
100 1.6295 1.5126 0.1169 7.5% 0.0147 0.9% 39% False False 65,310
120 1.6295 1.4655 0.1640 10.5% 0.0145 0.9% 56% False False 54,440
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0039
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6330
2.618 1.6075
1.618 1.5919
1.000 1.5823
0.618 1.5763
HIGH 1.5667
0.618 1.5607
0.500 1.5589
0.382 1.5571
LOW 1.5511
0.618 1.5415
1.000 1.5355
1.618 1.5259
2.618 1.5103
4.250 1.4848
Fisher Pivots for day following 02-Dec-2010
Pivot 1 day 3 day
R1 1.5589 1.5577
PP 1.5585 1.5576
S1 1.5582 1.5575

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

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