CME British Pound Future December 2010


Trading Metrics calculated at close of trading on 03-Dec-2010
Day Change Summary
Previous Current
02-Dec-2010 03-Dec-2010 Change Change % Previous Week
Open 1.5608 1.5595 -0.0013 -0.1% 1.5604
High 1.5667 1.5789 0.0122 0.8% 1.5789
Low 1.5511 1.5578 0.0067 0.4% 1.5483
Close 1.5578 1.5742 0.0164 1.1% 1.5742
Range 0.0156 0.0211 0.0055 35.3% 0.0306
ATR 0.0153 0.0157 0.0004 2.7% 0.0000
Volume 138,811 124,321 -14,490 -10.4% 604,955
Daily Pivots for day following 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.6336 1.6250 1.5858
R3 1.6125 1.6039 1.5800
R2 1.5914 1.5914 1.5781
R1 1.5828 1.5828 1.5761 1.5871
PP 1.5703 1.5703 1.5703 1.5725
S1 1.5617 1.5617 1.5723 1.5660
S2 1.5492 1.5492 1.5703
S3 1.5281 1.5406 1.5684
S4 1.5070 1.5195 1.5626
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.6589 1.6472 1.5910
R3 1.6283 1.6166 1.5826
R2 1.5977 1.5977 1.5798
R1 1.5860 1.5860 1.5770 1.5919
PP 1.5671 1.5671 1.5671 1.5701
S1 1.5554 1.5554 1.5714 1.5613
S2 1.5365 1.5365 1.5686
S3 1.5059 1.5248 1.5658
S4 1.4753 1.4942 1.5574
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5789 1.5483 0.0306 1.9% 0.0140 0.9% 85% True False 120,991
10 1.6094 1.5483 0.0611 3.9% 0.0155 1.0% 42% False False 110,547
20 1.6291 1.5483 0.0808 5.1% 0.0156 1.0% 32% False False 110,568
40 1.6295 1.5483 0.0812 5.2% 0.0159 1.0% 32% False False 109,886
60 1.6295 1.5332 0.0963 6.1% 0.0158 1.0% 43% False False 108,610
80 1.6295 1.5284 0.1011 6.4% 0.0151 1.0% 45% False False 83,132
100 1.6295 1.5126 0.1169 7.4% 0.0147 0.9% 53% False False 66,552
120 1.6295 1.4655 0.1640 10.4% 0.0146 0.9% 66% False False 55,476
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0039
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.6686
2.618 1.6341
1.618 1.6130
1.000 1.6000
0.618 1.5919
HIGH 1.5789
0.618 1.5708
0.500 1.5684
0.382 1.5659
LOW 1.5578
0.618 1.5448
1.000 1.5367
1.618 1.5237
2.618 1.5026
4.250 1.4681
Fisher Pivots for day following 03-Dec-2010
Pivot 1 day 3 day
R1 1.5723 1.5711
PP 1.5703 1.5681
S1 1.5684 1.5650

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

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