CME British Pound Future December 2010


Trading Metrics calculated at close of trading on 07-Dec-2010
Day Change Summary
Previous Current
06-Dec-2010 07-Dec-2010 Change Change % Previous Week
Open 1.5774 1.5715 -0.0059 -0.4% 1.5604
High 1.5775 1.5823 0.0048 0.3% 1.5789
Low 1.5653 1.5702 0.0049 0.3% 1.5483
Close 1.5717 1.5767 0.0050 0.3% 1.5742
Range 0.0122 0.0121 -0.0001 -0.8% 0.0306
ATR 0.0154 0.0152 -0.0002 -1.5% 0.0000
Volume 83,752 99,212 15,460 18.5% 604,955
Daily Pivots for day following 07-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.6127 1.6068 1.5834
R3 1.6006 1.5947 1.5800
R2 1.5885 1.5885 1.5789
R1 1.5826 1.5826 1.5778 1.5856
PP 1.5764 1.5764 1.5764 1.5779
S1 1.5705 1.5705 1.5756 1.5735
S2 1.5643 1.5643 1.5745
S3 1.5522 1.5584 1.5734
S4 1.5401 1.5463 1.5700
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 1.5823 1.5511 0.0312 2.0% 0.0142 0.9% 82% True False 116,686
10 1.5960 1.5483 0.0477 3.0% 0.0145 0.9% 60% False False 110,951
20 1.6182 1.5483 0.0699 4.4% 0.0157 1.0% 41% False False 108,970
40 1.6295 1.5483 0.0812 5.1% 0.0159 1.0% 35% False False 110,475
60 1.6295 1.5336 0.0959 6.1% 0.0158 1.0% 45% False False 108,079
80 1.6295 1.5284 0.1011 6.4% 0.0151 1.0% 48% False False 85,412
100 1.6295 1.5126 0.1169 7.4% 0.0147 0.9% 55% False False 68,379
120 1.6295 1.4703 0.1592 10.1% 0.0146 0.9% 67% False False 57,000
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6337
2.618 1.6140
1.618 1.6019
1.000 1.5944
0.618 1.5898
HIGH 1.5823
0.618 1.5777
0.500 1.5763
0.382 1.5748
LOW 1.5702
0.618 1.5627
1.000 1.5581
1.618 1.5506
2.618 1.5385
4.250 1.5188
Fisher Pivots for day following 07-Dec-2010
Pivot 1 day 3 day
R1 1.5766 1.5745
PP 1.5764 1.5723
S1 1.5763 1.5701

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

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