CME British Pound Future March 2011


Trading Metrics calculated at close of trading on 15-Dec-2010
Day Change Summary
Previous Current
14-Dec-2010 15-Dec-2010 Change Change % Previous Week
Open 1.5846 1.5757 -0.0089 -0.6% 1.5762
High 1.5900 1.5764 -0.0136 -0.9% 1.5853
Low 1.5727 1.5520 -0.0207 -1.3% 1.5642
Close 1.5767 1.5529 -0.0238 -1.5% 1.5790
Range 0.0173 0.0244 0.0071 41.0% 0.0211
ATR 0.0145 0.0152 0.0007 5.0% 0.0000
Volume 103,665 117,148 13,483 13.0% 192,079
Daily Pivots for day following 15-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.6336 1.6177 1.5663
R3 1.6092 1.5933 1.5596
R2 1.5848 1.5848 1.5574
R1 1.5689 1.5689 1.5551 1.5647
PP 1.5604 1.5604 1.5604 1.5583
S1 1.5445 1.5445 1.5507 1.5403
S2 1.5360 1.5360 1.5484
S3 1.5116 1.5201 1.5462
S4 1.4872 1.4957 1.5395
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.6395 1.6303 1.5906
R3 1.6184 1.6092 1.5848
R2 1.5973 1.5973 1.5829
R1 1.5881 1.5881 1.5809 1.5927
PP 1.5762 1.5762 1.5762 1.5785
S1 1.5670 1.5670 1.5771 1.5716
S2 1.5551 1.5551 1.5751
S3 1.5340 1.5459 1.5732
S4 1.5129 1.5248 1.5674
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5900 1.5520 0.0380 2.4% 0.0169 1.1% 2% False True 90,457
10 1.5900 1.5500 0.0400 2.6% 0.0161 1.0% 7% False False 51,698
20 1.6081 1.5477 0.0604 3.9% 0.0147 0.9% 9% False False 26,100
40 1.6264 1.5477 0.0787 5.1% 0.0145 0.9% 7% False False 13,118
60 1.6264 1.5477 0.0787 5.1% 0.0137 0.9% 7% False False 8,760
80 1.6264 1.5283 0.0981 6.3% 0.0118 0.8% 25% False False 6,575
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 0.0037
Widest range in 86 trading days
Fibonacci Retracements and Extensions
4.250 1.6801
2.618 1.6403
1.618 1.6159
1.000 1.6008
0.618 1.5915
HIGH 1.5764
0.618 1.5671
0.500 1.5642
0.382 1.5613
LOW 1.5520
0.618 1.5369
1.000 1.5276
1.618 1.5125
2.618 1.4881
4.250 1.4483
Fisher Pivots for day following 15-Dec-2010
Pivot 1 day 3 day
R1 1.5642 1.5710
PP 1.5604 1.5650
S1 1.5567 1.5589

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

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