CME British Pound Future March 2011


Trading Metrics calculated at close of trading on 16-Dec-2010
Day Change Summary
Previous Current
15-Dec-2010 16-Dec-2010 Change Change % Previous Week
Open 1.5757 1.5540 -0.0217 -1.4% 1.5762
High 1.5764 1.5628 -0.0136 -0.9% 1.5853
Low 1.5520 1.5529 0.0009 0.1% 1.5642
Close 1.5529 1.5596 0.0067 0.4% 1.5790
Range 0.0244 0.0099 -0.0145 -59.4% 0.0211
ATR 0.0152 0.0149 -0.0004 -2.5% 0.0000
Volume 117,148 78,765 -38,383 -32.8% 192,079
Daily Pivots for day following 16-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.5881 1.5838 1.5650
R3 1.5782 1.5739 1.5623
R2 1.5683 1.5683 1.5614
R1 1.5640 1.5640 1.5605 1.5662
PP 1.5584 1.5584 1.5584 1.5595
S1 1.5541 1.5541 1.5587 1.5563
S2 1.5485 1.5485 1.5578
S3 1.5386 1.5442 1.5569
S4 1.5287 1.5343 1.5542
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% 0.0162 1.0% 20% False False 95,069
10 1.5900 1.5520 0.0380 2.4% 0.0155 1.0% 20% False False 59,434
20 1.6081 1.5477 0.0604 3.9% 0.0149 1.0% 20% False False 30,021
40 1.6264 1.5477 0.0787 5.0% 0.0143 0.9% 15% False False 15,086
60 1.6264 1.5477 0.0787 5.0% 0.0137 0.9% 15% False False 10,072
80 1.6264 1.5283 0.0981 6.3% 0.0119 0.8% 32% False False 7,559
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0033
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.6049
2.618 1.5887
1.618 1.5788
1.000 1.5727
0.618 1.5689
HIGH 1.5628
0.618 1.5590
0.500 1.5579
0.382 1.5567
LOW 1.5529
0.618 1.5468
1.000 1.5430
1.618 1.5369
2.618 1.5270
4.250 1.5108
Fisher Pivots for day following 16-Dec-2010
Pivot 1 day 3 day
R1 1.5590 1.5710
PP 1.5584 1.5672
S1 1.5579 1.5634

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

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