CME British Pound Future March 2011


Trading Metrics calculated at close of trading on 22-Dec-2010
Day Change Summary
Previous Current
21-Dec-2010 22-Dec-2010 Change Change % Previous Week
Open 1.5496 1.5460 -0.0036 -0.2% 1.5790
High 1.5560 1.5486 -0.0074 -0.5% 1.5900
Low 1.5426 1.5346 -0.0080 -0.5% 1.5444
Close 1.5454 1.5359 -0.0095 -0.6% 1.5502
Range 0.0134 0.0140 0.0006 4.5% 0.0456
ATR 0.0147 0.0147 -0.0001 -0.3% 0.0000
Volume 66,536 69,685 3,149 4.7% 492,395
Daily Pivots for day following 22-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.5817 1.5728 1.5436
R3 1.5677 1.5588 1.5398
R2 1.5537 1.5537 1.5385
R1 1.5448 1.5448 1.5372 1.5423
PP 1.5397 1.5397 1.5397 1.5384
S1 1.5308 1.5308 1.5346 1.5283
S2 1.5257 1.5257 1.5333
S3 1.5117 1.5168 1.5321
S4 1.4977 1.5028 1.5282
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.6983 1.6699 1.5753
R3 1.6527 1.6243 1.5627
R2 1.6071 1.6071 1.5586
R1 1.5787 1.5787 1.5544 1.5701
PP 1.5615 1.5615 1.5615 1.5573
S1 1.5331 1.5331 1.5460 1.5245
S2 1.5159 1.5159 1.5418
S3 1.4703 1.4875 1.5377
S4 1.4247 1.4419 1.5251
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5639 1.5346 0.0293 1.9% 0.0134 0.9% 4% False True 74,944
10 1.5900 1.5346 0.0554 3.6% 0.0151 1.0% 2% False True 82,701
20 1.5900 1.5346 0.0554 3.6% 0.0144 0.9% 2% False True 44,783
40 1.6264 1.5346 0.0918 6.0% 0.0145 0.9% 1% False True 22,467
60 1.6264 1.5346 0.0918 6.0% 0.0139 0.9% 1% False True 15,001
80 1.6264 1.5283 0.0981 6.4% 0.0126 0.8% 8% False False 11,258
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0036
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6081
2.618 1.5853
1.618 1.5713
1.000 1.5626
0.618 1.5573
HIGH 1.5486
0.618 1.5433
0.500 1.5416
0.382 1.5399
LOW 1.5346
0.618 1.5259
1.000 1.5206
1.618 1.5119
2.618 1.4979
4.250 1.4751
Fisher Pivots for day following 22-Dec-2010
Pivot 1 day 3 day
R1 1.5416 1.5457
PP 1.5397 1.5424
S1 1.5378 1.5392

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

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