CME British Pound Future March 2011


Trading Metrics calculated at close of trading on 23-Dec-2010
Day Change Summary
Previous Current
22-Dec-2010 23-Dec-2010 Change Change % Previous Week
Open 1.5460 1.5378 -0.0082 -0.5% 1.5790
High 1.5486 1.5438 -0.0048 -0.3% 1.5900
Low 1.5346 1.5363 0.0017 0.1% 1.5444
Close 1.5359 1.5404 0.0045 0.3% 1.5502
Range 0.0140 0.0075 -0.0065 -46.4% 0.0456
ATR 0.0147 0.0142 -0.0005 -3.3% 0.0000
Volume 69,685 57,041 -12,644 -18.1% 492,395
Daily Pivots for day following 23-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.5627 1.5590 1.5445
R3 1.5552 1.5515 1.5425
R2 1.5477 1.5477 1.5418
R1 1.5440 1.5440 1.5411 1.5459
PP 1.5402 1.5402 1.5402 1.5411
S1 1.5365 1.5365 1.5397 1.5384
S2 1.5327 1.5327 1.5390
S3 1.5252 1.5290 1.5383
S4 1.5177 1.5215 1.5363
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% 0.0129 0.8% 20% False False 70,600
10 1.5900 1.5346 0.0554 3.6% 0.0146 0.9% 10% False False 82,834
20 1.5900 1.5346 0.0554 3.6% 0.0143 0.9% 10% False False 47,626
40 1.6264 1.5346 0.0918 6.0% 0.0143 0.9% 6% False False 23,890
60 1.6264 1.5346 0.0918 6.0% 0.0139 0.9% 6% False False 15,950
80 1.6264 1.5283 0.0981 6.4% 0.0127 0.8% 12% False False 11,971
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0034
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 1.5757
2.618 1.5634
1.618 1.5559
1.000 1.5513
0.618 1.5484
HIGH 1.5438
0.618 1.5409
0.500 1.5401
0.382 1.5392
LOW 1.5363
0.618 1.5317
1.000 1.5288
1.618 1.5242
2.618 1.5167
4.250 1.5044
Fisher Pivots for day following 23-Dec-2010
Pivot 1 day 3 day
R1 1.5403 1.5453
PP 1.5402 1.5437
S1 1.5401 1.5420

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

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