CME British Pound Future December 2010


Trading Metrics calculated at close of trading on 27-May-2010
Day Change Summary
Previous Current
26-May-2010 27-May-2010 Change Change % Previous Week
Open 1.4426 1.4596 0.0170 1.2% 1.4377
High 1.4426 1.4596 0.0170 1.2% 1.4473
Low 1.4426 1.4596 0.0170 1.2% 1.4313
Close 1.4426 1.4596 0.0170 1.2% 1.4477
Range
ATR 0.0105 0.0110 0.0005 4.4% 0.0000
Volume 13 13 0 0.0% 19
Daily Pivots for day following 27-May-2010
Classic Woodie Camarilla DeMark
R4 1.4596 1.4596 1.4596
R3 1.4596 1.4596 1.4596
R2 1.4596 1.4596 1.4596
R1 1.4596 1.4596 1.4596 1.4596
PP 1.4596 1.4596 1.4596 1.4596
S1 1.4596 1.4596 1.4596 1.4596
S2 1.4596 1.4596 1.4596
S3 1.4596 1.4596 1.4596
S4 1.4596 1.4596 1.4596
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 1.4901 1.4849 1.4565
R3 1.4741 1.4689 1.4521
R2 1.4581 1.4581 1.4506
R1 1.4529 1.4529 1.4492 1.4555
PP 1.4421 1.4421 1.4421 1.4434
S1 1.4369 1.4369 1.4462 1.4395
S2 1.4261 1.4261 1.4448
S3 1.4101 1.4209 1.4433
S4 1.3941 1.4049 1.4389
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4596 1.4313 0.0283 1.9% 0.0032 0.2% 100% True False 10
10 1.4601 1.4313 0.0288 2.0% 0.0026 0.2% 98% False False 7
20 1.5262 1.4313 0.0949 6.5% 0.0057 0.4% 30% False False 6
40 1.5488 1.4313 0.1175 8.1% 0.0028 0.2% 24% False False 4
60 1.5488 1.4313 0.1175 8.1% 0.0019 0.1% 24% False False 3
Crabel Price Patterns
NR False
NR4 False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.4596
2.618 1.4596
1.618 1.4596
1.000 1.4596
0.618 1.4596
HIGH 1.4596
0.618 1.4596
0.500 1.4596
0.382 1.4596
LOW 1.4596
0.618 1.4596
1.000 1.4596
1.618 1.4596
2.618 1.4596
4.250 1.4596
Fisher Pivots for day following 27-May-2010
Pivot 1 day 3 day
R1 1.4596 1.4560
PP 1.4596 1.4524
S1 1.4596 1.4488

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

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