CME British Pound Future December 2010


Trading Metrics calculated at close of trading on 03-Aug-2010
Day Change Summary
Previous Current
02-Aug-2010 03-Aug-2010 Change Change % Previous Week
Open 1.5690 1.5874 0.0184 1.2% 1.5415
High 1.5890 1.5949 0.0059 0.4% 1.5712
Low 1.5690 1.5854 0.0164 1.0% 1.5415
Close 1.5882 1.5933 0.0051 0.3% 1.5686
Range 0.0200 0.0095 -0.0105 -52.5% 0.0297
ATR 0.0139 0.0136 -0.0003 -2.3% 0.0000
Volume 90 297 207 230.0% 745
Daily Pivots for day following 03-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.6197 1.6160 1.5985
R3 1.6102 1.6065 1.5959
R2 1.6007 1.6007 1.5950
R1 1.5970 1.5970 1.5942 1.5989
PP 1.5912 1.5912 1.5912 1.5921
S1 1.5875 1.5875 1.5924 1.5894
S2 1.5817 1.5817 1.5916
S3 1.5722 1.5780 1.5907
S4 1.5627 1.5685 1.5881
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.6495 1.6388 1.5849
R3 1.6198 1.6091 1.5768
R2 1.5901 1.5901 1.5740
R1 1.5794 1.5794 1.5713 1.5848
PP 1.5604 1.5604 1.5604 1.5631
S1 1.5497 1.5497 1.5659 1.5551
S2 1.5307 1.5307 1.5632
S3 1.5010 1.5200 1.5604
S4 1.4713 1.4903 1.5523
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5949 1.5548 0.0401 2.5% 0.0117 0.7% 96% True False 143
10 1.5949 1.5126 0.0823 5.2% 0.0131 0.8% 98% True False 152
20 1.5949 1.4944 0.1005 6.3% 0.0137 0.9% 98% True False 139
40 1.5949 1.4386 0.1563 9.8% 0.0129 0.8% 99% True False 103
60 1.5949 1.4313 0.1636 10.3% 0.0097 0.6% 99% True False 71
80 1.5949 1.4313 0.1636 10.3% 0.0080 0.5% 99% True False 54
100 1.5949 1.4313 0.1636 10.3% 0.0065 0.4% 99% True False 44
120 1.5949 1.4313 0.1636 10.3% 0.0054 0.3% 99% True False 37
Crabel Price Patterns
NR True
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 0.0017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6353
2.618 1.6198
1.618 1.6103
1.000 1.6044
0.618 1.6008
HIGH 1.5949
0.618 1.5913
0.500 1.5902
0.382 1.5890
LOW 1.5854
0.618 1.5795
1.000 1.5759
1.618 1.5700
2.618 1.5605
4.250 1.5450
Fisher Pivots for day following 03-Aug-2010
Pivot 1 day 3 day
R1 1.5923 1.5877
PP 1.5912 1.5820
S1 1.5902 1.5764

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

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