CME British Pound Future December 2010


Trading Metrics calculated at close of trading on 20-Oct-2010
Day Change Summary
Previous Current
19-Oct-2010 20-Oct-2010 Change Change % Previous Week
Open 1.5885 1.5697 -0.0188 -1.2% 1.5952
High 1.5938 1.5873 -0.0065 -0.4% 1.6100
Low 1.5672 1.5641 -0.0031 -0.2% 1.5747
Close 1.5690 1.5848 0.0158 1.0% 1.5977
Range 0.0266 0.0232 -0.0034 -12.8% 0.0353
ATR 0.0158 0.0164 0.0005 3.3% 0.0000
Volume 138,008 108,288 -29,720 -21.5% 524,750
Daily Pivots for day following 20-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.6483 1.6398 1.5976
R3 1.6251 1.6166 1.5912
R2 1.6019 1.6019 1.5891
R1 1.5934 1.5934 1.5869 1.5977
PP 1.5787 1.5787 1.5787 1.5809
S1 1.5702 1.5702 1.5827 1.5745
S2 1.5555 1.5555 1.5805
S3 1.5323 1.5470 1.5784
S4 1.5091 1.5238 1.5720
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.7000 1.6842 1.6171
R3 1.6647 1.6489 1.6074
R2 1.6294 1.6294 1.6042
R1 1.6136 1.6136 1.6009 1.6215
PP 1.5941 1.5941 1.5941 1.5981
S1 1.5783 1.5783 1.5945 1.5862
S2 1.5588 1.5588 1.5912
S3 1.5235 1.5430 1.5880
S4 1.4882 1.5077 1.5783
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6100 1.5641 0.0459 2.9% 0.0196 1.2% 45% False True 111,005
10 1.6100 1.5641 0.0459 2.9% 0.0171 1.1% 45% False True 109,047
20 1.6100 1.5604 0.0496 3.1% 0.0163 1.0% 49% False False 108,193
40 1.6100 1.5284 0.0816 5.1% 0.0152 1.0% 69% False False 80,316
60 1.6100 1.5284 0.0816 5.1% 0.0144 0.9% 69% False False 53,656
80 1.6100 1.4877 0.1223 7.7% 0.0144 0.9% 79% False False 40,277
100 1.6100 1.4386 0.1714 10.8% 0.0134 0.8% 85% False False 32,230
120 1.6100 1.4313 0.1787 11.3% 0.0121 0.8% 86% False False 26,860
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 0.0034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6859
2.618 1.6480
1.618 1.6248
1.000 1.6105
0.618 1.6016
HIGH 1.5873
0.618 1.5784
0.500 1.5757
0.382 1.5730
LOW 1.5641
0.618 1.5498
1.000 1.5409
1.618 1.5266
2.618 1.5034
4.250 1.4655
Fisher Pivots for day following 20-Oct-2010
Pivot 1 day 3 day
R1 1.5818 1.5839
PP 1.5787 1.5829
S1 1.5757 1.5820

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.