CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 11-Mar-2011
Day Change Summary
Previous Current
10-Mar-2011 11-Mar-2011 Change Change % Previous Week
Open 1.5989 1.5996 0.0007 0.0% 1.6117
High 1.5989 1.5996 0.0007 0.0% 1.6117
Low 1.5989 1.5996 0.0007 0.0% 1.5989
Close 1.5970 1.5996 0.0026 0.2% 1.5996
Range
ATR 0.0060 0.0058 -0.0002 -4.1% 0.0000
Volume 5 1 -4 -80.0% 15
Daily Pivots for day following 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.5996 1.5996 1.5996
R3 1.5996 1.5996 1.5996
R2 1.5996 1.5996 1.5996
R1 1.5996 1.5996 1.5996 1.5996
PP 1.5996 1.5996 1.5996 1.5996
S1 1.5996 1.5996 1.5996 1.5996
S2 1.5996 1.5996 1.5996
S3 1.5996 1.5996 1.5996
S4 1.5996 1.5996 1.5996
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.6418 1.6335 1.6066
R3 1.6290 1.6207 1.6031
R2 1.6162 1.6162 1.6019
R1 1.6079 1.6079 1.6008 1.6057
PP 1.6034 1.6034 1.6034 1.6023
S1 1.5951 1.5951 1.5984 1.5929
S2 1.5906 1.5906 1.5973
S3 1.5778 1.5823 1.5961
S4 1.5650 1.5695 1.5926
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6117 1.5989 0.0128 0.8% 0.0004 0.0% 5% False False 3
10 1.6246 1.5989 0.0257 1.6% 0.0002 0.0% 3% False False 3
20 1.6246 1.5939 0.0307 1.9% 0.0001 0.0% 19% 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 1.5996
2.618 1.5996
1.618 1.5996
1.000 1.5996
0.618 1.5996
HIGH 1.5996
0.618 1.5996
0.500 1.5996
0.382 1.5996
LOW 1.5996
0.618 1.5996
1.000 1.5996
1.618 1.5996
2.618 1.5996
4.250 1.5996
Fisher Pivots for day following 11-Mar-2011
Pivot 1 day 3 day
R1 1.5996 1.6042
PP 1.5996 1.6026
S1 1.5996 1.6011

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

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