CME British Pound Future March 2011


Trading Metrics calculated at close of trading on 02-Sep-2010
Day Change Summary
Previous Current
01-Sep-2010 02-Sep-2010 Change Change % Previous Week
Open 1.5307 1.5362 0.0055 0.4% 1.5492
High 1.5423 1.5362 -0.0061 -0.4% 1.5507
Low 1.5307 1.5362 0.0055 0.4% 1.5392
Close 1.5426 1.5368 -0.0058 -0.4% 1.5496
Range 0.0116 0.0000 -0.0116 -100.0% 0.0115
ATR 0.0000 0.0052 0.0052 0.0000
Volume 2 5 3 150.0% 9
Daily Pivots for day following 02-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.5364 1.5366 1.5368
R3 1.5364 1.5366 1.5368
R2 1.5364 1.5364 1.5368
R1 1.5366 1.5366 1.5368 1.5365
PP 1.5364 1.5364 1.5364 1.5364
S1 1.5366 1.5366 1.5368 1.5365
S2 1.5364 1.5364 1.5368
S3 1.5364 1.5366 1.5368
S4 1.5364 1.5366 1.5368
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.5810 1.5768 1.5559
R3 1.5695 1.5653 1.5528
R2 1.5580 1.5580 1.5517
R1 1.5538 1.5538 1.5507 1.5559
PP 1.5465 1.5465 1.5465 1.5476
S1 1.5423 1.5423 1.5485 1.5444
S2 1.5350 1.5350 1.5475
S3 1.5235 1.5308 1.5464
S4 1.5120 1.5193 1.5433
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5505 1.5307 0.0198 1.3% 0.0024 0.2% 31% False False 3
10 1.5507 1.5307 0.0200 1.3% 0.0016 0.1% 31% False False 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5362
2.618 1.5362
1.618 1.5362
1.000 1.5362
0.618 1.5362
HIGH 1.5362
0.618 1.5362
0.500 1.5362
0.382 1.5362
LOW 1.5362
0.618 1.5362
1.000 1.5362
1.618 1.5362
2.618 1.5362
4.250 1.5362
Fisher Pivots for day following 02-Sep-2010
Pivot 1 day 3 day
R1 1.5366 1.5367
PP 1.5364 1.5366
S1 1.5362 1.5365

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

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