CME British Pound Future March 2011


Trading Metrics calculated at close of trading on 03-Sep-2010
Day Change Summary
Previous Current
02-Sep-2010 03-Sep-2010 Change Change % Previous Week
Open 1.5362 1.5401 0.0039 0.3% 1.5446
High 1.5362 1.5420 0.0058 0.4% 1.5446
Low 1.5362 1.5401 0.0039 0.3% 1.5307
Close 1.5368 1.5427 0.0059 0.4% 1.5427
Range 0.0000 0.0019 0.0019 0.0139
ATR 0.0052 0.0052 0.0000 -0.1% 0.0000
Volume 5 2 -3 -60.0% 19
Daily Pivots for day following 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.5473 1.5469 1.5437
R3 1.5454 1.5450 1.5432
R2 1.5435 1.5435 1.5430
R1 1.5431 1.5431 1.5429 1.5433
PP 1.5416 1.5416 1.5416 1.5417
S1 1.5412 1.5412 1.5425 1.5414
S2 1.5397 1.5397 1.5424
S3 1.5378 1.5393 1.5422
S4 1.5359 1.5374 1.5417
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.5810 1.5758 1.5503
R3 1.5671 1.5619 1.5465
R2 1.5532 1.5532 1.5452
R1 1.5480 1.5480 1.5440 1.5437
PP 1.5393 1.5393 1.5393 1.5372
S1 1.5341 1.5341 1.5414 1.5298
S2 1.5254 1.5254 1.5402
S3 1.5115 1.5202 1.5389
S4 1.4976 1.5063 1.5351
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5446 1.5307 0.0139 0.9% 0.0028 0.2% 86% False False 3
10 1.5507 1.5307 0.0200 1.3% 0.0018 0.1% 60% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5501
2.618 1.5470
1.618 1.5451
1.000 1.5439
0.618 1.5432
HIGH 1.5420
0.618 1.5413
0.500 1.5411
0.382 1.5408
LOW 1.5401
0.618 1.5389
1.000 1.5382
1.618 1.5370
2.618 1.5351
4.250 1.5320
Fisher Pivots for day following 03-Sep-2010
Pivot 1 day 3 day
R1 1.5422 1.5406
PP 1.5416 1.5386
S1 1.5411 1.5365

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

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