CME British Pound Future March 2011


Trading Metrics calculated at close of trading on 10-Sep-2010
Day Change Summary
Previous Current
09-Sep-2010 10-Sep-2010 Change Change % Previous Week
Open 1.5385 1.5388 0.0003 0.0% 1.5347
High 1.5465 1.5430 -0.0035 -0.2% 1.5509
Low 1.5385 1.5340 -0.0045 -0.3% 1.5283
Close 1.5411 1.5333 -0.0078 -0.5% 1.5333
Range 0.0080 0.0090 0.0010 12.5% 0.0226
ATR 0.0069 0.0070 0.0002 2.2% 0.0000
Volume 2 4 2 100.0% 17
Daily Pivots for day following 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.5638 1.5575 1.5383
R3 1.5548 1.5485 1.5358
R2 1.5458 1.5458 1.5350
R1 1.5395 1.5395 1.5341 1.5382
PP 1.5368 1.5368 1.5368 1.5361
S1 1.5305 1.5305 1.5325 1.5292
S2 1.5278 1.5278 1.5317
S3 1.5188 1.5215 1.5308
S4 1.5098 1.5125 1.5284
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.6053 1.5919 1.5457
R3 1.5827 1.5693 1.5395
R2 1.5601 1.5601 1.5374
R1 1.5467 1.5467 1.5354 1.5421
PP 1.5375 1.5375 1.5375 1.5352
S1 1.5241 1.5241 1.5312 1.5195
S2 1.5149 1.5149 1.5292
S3 1.4923 1.5015 1.5271
S4 1.4697 1.4789 1.5209
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5509 1.5283 0.0226 1.5% 0.0051 0.3% 22% False False 3
10 1.5509 1.5283 0.0226 1.5% 0.0037 0.2% 22% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.5813
2.618 1.5666
1.618 1.5576
1.000 1.5520
0.618 1.5486
HIGH 1.5430
0.618 1.5396
0.500 1.5385
0.382 1.5374
LOW 1.5340
0.618 1.5284
1.000 1.5250
1.618 1.5194
2.618 1.5104
4.250 1.4958
Fisher Pivots for day following 10-Sep-2010
Pivot 1 day 3 day
R1 1.5385 1.5425
PP 1.5368 1.5394
S1 1.5350 1.5364

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

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