CME British Pound Future March 2011


Trading Metrics calculated at close of trading on 13-Sep-2010
Day Change Summary
Previous Current
10-Sep-2010 13-Sep-2010 Change Change % Previous Week
Open 1.5388 1.5402 0.0014 0.1% 1.5347
High 1.5430 1.5440 0.0010 0.1% 1.5509
Low 1.5340 1.5402 0.0062 0.4% 1.5283
Close 1.5333 1.5386 0.0053 0.3% 1.5333
Range 0.0090 0.0038 -0.0052 -57.8% 0.0226
ATR 0.0070 0.0073 0.0003 3.7% 0.0000
Volume 4 14 10 250.0% 17
Daily Pivots for day following 13-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.5523 1.5493 1.5407
R3 1.5485 1.5455 1.5396
R2 1.5447 1.5447 1.5393
R1 1.5417 1.5417 1.5389 1.5413
PP 1.5409 1.5409 1.5409 1.5408
S1 1.5379 1.5379 1.5383 1.5375
S2 1.5371 1.5371 1.5379
S3 1.5333 1.5341 1.5376
S4 1.5295 1.5303 1.5365
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% 0.0054 0.4% 46% False False 6
10 1.5509 1.5283 0.0226 1.5% 0.0041 0.3% 46% False False 5
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 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5602
2.618 1.5539
1.618 1.5501
1.000 1.5478
0.618 1.5463
HIGH 1.5440
0.618 1.5425
0.500 1.5421
0.382 1.5417
LOW 1.5402
0.618 1.5379
1.000 1.5364
1.618 1.5341
2.618 1.5303
4.250 1.5241
Fisher Pivots for day following 13-Sep-2010
Pivot 1 day 3 day
R1 1.5421 1.5403
PP 1.5409 1.5397
S1 1.5398 1.5392

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

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