CME British Pound Future March 2011


Trading Metrics calculated at close of trading on 27-Sep-2010
Day Change Summary
Previous Current
24-Sep-2010 27-Sep-2010 Change Change % Previous Week
Open 1.5649 1.5810 0.0161 1.0% 1.5656
High 1.5825 1.5835 0.0010 0.1% 1.5825
Low 1.5649 1.5769 0.0120 0.8% 1.5495
Close 1.5799 1.5836 0.0037 0.2% 1.5799
Range 0.0176 0.0066 -0.0110 -62.5% 0.0330
ATR 0.0098 0.0096 -0.0002 -2.4% 0.0000
Volume 44 76 32 72.7% 166
Daily Pivots for day following 27-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.6011 1.5990 1.5872
R3 1.5945 1.5924 1.5854
R2 1.5879 1.5879 1.5848
R1 1.5858 1.5858 1.5842 1.5869
PP 1.5813 1.5813 1.5813 1.5819
S1 1.5792 1.5792 1.5830 1.5803
S2 1.5747 1.5747 1.5824
S3 1.5681 1.5726 1.5818
S4 1.5615 1.5660 1.5800
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.6696 1.6578 1.5981
R3 1.6366 1.6248 1.5890
R2 1.6036 1.6036 1.5860
R1 1.5918 1.5918 1.5829 1.5977
PP 1.5706 1.5706 1.5706 1.5736
S1 1.5588 1.5588 1.5769 1.5647
S2 1.5376 1.5376 1.5739
S3 1.5046 1.5258 1.5708
S4 1.4716 1.4928 1.5618
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5835 1.5495 0.0340 2.1% 0.0106 0.7% 100% True False 39
10 1.5835 1.5340 0.0495 3.1% 0.0120 0.8% 100% True False 51
20 1.5835 1.5283 0.0552 3.5% 0.0080 0.5% 100% True False 28
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 0.0025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6116
2.618 1.6008
1.618 1.5942
1.000 1.5901
0.618 1.5876
HIGH 1.5835
0.618 1.5810
0.500 1.5802
0.382 1.5794
LOW 1.5769
0.618 1.5728
1.000 1.5703
1.618 1.5662
2.618 1.5596
4.250 1.5489
Fisher Pivots for day following 27-Sep-2010
Pivot 1 day 3 day
R1 1.5825 1.5796
PP 1.5813 1.5756
S1 1.5802 1.5717

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

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