CME British Pound Future March 2011


Trading Metrics calculated at close of trading on 04-Oct-2010
Day Change Summary
Previous Current
01-Oct-2010 04-Oct-2010 Change Change % Previous Week
Open 1.5750 1.5790 0.0040 0.3% 1.5810
High 1.5830 1.5826 -0.0004 0.0% 1.5898
Low 1.5750 1.5777 0.0027 0.2% 1.5684
Close 1.5816 1.5815 -0.0001 0.0% 1.5816
Range 0.0080 0.0049 -0.0031 -38.8% 0.0214
ATR 0.0107 0.0103 -0.0004 -3.9% 0.0000
Volume 31 11 -20 -64.5% 275
Daily Pivots for day following 04-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.5953 1.5933 1.5842
R3 1.5904 1.5884 1.5828
R2 1.5855 1.5855 1.5824
R1 1.5835 1.5835 1.5819 1.5845
PP 1.5806 1.5806 1.5806 1.5811
S1 1.5786 1.5786 1.5811 1.5796
S2 1.5757 1.5757 1.5806
S3 1.5708 1.5737 1.5802
S4 1.5659 1.5688 1.5788
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.6441 1.6343 1.5934
R3 1.6227 1.6129 1.5875
R2 1.6013 1.6013 1.5855
R1 1.5915 1.5915 1.5836 1.5964
PP 1.5799 1.5799 1.5799 1.5824
S1 1.5701 1.5701 1.5796 1.5750
S2 1.5585 1.5585 1.5777
S3 1.5371 1.5487 1.5757
S4 1.5157 1.5273 1.5698
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5898 1.5684 0.0214 1.4% 0.0106 0.7% 61% False False 42
10 1.5898 1.5495 0.0403 2.5% 0.0106 0.7% 79% False False 40
20 1.5898 1.5283 0.0615 3.9% 0.0100 0.6% 87% False False 37
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0030
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6034
2.618 1.5954
1.618 1.5905
1.000 1.5875
0.618 1.5856
HIGH 1.5826
0.618 1.5807
0.500 1.5802
0.382 1.5796
LOW 1.5777
0.618 1.5747
1.000 1.5728
1.618 1.5698
2.618 1.5649
4.250 1.5569
Fisher Pivots for day following 04-Oct-2010
Pivot 1 day 3 day
R1 1.5811 1.5807
PP 1.5806 1.5799
S1 1.5802 1.5791

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

View Archives - Comment on this page... - Back to Index of Symbols