CME British Pound Future March 2011


Trading Metrics calculated at close of trading on 06-Oct-2010
Day Change Summary
Previous Current
05-Oct-2010 06-Oct-2010 Change Change % Previous Week
Open 1.5759 1.5883 0.0124 0.8% 1.5810
High 1.5903 1.5920 0.0017 0.1% 1.5898
Low 1.5740 1.5820 0.0080 0.5% 1.5684
Close 1.5886 1.5874 -0.0012 -0.1% 1.5816
Range 0.0163 0.0100 -0.0063 -38.7% 0.0214
ATR 0.0107 0.0107 -0.0001 -0.5% 0.0000
Volume 25 93 68 272.0% 275
Daily Pivots for day following 06-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.6171 1.6123 1.5929
R3 1.6071 1.6023 1.5902
R2 1.5971 1.5971 1.5892
R1 1.5923 1.5923 1.5883 1.5897
PP 1.5871 1.5871 1.5871 1.5859
S1 1.5823 1.5823 1.5865 1.5797
S2 1.5771 1.5771 1.5856
S3 1.5671 1.5723 1.5847
S4 1.5571 1.5623 1.5819
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 1.5920 1.5684 0.0236 1.5% 0.0121 0.8% 81% True False 34
10 1.5920 1.5598 0.0322 2.0% 0.0115 0.7% 86% True False 47
20 1.5920 1.5340 0.0580 3.7% 0.0110 0.7% 92% True False 42
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 0.0030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6345
2.618 1.6182
1.618 1.6082
1.000 1.6020
0.618 1.5982
HIGH 1.5920
0.618 1.5882
0.500 1.5870
0.382 1.5858
LOW 1.5820
0.618 1.5758
1.000 1.5720
1.618 1.5658
2.618 1.5558
4.250 1.5395
Fisher Pivots for day following 06-Oct-2010
Pivot 1 day 3 day
R1 1.5873 1.5859
PP 1.5871 1.5845
S1 1.5870 1.5830

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

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