CME British Pound Future March 2011


Trading Metrics calculated at close of trading on 11-Oct-2010
Day Change Summary
Previous Current
08-Oct-2010 11-Oct-2010 Change Change % Previous Week
Open 1.5849 1.5908 0.0059 0.4% 1.5790
High 1.5940 1.5931 -0.0009 -0.1% 1.5995
Low 1.5810 1.5852 0.0042 0.3% 1.5740
Close 1.5931 1.5877 -0.0054 -0.3% 1.5931
Range 0.0130 0.0079 -0.0051 -39.2% 0.0255
ATR 0.0112 0.0110 -0.0002 -2.1% 0.0000
Volume 56 71 15 26.8% 197
Daily Pivots for day following 11-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.6124 1.6079 1.5920
R3 1.6045 1.6000 1.5899
R2 1.5966 1.5966 1.5891
R1 1.5921 1.5921 1.5884 1.5904
PP 1.5887 1.5887 1.5887 1.5878
S1 1.5842 1.5842 1.5870 1.5825
S2 1.5808 1.5808 1.5863
S3 1.5729 1.5763 1.5855
S4 1.5650 1.5684 1.5834
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.6654 1.6547 1.6071
R3 1.6399 1.6292 1.6001
R2 1.6144 1.6144 1.5978
R1 1.6037 1.6037 1.5954 1.6091
PP 1.5889 1.5889 1.5889 1.5915
S1 1.5782 1.5782 1.5908 1.5836
S2 1.5634 1.5634 1.5884
S3 1.5379 1.5527 1.5861
S4 1.5124 1.5272 1.5791
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5995 1.5740 0.0255 1.6% 0.0127 0.8% 54% False False 51
10 1.5995 1.5684 0.0311 2.0% 0.0117 0.7% 62% False False 46
20 1.5995 1.5340 0.0655 4.1% 0.0118 0.7% 82% False False 48
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0037
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.6267
2.618 1.6138
1.618 1.6059
1.000 1.6010
0.618 1.5980
HIGH 1.5931
0.618 1.5901
0.500 1.5892
0.382 1.5882
LOW 1.5852
0.618 1.5803
1.000 1.5773
1.618 1.5724
2.618 1.5645
4.250 1.5516
Fisher Pivots for day following 11-Oct-2010
Pivot 1 day 3 day
R1 1.5892 1.5903
PP 1.5887 1.5894
S1 1.5882 1.5886

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

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