CME British Pound Future March 2011

Trading Metrics calculated at close of trading on 14-Oct-2010

Day Change Summary
	Previous	Current
	13-Oct-2010	14-Oct-2010	Change	Change %	Previous Week
Open	1.5850	1.5894	0.0044	0.3%	1.5790
High	1.5890	1.6045	0.0155	1.0%	1.5995
Low	1.5800	1.5894	0.0094	0.6%	1.5740
Close	1.5874	1.5968	0.0094	0.6%	1.5931
Range	0.0090	0.0151	0.0061	67.8%	0.0255
ATR	0.0112	0.0117	0.0004	3.7%	0.0000
Volume	38	19	-19	-50.0%	197

Daily Pivots for day following 14-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6422	1.6346	1.6051
R3	1.6271	1.6195	1.6010
R2	1.6120	1.6120	1.5996
R1	1.6044	1.6044	1.5982	1.6082
PP	1.5969	1.5969	1.5969	1.5988
S1	1.5893	1.5893	1.5954	1.5931
S2	1.5818	1.5818	1.5940
S3	1.5667	1.5742	1.5926
S4	1.5516	1.5591	1.5885

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	1.6045	1.5750	0.0295	1.8%	0.0111	0.7%	74%	True	False	41
10	1.6045	1.5740	0.0305	1.9%	0.0111	0.7%	75%	True	False	37
20	1.6045	1.5495	0.0550	3.4%	0.0113	0.7%	86%	True	False	40
40	1.6045	1.5283	0.0762	4.8%	0.0079	0.5%	90%	True	False	28

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.6687
2.618	1.6440
1.618	1.6289
1.000	1.6196
0.618	1.6138
HIGH	1.6045
0.618	1.5987
0.500	1.5970
0.382	1.5952
LOW	1.5894
0.618	1.5801
1.000	1.5743
1.618	1.5650
2.618	1.5499
4.250	1.5252

Fisher Pivots for day following 14-Oct-2010
Pivot	1 day	3 day
R1	1.5970	1.5945
PP	1.5969	1.5921
S1	1.5969	1.5898

Download as Excel Spreadsheet

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

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