CME British Pound Future March 2011

Trading Metrics calculated at close of trading on 21-Oct-2010

Day Change Summary
	Previous	Current
	20-Oct-2010	21-Oct-2010	Change	Change %	Previous Week
Open	1.5657	1.5776	0.0119	0.8%	1.5908
High	1.5850	1.5779	-0.0071	-0.4%	1.6062
Low	1.5657	1.5664	0.0007	0.0%	1.5750
Close	1.5836	1.5690	-0.0146	-0.9%	1.5965
Range	0.0193	0.0115	-0.0078	-40.4%	0.0312
ATR	0.0131	0.0134	0.0003	2.2%	0.0000
Volume	37	157	120	324.3%	230

Daily Pivots for day following 21-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6056	1.5988	1.5753
R3	1.5941	1.5873	1.5722
R2	1.5826	1.5826	1.5711
R1	1.5758	1.5758	1.5701	1.5735
PP	1.5711	1.5711	1.5711	1.5699
S1	1.5643	1.5643	1.5679	1.5620
S2	1.5596	1.5596	1.5669
S3	1.5481	1.5528	1.5658
S4	1.5366	1.5413	1.5627

Weekly Pivots for week ending 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6862	1.6725	1.6137
R3	1.6550	1.6413	1.6051
R2	1.6238	1.6238	1.6022
R1	1.6101	1.6101	1.5994	1.6170
PP	1.5926	1.5926	1.5926	1.5960
S1	1.5789	1.5789	1.5936	1.5858
S2	1.5614	1.5614	1.5908
S3	1.5302	1.5477	1.5879
S4	1.4990	1.5165	1.5793

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6062	1.5657	0.0405	2.6%	0.0155	1.0%	8%	False	False	71
10	1.6062	1.5657	0.0405	2.6%	0.0133	0.8%	8%	False	False	56
20	1.6062	1.5649	0.0413	2.6%	0.0127	0.8%	10%	False	False	51
40	1.6062	1.5283	0.0779	5.0%	0.0097	0.6%	52%	False	False	36

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	0.0015
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.6268
2.618	1.6080
1.618	1.5965
1.000	1.5894
0.618	1.5850
HIGH	1.5779
0.618	1.5735
0.500	1.5722
0.382	1.5708
LOW	1.5664
0.618	1.5593
1.000	1.5549
1.618	1.5478
2.618	1.5363
4.250	1.5175

Fisher Pivots for day following 21-Oct-2010
Pivot	1 day	3 day
R1	1.5722	1.5779
PP	1.5711	1.5749
S1	1.5701	1.5720

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