CME British Pound Future March 2011

Trading Metrics calculated at close of trading on 25-Oct-2010

Day Change Summary
	Previous	Current
	22-Oct-2010	25-Oct-2010	Change	Change %	Previous Week
Open	1.5687	1.5656	-0.0031	-0.2%	1.5974
High	1.5717	1.5747	0.0030	0.2%	1.5974
Low	1.5632	1.5656	0.0024	0.2%	1.5632
Close	1.5648	1.5723	0.0075	0.5%	1.5648
Range	0.0085	0.0091	0.0006	7.1%	0.0342
ATR	0.0131	0.0128	-0.0002	-1.7%	0.0000
Volume	33	144	111	336.4%	309

Daily Pivots for day following 25-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5982	1.5943	1.5773
R3	1.5891	1.5852	1.5748
R2	1.5800	1.5800	1.5740
R1	1.5761	1.5761	1.5731	1.5781
PP	1.5709	1.5709	1.5709	1.5718
S1	1.5670	1.5670	1.5715	1.5690
S2	1.5618	1.5618	1.5706
S3	1.5527	1.5579	1.5698
S4	1.5436	1.5488	1.5673

Weekly Pivots for week ending 22-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6777	1.6555	1.5836
R3	1.6435	1.6213	1.5742
R2	1.6093	1.6093	1.5711
R1	1.5871	1.5871	1.5679	1.5811
PP	1.5751	1.5751	1.5751	1.5722
S1	1.5529	1.5529	1.5617	1.5469
S2	1.5409	1.5409	1.5585
S3	1.5067	1.5187	1.5554
S4	1.4725	1.4845	1.5460

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5900	1.5632	0.0268	1.7%	0.0143	0.9%	34%	False	False	78
10	1.6062	1.5632	0.0430	2.7%	0.0130	0.8%	21%	False	False	61
20	1.6062	1.5632	0.0430	2.7%	0.0123	0.8%	21%	False	False	53
40	1.6062	1.5283	0.0779	5.0%	0.0102	0.6%	56%	False	False	41

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6134
2.618	1.5985
1.618	1.5894
1.000	1.5838
0.618	1.5803
HIGH	1.5747
0.618	1.5712
0.500	1.5702
0.382	1.5691
LOW	1.5656
0.618	1.5600
1.000	1.5565
1.618	1.5509
2.618	1.5418
4.250	1.5269

Fisher Pivots for day following 25-Oct-2010
Pivot	1 day	3 day
R1	1.5716	1.5717
PP	1.5709	1.5711
S1	1.5702	1.5706

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