CME British Pound Future March 2011


Trading Metrics calculated at close of trading on 26-Oct-2010
Day Change Summary
Previous Current
25-Oct-2010 26-Oct-2010 Change Change % Previous Week
Open 1.5656 1.5678 0.0022 0.1% 1.5974
High 1.5747 1.5870 0.0123 0.8% 1.5974
Low 1.5656 1.5667 0.0011 0.1% 1.5632
Close 1.5723 1.5810 0.0087 0.6% 1.5648
Range 0.0091 0.0203 0.0112 123.1% 0.0342
ATR 0.0128 0.0134 0.0005 4.2% 0.0000
Volume 144 371 227 157.6% 309
Daily Pivots for day following 26-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.6391 1.6304 1.5922
R3 1.6188 1.6101 1.5866
R2 1.5985 1.5985 1.5847
R1 1.5898 1.5898 1.5829 1.5942
PP 1.5782 1.5782 1.5782 1.5804
S1 1.5695 1.5695 1.5791 1.5739
S2 1.5579 1.5579 1.5773
S3 1.5376 1.5492 1.5754
S4 1.5173 1.5289 1.5698
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 1.5870 1.5632 0.0238 1.5% 0.0137 0.9% 75% True False 148
10 1.6062 1.5632 0.0430 2.7% 0.0140 0.9% 41% False False 96
20 1.6062 1.5632 0.0430 2.7% 0.0126 0.8% 41% False False 68
40 1.6062 1.5283 0.0779 4.9% 0.0107 0.7% 68% False False 50
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 0.0013
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.6733
2.618 1.6401
1.618 1.6198
1.000 1.6073
0.618 1.5995
HIGH 1.5870
0.618 1.5792
0.500 1.5769
0.382 1.5745
LOW 1.5667
0.618 1.5542
1.000 1.5464
1.618 1.5339
2.618 1.5136
4.250 1.4804
Fisher Pivots for day following 26-Oct-2010
Pivot 1 day 3 day
R1 1.5796 1.5790
PP 1.5782 1.5771
S1 1.5769 1.5751

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

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