CME British Pound Future March 2011

Trading Metrics calculated at close of trading on 27-Oct-2010

Day Change Summary
	Previous	Current
	26-Oct-2010	27-Oct-2010	Change	Change %	Previous Week
Open	1.5678	1.5815	0.0137	0.9%	1.5974
High	1.5870	1.5843	-0.0027	-0.2%	1.5974
Low	1.5667	1.5714	0.0047	0.3%	1.5632
Close	1.5810	1.5735	-0.0075	-0.5%	1.5648
Range	0.0203	0.0129	-0.0074	-36.5%	0.0342
ATR	0.0134	0.0133	0.0000	-0.2%	0.0000
Volume	371	139	-232	-62.5%	309

Daily Pivots for day following 27-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6151	1.6072	1.5806
R3	1.6022	1.5943	1.5770
R2	1.5893	1.5893	1.5759
R1	1.5814	1.5814	1.5747	1.5789
PP	1.5764	1.5764	1.5764	1.5752
S1	1.5685	1.5685	1.5723	1.5660
S2	1.5635	1.5635	1.5711
S3	1.5506	1.5556	1.5700
S4	1.5377	1.5427	1.5664

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%	0.0125	0.8%	43%	False	False	168
10	1.6062	1.5632	0.0430	2.7%	0.0144	0.9%	24%	False	False	106
20	1.6062	1.5632	0.0430	2.7%	0.0130	0.8%	24%	False	False	71
40	1.6062	1.5283	0.0779	5.0%	0.0110	0.7%	58%	False	False	53

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6391
2.618	1.6181
1.618	1.6052
1.000	1.5972
0.618	1.5923
HIGH	1.5843
0.618	1.5794
0.500	1.5779
0.382	1.5763
LOW	1.5714
0.618	1.5634
1.000	1.5585
1.618	1.5505
2.618	1.5376
4.250	1.5166

Fisher Pivots for day following 27-Oct-2010
Pivot	1 day	3 day
R1	1.5779	1.5763
PP	1.5764	1.5754
S1	1.5750	1.5744

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