CME British Pound Future March 2011


Trading Metrics calculated at close of trading on 29-Oct-2010
Day Change Summary
Previous Current
28-Oct-2010 29-Oct-2010 Change Change % Previous Week
Open 1.5757 1.5917 0.0160 1.0% 1.5656
High 1.5950 1.6022 0.0072 0.5% 1.6022
Low 1.5757 1.5864 0.0107 0.7% 1.5656
Close 1.5910 1.5999 0.0089 0.6% 1.5999
Range 0.0193 0.0158 -0.0035 -18.1% 0.0366
ATR 0.0139 0.0140 0.0001 1.0% 0.0000
Volume 73 298 225 308.2% 1,025
Daily Pivots for day following 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.6436 1.6375 1.6086
R3 1.6278 1.6217 1.6042
R2 1.6120 1.6120 1.6028
R1 1.6059 1.6059 1.6013 1.6090
PP 1.5962 1.5962 1.5962 1.5977
S1 1.5901 1.5901 1.5985 1.5932
S2 1.5804 1.5804 1.5970
S3 1.5646 1.5743 1.5956
S4 1.5488 1.5585 1.5912
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.6990 1.6861 1.6200
R3 1.6624 1.6495 1.6100
R2 1.6258 1.6258 1.6066
R1 1.6129 1.6129 1.6033 1.6194
PP 1.5892 1.5892 1.5892 1.5925
S1 1.5763 1.5763 1.5965 1.5828
S2 1.5526 1.5526 1.5932
S3 1.5160 1.5397 1.5898
S4 1.4794 1.5031 1.5798
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6022 1.5656 0.0366 2.3% 0.0155 1.0% 94% True False 205
10 1.6022 1.5632 0.0390 2.4% 0.0154 1.0% 94% True False 133
20 1.6062 1.5632 0.0430 2.7% 0.0133 0.8% 85% False False 88
40 1.6062 1.5283 0.0779 4.9% 0.0116 0.7% 92% False False 62
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6694
2.618 1.6436
1.618 1.6278
1.000 1.6180
0.618 1.6120
HIGH 1.6022
0.618 1.5962
0.500 1.5943
0.382 1.5924
LOW 1.5864
0.618 1.5766
1.000 1.5706
1.618 1.5608
2.618 1.5450
4.250 1.5193
Fisher Pivots for day following 29-Oct-2010
Pivot 1 day 3 day
R1 1.5980 1.5955
PP 1.5962 1.5912
S1 1.5943 1.5868

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

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