CME British Pound Future March 2011


Trading Metrics calculated at close of trading on 02-Nov-2010
Day Change Summary
Previous Current
01-Nov-2010 02-Nov-2010 Change Change % Previous Week
Open 1.6030 1.6026 -0.0004 0.0% 1.5656
High 1.6092 1.6044 -0.0048 -0.3% 1.6022
Low 1.6005 1.5949 -0.0056 -0.3% 1.5656
Close 1.6014 1.6005 -0.0009 -0.1% 1.5999
Range 0.0087 0.0095 0.0008 9.2% 0.0366
ATR 0.0137 0.0134 -0.0003 -2.2% 0.0000
Volume 48 39 -9 -18.8% 1,025
Daily Pivots for day following 02-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.6284 1.6240 1.6057
R3 1.6189 1.6145 1.6031
R2 1.6094 1.6094 1.6022
R1 1.6050 1.6050 1.6014 1.6025
PP 1.5999 1.5999 1.5999 1.5987
S1 1.5955 1.5955 1.5996 1.5930
S2 1.5904 1.5904 1.5988
S3 1.5809 1.5860 1.5979
S4 1.5714 1.5765 1.5953
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 1.6092 1.5714 0.0378 2.4% 0.0132 0.8% 77% False False 119
10 1.6092 1.5632 0.0460 2.9% 0.0135 0.8% 81% False False 133
20 1.6092 1.5632 0.0460 2.9% 0.0132 0.8% 81% False False 90
40 1.6092 1.5340 0.0752 4.7% 0.0118 0.7% 88% False False 64
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 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6448
2.618 1.6293
1.618 1.6198
1.000 1.6139
0.618 1.6103
HIGH 1.6044
0.618 1.6008
0.500 1.5997
0.382 1.5985
LOW 1.5949
0.618 1.5890
1.000 1.5854
1.618 1.5795
2.618 1.5700
4.250 1.5545
Fisher Pivots for day following 02-Nov-2010
Pivot 1 day 3 day
R1 1.6002 1.5996
PP 1.5999 1.5987
S1 1.5997 1.5978

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

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