CME British Pound Future March 2011


Trading Metrics calculated at close of trading on 03-Nov-2010
Day Change Summary
Previous Current
02-Nov-2010 03-Nov-2010 Change Change % Previous Week
Open 1.6026 1.6025 -0.0001 0.0% 1.5656
High 1.6044 1.6156 0.0112 0.7% 1.6022
Low 1.5949 1.6022 0.0073 0.5% 1.5656
Close 1.6005 1.6096 0.0091 0.6% 1.5999
Range 0.0095 0.0134 0.0039 41.1% 0.0366
ATR 0.0134 0.0135 0.0001 0.9% 0.0000
Volume 39 20 -19 -48.7% 1,025
Daily Pivots for day following 03-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.6493 1.6429 1.6170
R3 1.6359 1.6295 1.6133
R2 1.6225 1.6225 1.6121
R1 1.6161 1.6161 1.6108 1.6193
PP 1.6091 1.6091 1.6091 1.6108
S1 1.6027 1.6027 1.6084 1.6059
S2 1.5957 1.5957 1.6071
S3 1.5823 1.5893 1.6059
S4 1.5689 1.5759 1.6022
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 1.6156 1.5757 0.0399 2.5% 0.0133 0.8% 85% True False 95
10 1.6156 1.5632 0.0524 3.3% 0.0129 0.8% 89% True False 132
20 1.6156 1.5632 0.0524 3.3% 0.0134 0.8% 89% True False 86
40 1.6156 1.5340 0.0816 5.1% 0.0122 0.8% 93% True 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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6726
2.618 1.6507
1.618 1.6373
1.000 1.6290
0.618 1.6239
HIGH 1.6156
0.618 1.6105
0.500 1.6089
0.382 1.6073
LOW 1.6022
0.618 1.5939
1.000 1.5888
1.618 1.5805
2.618 1.5671
4.250 1.5453
Fisher Pivots for day following 03-Nov-2010
Pivot 1 day 3 day
R1 1.6094 1.6082
PP 1.6091 1.6067
S1 1.6089 1.6053

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.