CME British Pound Future March 2011


Trading Metrics calculated at close of trading on 04-Nov-2010
Day Change Summary
Previous Current
03-Nov-2010 04-Nov-2010 Change Change % Previous Week
Open 1.6025 1.6079 0.0054 0.3% 1.5656
High 1.6156 1.6264 0.0108 0.7% 1.6022
Low 1.6022 1.6071 0.0049 0.3% 1.5656
Close 1.6096 1.6261 0.0165 1.0% 1.5999
Range 0.0134 0.0193 0.0059 44.0% 0.0366
ATR 0.0135 0.0139 0.0004 3.0% 0.0000
Volume 20 98 78 390.0% 1,025
Daily Pivots for day following 04-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.6778 1.6712 1.6367
R3 1.6585 1.6519 1.6314
R2 1.6392 1.6392 1.6296
R1 1.6326 1.6326 1.6279 1.6359
PP 1.6199 1.6199 1.6199 1.6215
S1 1.6133 1.6133 1.6243 1.6166
S2 1.6006 1.6006 1.6226
S3 1.5813 1.5940 1.6208
S4 1.5620 1.5747 1.6155
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 1.6264 1.5864 0.0400 2.5% 0.0133 0.8% 99% True False 100
10 1.6264 1.5632 0.0632 3.9% 0.0137 0.8% 100% True False 126
20 1.6264 1.5632 0.0632 3.9% 0.0135 0.8% 100% True False 91
40 1.6264 1.5340 0.0924 5.7% 0.0125 0.8% 100% True False 67
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 0.0018
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.7084
2.618 1.6769
1.618 1.6576
1.000 1.6457
0.618 1.6383
HIGH 1.6264
0.618 1.6190
0.500 1.6168
0.382 1.6145
LOW 1.6071
0.618 1.5952
1.000 1.5878
1.618 1.5759
2.618 1.5566
4.250 1.5251
Fisher Pivots for day following 04-Nov-2010
Pivot 1 day 3 day
R1 1.6230 1.6210
PP 1.6199 1.6158
S1 1.6168 1.6107

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

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