CME British Pound Future March 2011


Trading Metrics calculated at close of trading on 08-Nov-2010
Day Change Summary
Previous Current
05-Nov-2010 08-Nov-2010 Change Change % Previous Week
Open 1.6250 1.6184 -0.0066 -0.4% 1.6030
High 1.6250 1.6184 -0.0066 -0.4% 1.6264
Low 1.6153 1.6090 -0.0063 -0.4% 1.5949
Close 1.6171 1.6113 -0.0058 -0.4% 1.6171
Range 0.0097 0.0094 -0.0003 -3.1% 0.0315
ATR 0.0137 0.0134 -0.0003 -2.2% 0.0000
Volume 81 81 0 0.0% 286
Daily Pivots for day following 08-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.6411 1.6356 1.6165
R3 1.6317 1.6262 1.6139
R2 1.6223 1.6223 1.6130
R1 1.6168 1.6168 1.6122 1.6149
PP 1.6129 1.6129 1.6129 1.6119
S1 1.6074 1.6074 1.6104 1.6055
S2 1.6035 1.6035 1.6096
S3 1.5941 1.5980 1.6087
S4 1.5847 1.5886 1.6061
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.7073 1.6937 1.6344
R3 1.6758 1.6622 1.6258
R2 1.6443 1.6443 1.6229
R1 1.6307 1.6307 1.6200 1.6375
PP 1.6128 1.6128 1.6128 1.6162
S1 1.5992 1.5992 1.6142 1.6060
S2 1.5813 1.5813 1.6113
S3 1.5498 1.5677 1.6084
S4 1.5183 1.5362 1.5998
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6264 1.5949 0.0315 2.0% 0.0123 0.8% 52% False False 63
10 1.6264 1.5667 0.0597 3.7% 0.0138 0.9% 75% False False 124
20 1.6264 1.5632 0.0632 3.9% 0.0134 0.8% 76% False False 93
40 1.6264 1.5340 0.0924 5.7% 0.0126 0.8% 84% False False 70
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0015
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.6584
2.618 1.6430
1.618 1.6336
1.000 1.6278
0.618 1.6242
HIGH 1.6184
0.618 1.6148
0.500 1.6137
0.382 1.6126
LOW 1.6090
0.618 1.6032
1.000 1.5996
1.618 1.5938
2.618 1.5844
4.250 1.5691
Fisher Pivots for day following 08-Nov-2010
Pivot 1 day 3 day
R1 1.6137 1.6168
PP 1.6129 1.6149
S1 1.6121 1.6131

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

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