CME British Pound Future March 2011


Trading Metrics calculated at close of trading on 17-Nov-2010
Day Change Summary
Previous Current
16-Nov-2010 17-Nov-2010 Change Change % Previous Week
Open 1.6027 1.5864 -0.0163 -1.0% 1.6184
High 1.6058 1.5923 -0.0135 -0.8% 1.6184
Low 1.5830 1.5850 0.0020 0.1% 1.5936
Close 1.5865 1.5883 0.0018 0.1% 1.6129
Range 0.0228 0.0073 -0.0155 -68.0% 0.0248
ATR 0.0145 0.0140 -0.0005 -3.6% 0.0000
Volume 204 351 147 72.1% 800
Daily Pivots for day following 17-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.6104 1.6067 1.5923
R3 1.6031 1.5994 1.5903
R2 1.5958 1.5958 1.5896
R1 1.5921 1.5921 1.5890 1.5940
PP 1.5885 1.5885 1.5885 1.5895
S1 1.5848 1.5848 1.5876 1.5867
S2 1.5812 1.5812 1.5870
S3 1.5739 1.5775 1.5863
S4 1.5666 1.5702 1.5843
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.6827 1.6726 1.6265
R3 1.6579 1.6478 1.6197
R2 1.6331 1.6331 1.6174
R1 1.6230 1.6230 1.6152 1.6157
PP 1.6083 1.6083 1.6083 1.6046
S1 1.5982 1.5982 1.6106 1.5909
S2 1.5835 1.5835 1.6084
S3 1.5587 1.5734 1.6061
S4 1.5339 1.5486 1.5993
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6165 1.5830 0.0335 2.1% 0.0134 0.8% 16% False False 197
10 1.6264 1.5830 0.0434 2.7% 0.0145 0.9% 12% False False 170
20 1.6264 1.5632 0.0632 4.0% 0.0137 0.9% 40% False False 151
40 1.6264 1.5598 0.0666 4.2% 0.0132 0.8% 43% False False 97
60 1.6264 1.5283 0.0981 6.2% 0.0109 0.7% 61% False False 72
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6233
2.618 1.6114
1.618 1.6041
1.000 1.5996
0.618 1.5968
HIGH 1.5923
0.618 1.5895
0.500 1.5887
0.382 1.5878
LOW 1.5850
0.618 1.5805
1.000 1.5777
1.618 1.5732
2.618 1.5659
4.250 1.5540
Fisher Pivots for day following 17-Nov-2010
Pivot 1 day 3 day
R1 1.5887 1.5980
PP 1.5885 1.5948
S1 1.5884 1.5915

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

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