CME British Pound Future March 2011


Trading Metrics calculated at close of trading on 26-Nov-2010
Day Change Summary
Previous Current
24-Nov-2010 26-Nov-2010 Change Change % Previous Week
Open 1.5776 1.5774 -0.0002 0.0% 1.5957
High 1.5820 1.5777 -0.0043 -0.3% 1.6062
Low 1.5732 1.5583 -0.0149 -0.9% 1.5583
Close 1.5748 1.5598 -0.0150 -1.0% 1.5598
Range 0.0088 0.0194 0.0106 120.5% 0.0479
ATR 0.0143 0.0147 0.0004 2.5% 0.0000
Volume 189 325 136 72.0% 817
Daily Pivots for day following 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.6235 1.6110 1.5705
R3 1.6041 1.5916 1.5651
R2 1.5847 1.5847 1.5634
R1 1.5722 1.5722 1.5616 1.5688
PP 1.5653 1.5653 1.5653 1.5635
S1 1.5528 1.5528 1.5580 1.5494
S2 1.5459 1.5459 1.5562
S3 1.5265 1.5334 1.5545
S4 1.5071 1.5140 1.5491
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.7185 1.6870 1.5861
R3 1.6706 1.6391 1.5730
R2 1.6227 1.6227 1.5686
R1 1.5912 1.5912 1.5642 1.5830
PP 1.5748 1.5748 1.5748 1.5707
S1 1.5433 1.5433 1.5554 1.5351
S2 1.5269 1.5269 1.5510
S3 1.4790 1.4954 1.5466
S4 1.4311 1.4475 1.5335
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6081 1.5583 0.0498 3.2% 0.0158 1.0% 3% False True 218
10 1.6165 1.5583 0.0582 3.7% 0.0155 1.0% 3% False True 206
20 1.6264 1.5583 0.0681 4.4% 0.0144 0.9% 2% False True 167
40 1.6264 1.5583 0.0681 4.4% 0.0137 0.9% 2% False True 120
60 1.6264 1.5283 0.0981 6.3% 0.0123 0.8% 32% False False 92
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0031
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.6602
2.618 1.6285
1.618 1.6091
1.000 1.5971
0.618 1.5897
HIGH 1.5777
0.618 1.5703
0.500 1.5680
0.382 1.5657
LOW 1.5583
0.618 1.5463
1.000 1.5389
1.618 1.5269
2.618 1.5075
4.250 1.4759
Fisher Pivots for day following 26-Nov-2010
Pivot 1 day 3 day
R1 1.5680 1.5758
PP 1.5653 1.5704
S1 1.5625 1.5651

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

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