CME British Pound Future March 2011


Trading Metrics calculated at close of trading on 29-Nov-2010
Day Change Summary
Previous Current
26-Nov-2010 29-Nov-2010 Change Change % Previous Week
Open 1.5774 1.5597 -0.0177 -1.1% 1.5957
High 1.5777 1.5634 -0.0143 -0.9% 1.6062
Low 1.5583 1.5519 -0.0064 -0.4% 1.5583
Close 1.5598 1.5556 -0.0042 -0.3% 1.5598
Range 0.0194 0.0115 -0.0079 -40.7% 0.0479
ATR 0.0147 0.0144 -0.0002 -1.5% 0.0000
Volume 325 614 289 88.9% 817
Daily Pivots for day following 29-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.5915 1.5850 1.5619
R3 1.5800 1.5735 1.5588
R2 1.5685 1.5685 1.5577
R1 1.5620 1.5620 1.5567 1.5595
PP 1.5570 1.5570 1.5570 1.5557
S1 1.5505 1.5505 1.5545 1.5480
S2 1.5455 1.5455 1.5535
S3 1.5340 1.5390 1.5524
S4 1.5225 1.5275 1.5493
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 1.6062 1.5519 0.0543 3.5% 0.0150 1.0% 7% False True 286
10 1.6130 1.5519 0.0611 3.9% 0.0147 0.9% 6% False True 257
20 1.6264 1.5519 0.0745 4.8% 0.0142 0.9% 5% False True 182
40 1.6264 1.5519 0.0745 4.8% 0.0138 0.9% 5% False True 135
60 1.6264 1.5283 0.0981 6.3% 0.0125 0.8% 28% False False 102
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6123
2.618 1.5935
1.618 1.5820
1.000 1.5749
0.618 1.5705
HIGH 1.5634
0.618 1.5590
0.500 1.5577
0.382 1.5563
LOW 1.5519
0.618 1.5448
1.000 1.5404
1.618 1.5333
2.618 1.5218
4.250 1.5030
Fisher Pivots for day following 29-Nov-2010
Pivot 1 day 3 day
R1 1.5577 1.5670
PP 1.5570 1.5632
S1 1.5563 1.5594

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

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