CME British Pound Future March 2011


Trading Metrics calculated at close of trading on 30-Nov-2010
Day Change Summary
Previous Current
29-Nov-2010 30-Nov-2010 Change Change % Previous Week
Open 1.5597 1.5549 -0.0048 -0.3% 1.5957
High 1.5634 1.5584 -0.0050 -0.3% 1.6062
Low 1.5519 1.5477 -0.0042 -0.3% 1.5583
Close 1.5556 1.5560 0.0004 0.0% 1.5598
Range 0.0115 0.0107 -0.0008 -7.0% 0.0479
ATR 0.0144 0.0142 -0.0003 -1.9% 0.0000
Volume 614 699 85 13.8% 817
Daily Pivots for day following 30-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.5861 1.5818 1.5619
R3 1.5754 1.5711 1.5589
R2 1.5647 1.5647 1.5580
R1 1.5604 1.5604 1.5570 1.5626
PP 1.5540 1.5540 1.5540 1.5551
S1 1.5497 1.5497 1.5550 1.5519
S2 1.5433 1.5433 1.5540
S3 1.5326 1.5390 1.5531
S4 1.5219 1.5283 1.5501
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 1.5932 1.5477 0.0455 2.9% 0.0138 0.9% 18% False True 404
10 1.6081 1.5477 0.0604 3.9% 0.0147 0.9% 14% False True 310
20 1.6264 1.5477 0.0787 5.1% 0.0143 0.9% 11% False True 215
40 1.6264 1.5477 0.0787 5.1% 0.0139 0.9% 11% False True 152
60 1.6264 1.5283 0.0981 6.3% 0.0126 0.8% 28% False False 114
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 0.0032
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6039
2.618 1.5864
1.618 1.5757
1.000 1.5691
0.618 1.5650
HIGH 1.5584
0.618 1.5543
0.500 1.5531
0.382 1.5518
LOW 1.5477
0.618 1.5411
1.000 1.5370
1.618 1.5304
2.618 1.5197
4.250 1.5022
Fisher Pivots for day following 30-Nov-2010
Pivot 1 day 3 day
R1 1.5550 1.5627
PP 1.5540 1.5605
S1 1.5531 1.5582

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.