CME British Pound Future March 2011


Trading Metrics calculated at close of trading on 01-Dec-2010
Day Change Summary
Previous Current
30-Nov-2010 01-Dec-2010 Change Change % Previous Week
Open 1.5549 1.5552 0.0003 0.0% 1.5957
High 1.5584 1.5632 0.0048 0.3% 1.6062
Low 1.5477 1.5543 0.0066 0.4% 1.5583
Close 1.5560 1.5606 0.0046 0.3% 1.5598
Range 0.0107 0.0089 -0.0018 -16.8% 0.0479
ATR 0.0142 0.0138 -0.0004 -2.7% 0.0000
Volume 699 2,136 1,437 205.6% 817
Daily Pivots for day following 01-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.5861 1.5822 1.5655
R3 1.5772 1.5733 1.5630
R2 1.5683 1.5683 1.5622
R1 1.5644 1.5644 1.5614 1.5664
PP 1.5594 1.5594 1.5594 1.5603
S1 1.5555 1.5555 1.5598 1.5575
S2 1.5505 1.5505 1.5590
S3 1.5416 1.5466 1.5582
S4 1.5327 1.5377 1.5557
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 1.5820 1.5477 0.0343 2.2% 0.0119 0.8% 38% False False 792
10 1.6081 1.5477 0.0604 3.9% 0.0133 0.9% 21% False False 503
20 1.6264 1.5477 0.0787 5.0% 0.0142 0.9% 16% False False 320
40 1.6264 1.5477 0.0787 5.0% 0.0137 0.9% 16% False False 205
60 1.6264 1.5340 0.0924 5.9% 0.0126 0.8% 29% False False 149
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0030
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6010
2.618 1.5865
1.618 1.5776
1.000 1.5721
0.618 1.5687
HIGH 1.5632
0.618 1.5598
0.500 1.5588
0.382 1.5577
LOW 1.5543
0.618 1.5488
1.000 1.5454
1.618 1.5399
2.618 1.5310
4.250 1.5165
Fisher Pivots for day following 01-Dec-2010
Pivot 1 day 3 day
R1 1.5600 1.5589
PP 1.5594 1.5572
S1 1.5588 1.5556

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

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