CME British Pound Future March 2011


Trading Metrics calculated at close of trading on 27-Dec-2010
Day Change Summary
Previous Current
23-Dec-2010 27-Dec-2010 Change Change % Previous Week
Open 1.5378 1.5425 0.0047 0.3% 1.5508
High 1.5438 1.5448 0.0010 0.1% 1.5567
Low 1.5363 1.5361 -0.0002 0.0% 1.5346
Close 1.5404 1.5395 -0.0009 -0.1% 1.5404
Range 0.0075 0.0087 0.0012 16.0% 0.0221
ATR 0.0142 0.0138 -0.0004 -2.8% 0.0000
Volume 57,041 58,337 1,296 2.3% 260,927
Daily Pivots for day following 27-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.5662 1.5616 1.5443
R3 1.5575 1.5529 1.5419
R2 1.5488 1.5488 1.5411
R1 1.5442 1.5442 1.5403 1.5422
PP 1.5401 1.5401 1.5401 1.5391
S1 1.5355 1.5355 1.5387 1.5335
S2 1.5314 1.5314 1.5379
S3 1.5227 1.5268 1.5371
S4 1.5140 1.5181 1.5347
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.6102 1.5974 1.5526
R3 1.5881 1.5753 1.5465
R2 1.5660 1.5660 1.5445
R1 1.5532 1.5532 1.5424 1.5486
PP 1.5439 1.5439 1.5439 1.5416
S1 1.5311 1.5311 1.5384 1.5265
S2 1.5218 1.5218 1.5363
S3 1.4997 1.5090 1.5343
S4 1.4776 1.4869 1.5282
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5567 1.5346 0.0221 1.4% 0.0107 0.7% 22% False False 63,852
10 1.5900 1.5346 0.0554 3.6% 0.0143 0.9% 9% False False 81,165
20 1.5900 1.5346 0.0554 3.6% 0.0138 0.9% 9% False False 50,526
40 1.6264 1.5346 0.0918 6.0% 0.0141 0.9% 5% False False 25,346
60 1.6264 1.5346 0.0918 6.0% 0.0137 0.9% 5% False False 16,922
80 1.6264 1.5283 0.0981 6.4% 0.0126 0.8% 11% False False 12,701
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5818
2.618 1.5676
1.618 1.5589
1.000 1.5535
0.618 1.5502
HIGH 1.5448
0.618 1.5415
0.500 1.5405
0.382 1.5394
LOW 1.5361
0.618 1.5307
1.000 1.5274
1.618 1.5220
2.618 1.5133
4.250 1.4991
Fisher Pivots for day following 27-Dec-2010
Pivot 1 day 3 day
R1 1.5405 1.5416
PP 1.5401 1.5409
S1 1.5398 1.5402

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

View Archives - Comment on this page... - Back to Index of Symbols