CME British Pound Future March 2011


Trading Metrics calculated at close of trading on 31-Dec-2010
Day Change Summary
Previous Current
30-Dec-2010 31-Dec-2010 Change Change % Previous Week
Open 1.5492 1.5419 -0.0073 -0.5% 1.5425
High 1.5527 1.5659 0.0132 0.9% 1.5659
Low 1.5357 1.5416 0.0059 0.4% 1.5335
Close 1.5407 1.5581 0.0174 1.1% 1.5581
Range 0.0170 0.0243 0.0073 42.9% 0.0324
ATR 0.0144 0.0152 0.0008 5.3% 0.0000
Volume 65,395 45,985 -19,410 -29.7% 284,268
Daily Pivots for day following 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.6281 1.6174 1.5715
R3 1.6038 1.5931 1.5648
R2 1.5795 1.5795 1.5626
R1 1.5688 1.5688 1.5603 1.5742
PP 1.5552 1.5552 1.5552 1.5579
S1 1.5445 1.5445 1.5559 1.5499
S2 1.5309 1.5309 1.5536
S3 1.5066 1.5202 1.5514
S4 1.4823 1.4959 1.5447
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.6497 1.6363 1.5759
R3 1.6173 1.6039 1.5670
R2 1.5849 1.5849 1.5640
R1 1.5715 1.5715 1.5611 1.5782
PP 1.5525 1.5525 1.5525 1.5559
S1 1.5391 1.5391 1.5551 1.5458
S2 1.5201 1.5201 1.5522
S3 1.4877 1.5067 1.5492
S4 1.4553 1.4743 1.5403
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5659 1.5335 0.0324 2.1% 0.0168 1.1% 76% True False 56,853
10 1.5659 1.5335 0.0324 2.1% 0.0148 1.0% 76% True False 63,726
20 1.5900 1.5335 0.0565 3.6% 0.0152 1.0% 44% False False 61,580
40 1.6264 1.5335 0.0929 6.0% 0.0148 0.9% 26% False False 30,985
60 1.6264 1.5335 0.0929 6.0% 0.0143 0.9% 26% False False 20,685
80 1.6264 1.5335 0.0929 6.0% 0.0135 0.9% 26% False False 15,524
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 0.0032
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.6692
2.618 1.6295
1.618 1.6052
1.000 1.5902
0.618 1.5809
HIGH 1.5659
0.618 1.5566
0.500 1.5538
0.382 1.5509
LOW 1.5416
0.618 1.5266
1.000 1.5173
1.618 1.5023
2.618 1.4780
4.250 1.4383
Fisher Pivots for day following 31-Dec-2010
Pivot 1 day 3 day
R1 1.5567 1.5554
PP 1.5552 1.5527
S1 1.5538 1.5501

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

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