CME British Pound Future March 2011


Trading Metrics calculated at close of trading on 10-Jan-2011
Day Change Summary
Previous Current
07-Jan-2011 10-Jan-2011 Change Change % Previous Week
Open 1.5448 1.5526 0.0078 0.5% 1.5536
High 1.5573 1.5595 0.0022 0.1% 1.5638
Low 1.5397 1.5467 0.0070 0.5% 1.5397
Close 1.5541 1.5575 0.0034 0.2% 1.5541
Range 0.0176 0.0128 -0.0048 -27.3% 0.0241
ATR 0.0155 0.0153 -0.0002 -1.3% 0.0000
Volume 117,918 90,694 -27,224 -23.1% 525,962
Daily Pivots for day following 10-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.5930 1.5880 1.5645
R3 1.5802 1.5752 1.5610
R2 1.5674 1.5674 1.5598
R1 1.5624 1.5624 1.5587 1.5649
PP 1.5546 1.5546 1.5546 1.5558
S1 1.5496 1.5496 1.5563 1.5521
S2 1.5418 1.5418 1.5552
S3 1.5290 1.5368 1.5540
S4 1.5162 1.5240 1.5505
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.6248 1.6136 1.5674
R3 1.6007 1.5895 1.5607
R2 1.5766 1.5766 1.5585
R1 1.5654 1.5654 1.5563 1.5710
PP 1.5525 1.5525 1.5525 1.5554
S1 1.5413 1.5413 1.5519 1.5469
S2 1.5284 1.5284 1.5497
S3 1.5043 1.5172 1.5475
S4 1.4802 1.4931 1.5408
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5638 1.5397 0.0241 1.5% 0.0158 1.0% 74% False False 109,504
10 1.5659 1.5335 0.0324 2.1% 0.0170 1.1% 74% False False 84,258
20 1.5900 1.5335 0.0565 3.6% 0.0156 1.0% 42% False False 82,712
40 1.6165 1.5335 0.0830 5.3% 0.0150 1.0% 29% False False 46,379
60 1.6264 1.5335 0.0929 6.0% 0.0147 0.9% 26% False False 30,959
80 1.6264 1.5335 0.0929 6.0% 0.0138 0.9% 26% False False 23,229
100 1.6264 1.5283 0.0981 6.3% 0.0120 0.8% 30% False False 18,586
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 0.0041
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6139
2.618 1.5930
1.618 1.5802
1.000 1.5723
0.618 1.5674
HIGH 1.5595
0.618 1.5546
0.500 1.5531
0.382 1.5516
LOW 1.5467
0.618 1.5388
1.000 1.5339
1.618 1.5260
2.618 1.5132
4.250 1.4923
Fisher Pivots for day following 10-Jan-2011
Pivot 1 day 3 day
R1 1.5560 1.5549
PP 1.5546 1.5522
S1 1.5531 1.5496

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

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