CME British Pound Future March 2011


Trading Metrics calculated at close of trading on 21-Jan-2011
Day Change Summary
Previous Current
20-Jan-2011 21-Jan-2011 Change Change % Previous Week
Open 1.5985 1.5891 -0.0094 -0.6% 1.5870
High 1.6005 1.6011 0.0006 0.0% 1.6054
Low 1.5831 1.5861 0.0030 0.2% 1.5828
Close 1.5905 1.5995 0.0090 0.6% 1.5995
Range 0.0174 0.0150 -0.0024 -13.8% 0.0226
ATR 0.0153 0.0153 0.0000 -0.1% 0.0000
Volume 142,947 106,743 -36,204 -25.3% 477,901
Daily Pivots for day following 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.6406 1.6350 1.6078
R3 1.6256 1.6200 1.6036
R2 1.6106 1.6106 1.6023
R1 1.6050 1.6050 1.6009 1.6078
PP 1.5956 1.5956 1.5956 1.5970
S1 1.5900 1.5900 1.5981 1.5928
S2 1.5806 1.5806 1.5968
S3 1.5656 1.5750 1.5954
S4 1.5506 1.5600 1.5913
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.6637 1.6542 1.6119
R3 1.6411 1.6316 1.6057
R2 1.6185 1.6185 1.6036
R1 1.6090 1.6090 1.6016 1.6138
PP 1.5959 1.5959 1.5959 1.5983
S1 1.5864 1.5864 1.5974 1.5912
S2 1.5733 1.5733 1.5954
S3 1.5507 1.5638 1.5933
S4 1.5281 1.5412 1.5871
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6054 1.5803 0.0251 1.6% 0.0145 0.9% 76% False False 117,533
10 1.6054 1.5397 0.0657 4.1% 0.0152 0.9% 91% False False 117,125
20 1.6054 1.5335 0.0719 4.5% 0.0154 1.0% 92% False False 96,030
40 1.6054 1.5335 0.0719 4.5% 0.0149 0.9% 92% False False 70,406
60 1.6264 1.5335 0.0929 5.8% 0.0148 0.9% 71% False False 46,988
80 1.6264 1.5335 0.0929 5.8% 0.0142 0.9% 71% False False 35,258
100 1.6264 1.5283 0.0981 6.1% 0.0131 0.8% 73% False False 28,213
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 0.0035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6649
2.618 1.6404
1.618 1.6254
1.000 1.6161
0.618 1.6104
HIGH 1.6011
0.618 1.5954
0.500 1.5936
0.382 1.5918
LOW 1.5861
0.618 1.5768
1.000 1.5711
1.618 1.5618
2.618 1.5468
4.250 1.5224
Fisher Pivots for day following 21-Jan-2011
Pivot 1 day 3 day
R1 1.5975 1.5974
PP 1.5956 1.5953
S1 1.5936 1.5932

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

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