CME British Pound Future March 2011


Trading Metrics calculated at close of trading on 24-Jan-2011
Day Change Summary
Previous Current
21-Jan-2011 24-Jan-2011 Change Change % Previous Week
Open 1.5891 1.5992 0.0101 0.6% 1.5870
High 1.6011 1.6008 -0.0003 0.0% 1.6054
Low 1.5861 1.5916 0.0055 0.3% 1.5828
Close 1.5995 1.5988 -0.0007 0.0% 1.5995
Range 0.0150 0.0092 -0.0058 -38.7% 0.0226
ATR 0.0153 0.0148 -0.0004 -2.8% 0.0000
Volume 106,743 85,693 -21,050 -19.7% 477,901
Daily Pivots for day following 24-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.6247 1.6209 1.6039
R3 1.6155 1.6117 1.6013
R2 1.6063 1.6063 1.6005
R1 1.6025 1.6025 1.5996 1.5998
PP 1.5971 1.5971 1.5971 1.5957
S1 1.5933 1.5933 1.5980 1.5906
S2 1.5879 1.5879 1.5971
S3 1.5787 1.5841 1.5963
S4 1.5695 1.5749 1.5937
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 1.5828 0.0226 1.4% 0.0147 0.9% 71% False False 112,718
10 1.6054 1.5467 0.0587 3.7% 0.0143 0.9% 89% False False 113,902
20 1.6054 1.5335 0.0719 4.5% 0.0155 1.0% 91% False False 97,462
40 1.6054 1.5335 0.0719 4.5% 0.0149 0.9% 91% False False 72,544
60 1.6264 1.5335 0.0929 5.8% 0.0147 0.9% 70% False False 48,414
80 1.6264 1.5335 0.0929 5.8% 0.0143 0.9% 70% False False 36,328
100 1.6264 1.5283 0.0981 6.1% 0.0132 0.8% 72% False False 29,070
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0032
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.6399
2.618 1.6249
1.618 1.6157
1.000 1.6100
0.618 1.6065
HIGH 1.6008
0.618 1.5973
0.500 1.5962
0.382 1.5951
LOW 1.5916
0.618 1.5859
1.000 1.5824
1.618 1.5767
2.618 1.5675
4.250 1.5525
Fisher Pivots for day following 24-Jan-2011
Pivot 1 day 3 day
R1 1.5979 1.5966
PP 1.5971 1.5943
S1 1.5962 1.5921

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

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