CME British Pound Future March 2011


Trading Metrics calculated at close of trading on 04-Mar-2011
Day Change Summary
Previous Current
03-Mar-2011 04-Mar-2011 Change Change % Previous Week
Open 1.6325 1.6274 -0.0051 -0.3% 1.6085
High 1.6333 1.6330 -0.0003 0.0% 1.6343
Low 1.6251 1.6220 -0.0031 -0.2% 1.6071
Close 1.6273 1.6261 -0.0012 -0.1% 1.6261
Range 0.0082 0.0110 0.0028 34.1% 0.0272
ATR 0.0139 0.0137 -0.0002 -1.5% 0.0000
Volume 130,608 108,040 -22,568 -17.3% 601,244
Daily Pivots for day following 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.6600 1.6541 1.6322
R3 1.6490 1.6431 1.6291
R2 1.6380 1.6380 1.6281
R1 1.6321 1.6321 1.6271 1.6296
PP 1.6270 1.6270 1.6270 1.6258
S1 1.6211 1.6211 1.6251 1.6186
S2 1.6160 1.6160 1.6241
S3 1.6050 1.6101 1.6231
S4 1.5940 1.5991 1.6201
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.7041 1.6923 1.6411
R3 1.6769 1.6651 1.6336
R2 1.6497 1.6497 1.6311
R1 1.6379 1.6379 1.6286 1.6438
PP 1.6225 1.6225 1.6225 1.6255
S1 1.6107 1.6107 1.6236 1.6166
S2 1.5953 1.5953 1.6211
S3 1.5681 1.5835 1.6186
S4 1.5409 1.5563 1.6111
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6343 1.6071 0.0272 1.7% 0.0121 0.7% 70% False False 120,248
10 1.6343 1.6028 0.0315 1.9% 0.0133 0.8% 74% False False 107,367
20 1.6343 1.5959 0.0384 2.4% 0.0133 0.8% 79% False False 118,496
40 1.6343 1.5397 0.0946 5.8% 0.0143 0.9% 91% False False 121,077
60 1.6343 1.5335 0.1008 6.2% 0.0147 0.9% 92% False False 105,586
80 1.6343 1.5335 0.1008 6.2% 0.0147 0.9% 92% False False 79,638
100 1.6343 1.5335 0.1008 6.2% 0.0144 0.9% 92% False False 63,729
120 1.6343 1.5335 0.1008 6.2% 0.0140 0.9% 92% False False 53,116
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6798
2.618 1.6618
1.618 1.6508
1.000 1.6440
0.618 1.6398
HIGH 1.6330
0.618 1.6288
0.500 1.6275
0.382 1.6262
LOW 1.6220
0.618 1.6152
1.000 1.6110
1.618 1.6042
2.618 1.5932
4.250 1.5753
Fisher Pivots for day following 04-Mar-2011
Pivot 1 day 3 day
R1 1.6275 1.6279
PP 1.6270 1.6273
S1 1.6266 1.6267

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

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