CME British Pound Future March 2011


Trading Metrics calculated at close of trading on 10-Mar-2011
Day Change Summary
Previous Current
09-Mar-2011 10-Mar-2011 Change Change % Previous Week
Open 1.6161 1.6199 0.0038 0.2% 1.6085
High 1.6244 1.6214 -0.0030 -0.2% 1.6343
Low 1.6136 1.6038 -0.0098 -0.6% 1.6071
Close 1.6193 1.6048 -0.0145 -0.9% 1.6261
Range 0.0108 0.0176 0.0068 63.0% 0.0272
ATR 0.0133 0.0136 0.0003 2.3% 0.0000
Volume 110,378 127,480 17,102 15.5% 601,244
Daily Pivots for day following 10-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.6628 1.6514 1.6145
R3 1.6452 1.6338 1.6096
R2 1.6276 1.6276 1.6080
R1 1.6162 1.6162 1.6064 1.6131
PP 1.6100 1.6100 1.6100 1.6085
S1 1.5986 1.5986 1.6032 1.5955
S2 1.5924 1.5924 1.6016
S3 1.5748 1.5810 1.6000
S4 1.5572 1.5634 1.5951
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 1.6340 1.6038 0.0302 1.9% 0.0128 0.8% 3% False True 112,347
10 1.6343 1.6028 0.0315 2.0% 0.0127 0.8% 6% False False 115,738
20 1.6343 1.5959 0.0384 2.4% 0.0136 0.8% 23% False False 118,085
40 1.6343 1.5575 0.0768 4.8% 0.0142 0.9% 62% False False 121,349
60 1.6343 1.5335 0.1008 6.3% 0.0146 0.9% 71% False False 108,708
80 1.6343 1.5335 0.1008 6.3% 0.0145 0.9% 71% False False 85,301
100 1.6343 1.5335 0.1008 6.3% 0.0145 0.9% 71% False False 68,265
120 1.6343 1.5335 0.1008 6.3% 0.0140 0.9% 71% False False 56,894
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 0.0026
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.6962
2.618 1.6675
1.618 1.6499
1.000 1.6390
0.618 1.6323
HIGH 1.6214
0.618 1.6147
0.500 1.6126
0.382 1.6105
LOW 1.6038
0.618 1.5929
1.000 1.5862
1.618 1.5753
2.618 1.5577
4.250 1.5290
Fisher Pivots for day following 10-Mar-2011
Pivot 1 day 3 day
R1 1.6126 1.6141
PP 1.6100 1.6110
S1 1.6074 1.6079

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

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