CME British Pound Future March 2011


Trading Metrics calculated at close of trading on 14-Mar-2011
Day Change Summary
Previous Current
11-Mar-2011 14-Mar-2011 Change Change % Previous Week
Open 1.6063 1.6092 0.0029 0.2% 1.6277
High 1.6087 1.6150 0.0063 0.4% 1.6340
Low 1.5975 1.6029 0.0054 0.3% 1.5975
Close 1.6069 1.6143 0.0074 0.5% 1.6069
Range 0.0112 0.0121 0.0009 8.0% 0.0365
ATR 0.0134 0.0134 -0.0001 -0.7% 0.0000
Volume 35,031 4,776 -30,255 -86.4% 488,728
Daily Pivots for day following 14-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.6470 1.6428 1.6210
R3 1.6349 1.6307 1.6176
R2 1.6228 1.6228 1.6165
R1 1.6186 1.6186 1.6154 1.6207
PP 1.6107 1.6107 1.6107 1.6118
S1 1.6065 1.6065 1.6132 1.6086
S2 1.5986 1.5986 1.6121
S3 1.5865 1.5944 1.6110
S4 1.5744 1.5823 1.6076
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.7223 1.7011 1.6270
R3 1.6858 1.6646 1.6169
R2 1.6493 1.6493 1.6136
R1 1.6281 1.6281 1.6102 1.6205
PP 1.6128 1.6128 1.6128 1.6090
S1 1.5916 1.5916 1.6036 1.5840
S2 1.5763 1.5763 1.6002
S3 1.5398 1.5551 1.5969
S4 1.5033 1.5186 1.5868
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6244 1.5975 0.0269 1.7% 0.0121 0.7% 62% False False 75,204
10 1.6343 1.5975 0.0368 2.3% 0.0116 0.7% 46% False False 96,228
20 1.6343 1.5975 0.0368 2.3% 0.0134 0.8% 46% False False 107,270
40 1.6343 1.5745 0.0598 3.7% 0.0139 0.9% 67% False False 115,845
60 1.6343 1.5335 0.1008 6.2% 0.0143 0.9% 80% False False 105,691
80 1.6343 1.5335 0.1008 6.2% 0.0144 0.9% 80% False False 85,793
100 1.6343 1.5335 0.1008 6.2% 0.0144 0.9% 80% False False 68,662
120 1.6343 1.5335 0.1008 6.2% 0.0140 0.9% 80% False False 57,225
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0031
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6664
2.618 1.6467
1.618 1.6346
1.000 1.6271
0.618 1.6225
HIGH 1.6150
0.618 1.6104
0.500 1.6090
0.382 1.6075
LOW 1.6029
0.618 1.5954
1.000 1.5908
1.618 1.5833
2.618 1.5712
4.250 1.5515
Fisher Pivots for day following 14-Mar-2011
Pivot 1 day 3 day
R1 1.6125 1.6127
PP 1.6107 1.6111
S1 1.6090 1.6095

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

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