CME British Pound Future June 2011

Trading Metrics calculated at close of trading on 27-Jan-2011

Day Change Summary
	Previous	Current
	26-Jan-2011	27-Jan-2011	Change	Change %	Previous Week
Open	1.5802	1.5908	0.0106	0.7%	1.5842
High	1.5913	1.5951	0.0038	0.2%	1.6035
Low	1.5780	1.5876	0.0096	0.6%	1.5819
Close	1.5859	1.5915	0.0056	0.4%	1.5978
Range	0.0133	0.0075	-0.0058	-43.6%	0.0216
ATR	0.0123	0.0121	-0.0002	-1.8%	0.0000
Volume	539	134	-405	-75.1%	369

Daily Pivots for day following 27-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6139	1.6102	1.5956
R3	1.6064	1.6027	1.5936
R2	1.5989	1.5989	1.5929
R1	1.5952	1.5952	1.5922	1.5971
PP	1.5914	1.5914	1.5914	1.5923
S1	1.5877	1.5877	1.5908	1.5896
S2	1.5839	1.5839	1.5901
S3	1.5764	1.5802	1.5894
S4	1.5689	1.5727	1.5874

Weekly Pivots for week ending 21-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6592	1.6501	1.6097
R3	1.6376	1.6285	1.6037
R2	1.6160	1.6160	1.6018
R1	1.6069	1.6069	1.5998	1.6115
PP	1.5944	1.5944	1.5944	1.5967
S1	1.5853	1.5853	1.5958	1.5899
S2	1.5728	1.5728	1.5938
S3	1.5512	1.5637	1.5919
S4	1.5296	1.5421	1.5859

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5983	1.5734	0.0249	1.6%	0.0124	0.8%	73%	False	False	165
10	1.6035	1.5707	0.0328	2.1%	0.0127	0.8%	63%	False	False	138
20	1.6035	1.5364	0.0671	4.2%	0.0132	0.8%	82%	False	False	106

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	0.0026
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.6270
2.618	1.6147
1.618	1.6072
1.000	1.6026
0.618	1.5997
HIGH	1.5951
0.618	1.5922
0.500	1.5914
0.382	1.5905
LOW	1.5876
0.618	1.5830
1.000	1.5801
1.618	1.5755
2.618	1.5680
4.250	1.5557

Fisher Pivots for day following 27-Jan-2011
Pivot	1 day	3 day
R1	1.5915	1.5896
PP	1.5914	1.5877
S1	1.5914	1.5859

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols