CME British Pound Future June 2011


Trading Metrics calculated at close of trading on 23-Feb-2011
Day Change Summary
Previous Current
22-Feb-2011 23-Feb-2011 Change Change % Previous Week
Open 1.6223 1.6138 -0.0085 -0.5% 1.6027
High 1.6223 1.6260 0.0037 0.2% 1.6238
Low 1.6080 1.6138 0.0058 0.4% 1.5967
Close 1.6124 1.6180 0.0056 0.3% 1.6223
Range 0.0143 0.0122 -0.0021 -14.7% 0.0271
ATR 0.0117 0.0118 0.0001 1.2% 0.0000
Volume 825 351 -474 -57.5% 1,160
Daily Pivots for day following 23-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.6559 1.6491 1.6247
R3 1.6437 1.6369 1.6214
R2 1.6315 1.6315 1.6202
R1 1.6247 1.6247 1.6191 1.6281
PP 1.6193 1.6193 1.6193 1.6210
S1 1.6125 1.6125 1.6169 1.6159
S2 1.6071 1.6071 1.6158
S3 1.5949 1.6003 1.6146
S4 1.5827 1.5881 1.6113
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.6956 1.6860 1.6372
R3 1.6685 1.6589 1.6298
R2 1.6414 1.6414 1.6273
R1 1.6318 1.6318 1.6248 1.6366
PP 1.6143 1.6143 1.6143 1.6167
S1 1.6047 1.6047 1.6198 1.6095
S2 1.5872 1.5872 1.6173
S3 1.5601 1.5776 1.6148
S4 1.5330 1.5505 1.6074
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6260 1.5967 0.0293 1.8% 0.0130 0.8% 73% True False 391
10 1.6260 1.5944 0.0316 2.0% 0.0118 0.7% 75% True False 245
20 1.6260 1.5780 0.0480 3.0% 0.0110 0.7% 83% True False 194
40 1.6260 1.5355 0.0905 5.6% 0.0119 0.7% 91% True False 135
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 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6779
2.618 1.6579
1.618 1.6457
1.000 1.6382
0.618 1.6335
HIGH 1.6260
0.618 1.6213
0.500 1.6199
0.382 1.6185
LOW 1.6138
0.618 1.6063
1.000 1.6016
1.618 1.5941
2.618 1.5819
4.250 1.5620
Fisher Pivots for day following 23-Feb-2011
Pivot 1 day 3 day
R1 1.6199 1.6177
PP 1.6193 1.6173
S1 1.6186 1.6170

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

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