CME British Pound Future June 2011

Trading Metrics calculated at close of trading on 28-Feb-2011

Day Change Summary
	Previous	Current
	25-Feb-2011	28-Feb-2011	Change	Change %	Previous Week
Open	1.6098	1.6076	-0.0022	-0.1%	1.6223
High	1.6134	1.6255	0.0121	0.7%	1.6260
Low	1.6011	1.6064	0.0053	0.3%	1.6011
Close	1.6079	1.6250	0.0171	1.1%	1.6079
Range	0.0123	0.0191	0.0068	55.3%	0.0249
ATR	0.0121	0.0126	0.0005	4.1%	0.0000
Volume	524	376	-148	-28.2%	2,232

Daily Pivots for day following 28-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6763	1.6697	1.6355
R3	1.6572	1.6506	1.6303
R2	1.6381	1.6381	1.6285
R1	1.6315	1.6315	1.6268	1.6348
PP	1.6190	1.6190	1.6190	1.6206
S1	1.6124	1.6124	1.6232	1.6157
S2	1.5999	1.5999	1.6215
S3	1.5808	1.5933	1.6197
S4	1.5617	1.5742	1.6145

Weekly Pivots for week ending 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6864	1.6720	1.6216
R3	1.6615	1.6471	1.6147
R2	1.6366	1.6366	1.6125
R1	1.6222	1.6222	1.6102	1.6170
PP	1.6117	1.6117	1.6117	1.6090
S1	1.5973	1.5973	1.6056	1.5921
S2	1.5868	1.5868	1.6033
S3	1.5619	1.5724	1.6011
S4	1.5370	1.5475	1.5942

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6260	1.6011	0.0249	1.5%	0.0148	0.9%	96%	False	False	521
10	1.6260	1.5967	0.0293	1.8%	0.0135	0.8%	97%	False	False	376
20	1.6260	1.5857	0.0403	2.5%	0.0117	0.7%	98%	False	False	225
40	1.6260	1.5405	0.0855	5.3%	0.0125	0.8%	99%	False	False	169

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	0.0021
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.7067
2.618	1.6755
1.618	1.6564
1.000	1.6446
0.618	1.6373
HIGH	1.6255
0.618	1.6182
0.500	1.6160
0.382	1.6137
LOW	1.6064
0.618	1.5946
1.000	1.5873
1.618	1.5755
2.618	1.5564
4.250	1.5252

Fisher Pivots for day following 28-Feb-2011
Pivot	1 day	3 day
R1	1.6220	1.6211
PP	1.6190	1.6172
S1	1.6160	1.6133

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