CME British Pound Future June 2011


Trading Metrics calculated at close of trading on 04-Mar-2011
Day Change Summary
Previous Current
03-Mar-2011 04-Mar-2011 Change Change % Previous Week
Open 1.6313 1.6262 -0.0051 -0.3% 1.6076
High 1.6313 1.6312 -0.0001 0.0% 1.6326
Low 1.6236 1.6200 -0.0036 -0.2% 1.6064
Close 1.6255 1.6243 -0.0012 -0.1% 1.6243
Range 0.0077 0.0112 0.0035 45.5% 0.0262
ATR 0.0121 0.0120 -0.0001 -0.5% 0.0000
Volume 1,898 2,955 1,057 55.7% 6,728
Daily Pivots for day following 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.6588 1.6527 1.6305
R3 1.6476 1.6415 1.6274
R2 1.6364 1.6364 1.6264
R1 1.6303 1.6303 1.6253 1.6278
PP 1.6252 1.6252 1.6252 1.6239
S1 1.6191 1.6191 1.6233 1.6166
S2 1.6140 1.6140 1.6222
S3 1.6028 1.6079 1.6212
S4 1.5916 1.5967 1.6181
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.6997 1.6882 1.6387
R3 1.6735 1.6620 1.6315
R2 1.6473 1.6473 1.6291
R1 1.6358 1.6358 1.6267 1.6416
PP 1.6211 1.6211 1.6211 1.6240
S1 1.6096 1.6096 1.6219 1.6154
S2 1.5949 1.5949 1.6195
S3 1.5687 1.5834 1.6171
S4 1.5425 1.5572 1.6099
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6326 1.6064 0.0262 1.6% 0.0120 0.7% 68% False False 1,345
10 1.6326 1.6011 0.0315 1.9% 0.0124 0.8% 74% False False 902
20 1.6326 1.5944 0.0382 2.4% 0.0117 0.7% 78% False False 525
40 1.6326 1.5405 0.0921 5.7% 0.0119 0.7% 91% False False 317
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6788
2.618 1.6605
1.618 1.6493
1.000 1.6424
0.618 1.6381
HIGH 1.6312
0.618 1.6269
0.500 1.6256
0.382 1.6243
LOW 1.6200
0.618 1.6131
1.000 1.6088
1.618 1.6019
2.618 1.5907
4.250 1.5724
Fisher Pivots for day following 04-Mar-2011
Pivot 1 day 3 day
R1 1.6256 1.6262
PP 1.6252 1.6255
S1 1.6247 1.6249

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

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