CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 24-Jan-2011
Day Change Summary
Previous Current
21-Jan-2011 24-Jan-2011 Change Change % Previous Week
Open 1.5951 1.5945 -0.0006 0.0% 1.5840
High 1.5951 1.5945 -0.0006 0.0% 1.5951
Low 1.5951 1.5945 -0.0006 0.0% 1.5840
Close 1.5951 1.5945 -0.0006 0.0% 1.5951
Range
ATR 0.0074 0.0069 -0.0005 -6.6% 0.0000
Volume 3 3 0 0.0% 11
Daily Pivots for day following 24-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.5945 1.5945 1.5945
R3 1.5945 1.5945 1.5945
R2 1.5945 1.5945 1.5945
R1 1.5945 1.5945 1.5945 1.5945
PP 1.5945 1.5945 1.5945 1.5945
S1 1.5945 1.5945 1.5945 1.5945
S2 1.5945 1.5945 1.5945
S3 1.5945 1.5945 1.5945
S4 1.5945 1.5945 1.5945
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.6247 1.6210 1.6012
R3 1.6136 1.6099 1.5982
R2 1.6025 1.6025 1.5971
R1 1.5988 1.5988 1.5961 1.6007
PP 1.5914 1.5914 1.5914 1.5923
S1 1.5877 1.5877 1.5941 1.5896
S2 1.5803 1.5803 1.5931
S3 1.5692 1.5766 1.5920
S4 1.5581 1.5655 1.5890
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5951 1.5840 0.0111 0.7% 0.0022 0.1% 95% False False 2
10 1.5951 1.5533 0.0418 2.6% 0.0011 0.1% 99% False False 2
20 1.5951 1.5329 0.0622 3.9% 0.0006 0.0% 99% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.5945
2.618 1.5945
1.618 1.5945
1.000 1.5945
0.618 1.5945
HIGH 1.5945
0.618 1.5945
0.500 1.5945
0.382 1.5945
LOW 1.5945
0.618 1.5945
1.000 1.5945
1.618 1.5945
2.618 1.5945
4.250 1.5945
Fisher Pivots for day following 24-Jan-2011
Pivot 1 day 3 day
R1 1.5945 1.5932
PP 1.5945 1.5919
S1 1.5945 1.5906

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

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