CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 28-Jan-2011
Day Change Summary
Previous Current
27-Jan-2011 28-Jan-2011 Change Change % Previous Week
Open 1.5895 1.5825 -0.0070 -0.4% 1.5945
High 1.5920 1.5825 -0.0095 -0.6% 1.5945
Low 1.5885 1.5825 -0.0060 -0.4% 1.5750
Close 1.5890 1.5825 -0.0065 -0.4% 1.5825
Range 0.0035 0.0000 -0.0035 -100.0% 0.0195
ATR 0.0079 0.0078 -0.0001 -1.2% 0.0000
Volume 4 10 6 150.0% 24
Daily Pivots for day following 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.5825 1.5825 1.5825
R3 1.5825 1.5825 1.5825
R2 1.5825 1.5825 1.5825
R1 1.5825 1.5825 1.5825 1.5825
PP 1.5825 1.5825 1.5825 1.5825
S1 1.5825 1.5825 1.5825 1.5825
S2 1.5825 1.5825 1.5825
S3 1.5825 1.5825 1.5825
S4 1.5825 1.5825 1.5825
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.6425 1.6320 1.5932
R3 1.6230 1.6125 1.5879
R2 1.6035 1.6035 1.5861
R1 1.5930 1.5930 1.5843 1.5885
PP 1.5840 1.5840 1.5840 1.5818
S1 1.5735 1.5735 1.5807 1.5690
S2 1.5645 1.5645 1.5789
S3 1.5450 1.5540 1.5771
S4 1.5255 1.5345 1.5718
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5945 1.5750 0.0195 1.2% 0.0007 0.0% 38% False False 4
10 1.5951 1.5750 0.0201 1.3% 0.0015 0.1% 37% False False 3
20 1.5951 1.5449 0.0502 3.2% 0.0007 0.0% 75% False False 2
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5825
2.618 1.5825
1.618 1.5825
1.000 1.5825
0.618 1.5825
HIGH 1.5825
0.618 1.5825
0.500 1.5825
0.382 1.5825
LOW 1.5825
0.618 1.5825
1.000 1.5825
1.618 1.5825
2.618 1.5825
4.250 1.5825
Fisher Pivots for day following 28-Jan-2011
Pivot 1 day 3 day
R1 1.5825 1.5873
PP 1.5825 1.5857
S1 1.5825 1.5841

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

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