CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 31-Jan-2011
Day Change Summary
Previous Current
28-Jan-2011 31-Jan-2011 Change Change % Previous Week
Open 1.5825 1.5938 0.0113 0.7% 1.5945
High 1.5825 1.5985 0.0160 1.0% 1.5945
Low 1.5825 1.5938 0.0113 0.7% 1.5750
Close 1.5825 1.5981 0.0156 1.0% 1.5825
Range 0.0000 0.0047 0.0047 0.0195
ATR 0.0078 0.0084 0.0006 7.6% 0.0000
Volume 10 10 0 0.0% 24
Daily Pivots for day following 31-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.6109 1.6092 1.6007
R3 1.6062 1.6045 1.5994
R2 1.6015 1.6015 1.5990
R1 1.5998 1.5998 1.5985 1.6007
PP 1.5968 1.5968 1.5968 1.5972
S1 1.5951 1.5951 1.5977 1.5960
S2 1.5921 1.5921 1.5972
S3 1.5874 1.5904 1.5968
S4 1.5827 1.5857 1.5955
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 1.5985 1.5750 0.0235 1.5% 0.0016 0.1% 98% True False 6
10 1.5985 1.5750 0.0235 1.5% 0.0019 0.1% 98% True False 4
20 1.5985 1.5449 0.0536 3.4% 0.0010 0.1% 99% True False 3
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 0.0001
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.6185
2.618 1.6108
1.618 1.6061
1.000 1.6032
0.618 1.6014
HIGH 1.5985
0.618 1.5967
0.500 1.5962
0.382 1.5956
LOW 1.5938
0.618 1.5909
1.000 1.5891
1.618 1.5862
2.618 1.5815
4.250 1.5738
Fisher Pivots for day following 31-Jan-2011
Pivot 1 day 3 day
R1 1.5975 1.5956
PP 1.5968 1.5930
S1 1.5962 1.5905

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

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