CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 04-Feb-2011
Day Change Summary
Previous Current
03-Feb-2011 04-Feb-2011 Change Change % Previous Week
Open 1.6170 1.6042 -0.0128 -0.8% 1.5938
High 1.6170 1.6042 -0.0128 -0.8% 1.6170
Low 1.6150 1.6042 -0.0108 -0.7% 1.5938
Close 1.6095 1.6042 -0.0053 -0.3% 1.6042
Range 0.0020 0.0000 -0.0020 -100.0% 0.0232
ATR 0.0080 0.0078 -0.0002 -2.4% 0.0000
Volume 14 13 -1 -7.1% 53
Daily Pivots for day following 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.6042 1.6042 1.6042
R3 1.6042 1.6042 1.6042
R2 1.6042 1.6042 1.6042
R1 1.6042 1.6042 1.6042 1.6042
PP 1.6042 1.6042 1.6042 1.6042
S1 1.6042 1.6042 1.6042 1.6042
S2 1.6042 1.6042 1.6042
S3 1.6042 1.6042 1.6042
S4 1.6042 1.6042 1.6042
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.6746 1.6626 1.6170
R3 1.6514 1.6394 1.6106
R2 1.6282 1.6282 1.6085
R1 1.6162 1.6162 1.6063 1.6222
PP 1.6050 1.6050 1.6050 1.6080
S1 1.5930 1.5930 1.6021 1.5990
S2 1.5818 1.5818 1.5999
S3 1.5586 1.5698 1.5978
S4 1.5354 1.5466 1.5914
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6170 1.5938 0.0232 1.4% 0.0028 0.2% 45% False False 10
10 1.6170 1.5750 0.0420 2.6% 0.0018 0.1% 70% False False 7
20 1.6170 1.5503 0.0667 4.2% 0.0014 0.1% 81% False False 5
40 1.6170 1.5325 0.0845 5.3% 0.0010 0.1% 85% False False 3
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6042
2.618 1.6042
1.618 1.6042
1.000 1.6042
0.618 1.6042
HIGH 1.6042
0.618 1.6042
0.500 1.6042
0.382 1.6042
LOW 1.6042
0.618 1.6042
1.000 1.6042
1.618 1.6042
2.618 1.6042
4.250 1.6042
Fisher Pivots for day following 04-Feb-2011
Pivot 1 day 3 day
R1 1.6042 1.6106
PP 1.6042 1.6085
S1 1.6042 1.6063

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

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