CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 17-Feb-2011
Day Change Summary
Previous Current
16-Feb-2011 17-Feb-2011 Change Change % Previous Week
Open 1.6022 1.6122 0.0100 0.6% 1.6064
High 1.6022 1.6122 0.0100 0.6% 1.6064
Low 1.6022 1.6122 0.0100 0.6% 1.5931
Close 1.6045 1.6122 0.0077 0.5% 1.5972
Range
ATR 0.0068 0.0069 0.0001 0.9% 0.0000
Volume 2 2 0 0.0% 41
Daily Pivots for day following 17-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.6122 1.6122 1.6122
R3 1.6122 1.6122 1.6122
R2 1.6122 1.6122 1.6122
R1 1.6122 1.6122 1.6122 1.6122
PP 1.6122 1.6122 1.6122 1.6122
S1 1.6122 1.6122 1.6122 1.6122
S2 1.6122 1.6122 1.6122
S3 1.6122 1.6122 1.6122
S4 1.6122 1.6122 1.6122
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.6388 1.6313 1.6045
R3 1.6255 1.6180 1.6009
R2 1.6122 1.6122 1.5996
R1 1.6047 1.6047 1.5984 1.6018
PP 1.5989 1.5989 1.5989 1.5975
S1 1.5914 1.5914 1.5960 1.5885
S2 1.5856 1.5856 1.5948
S3 1.5723 1.5781 1.5935
S4 1.5590 1.5648 1.5899
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6122 1.5929 0.0193 1.2% 0.0000 0.0% 100% True False 2
10 1.6122 1.5929 0.0193 1.2% 0.0000 0.0% 100% True False 6
20 1.6170 1.5750 0.0420 2.6% 0.0009 0.1% 89% False False 6
40 1.6170 1.5325 0.0845 5.2% 0.0007 0.0% 94% False False 4
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.6122
2.618 1.6122
1.618 1.6122
1.000 1.6122
0.618 1.6122
HIGH 1.6122
0.618 1.6122
0.500 1.6122
0.382 1.6122
LOW 1.6122
0.618 1.6122
1.000 1.6122
1.618 1.6122
2.618 1.6122
4.250 1.6122
Fisher Pivots for day following 17-Feb-2011
Pivot 1 day 3 day
R1 1.6122 1.6105
PP 1.6122 1.6089
S1 1.6122 1.6072

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

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