CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 23-Feb-2011
Day Change Summary
Previous Current
22-Feb-2011 23-Feb-2011 Change Change % Previous Week
Open 1.6075 1.6235 0.0160 1.0% 1.5929
High 1.6075 1.6235 0.0160 1.0% 1.6140
Low 1.6075 1.6190 0.0115 0.7% 1.5929
Close 1.6090 1.6147 0.0057 0.4% 1.6190
Range 0.0000 0.0045 0.0045 0.0211
ATR 0.0069 0.0074 0.0005 8.0% 0.0000
Volume 11 5 -6 -54.5% 9
Daily Pivots for day following 23-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.6326 1.6281 1.6172
R3 1.6281 1.6236 1.6159
R2 1.6236 1.6236 1.6155
R1 1.6191 1.6191 1.6151 1.6191
PP 1.6191 1.6191 1.6191 1.6191
S1 1.6146 1.6146 1.6143 1.6146
S2 1.6146 1.6146 1.6139
S3 1.6101 1.6101 1.6135
S4 1.6056 1.6056 1.6122
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.6719 1.6666 1.6306
R3 1.6508 1.6455 1.6248
R2 1.6297 1.6297 1.6229
R1 1.6244 1.6244 1.6209 1.6271
PP 1.6086 1.6086 1.6086 1.6100
S1 1.6033 1.6033 1.6171 1.6060
S2 1.5875 1.5875 1.6151
S3 1.5664 1.5822 1.6132
S4 1.5453 1.5611 1.6074
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6235 1.6022 0.0213 1.3% 0.0009 0.1% 59% True False 4
10 1.6235 1.5929 0.0306 1.9% 0.0005 0.0% 71% True False 4
20 1.6235 1.5825 0.0410 2.5% 0.0011 0.1% 79% True False 6
40 1.6235 1.5329 0.0906 5.6% 0.0008 0.1% 90% True False 4
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 0.0000
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.6426
2.618 1.6353
1.618 1.6308
1.000 1.6280
0.618 1.6263
HIGH 1.6235
0.618 1.6218
0.500 1.6213
0.382 1.6207
LOW 1.6190
0.618 1.6162
1.000 1.6145
1.618 1.6117
2.618 1.6072
4.250 1.5999
Fisher Pivots for day following 23-Feb-2011
Pivot 1 day 3 day
R1 1.6213 1.6155
PP 1.6191 1.6152
S1 1.6169 1.6150

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

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