CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 28-Feb-2011
Day Change Summary
Previous Current
25-Feb-2011 28-Feb-2011 Change Change % Previous Week
Open 1.6050 1.6200 0.0150 0.9% 1.6075
High 1.6050 1.6200 0.0150 0.9% 1.6235
Low 1.6050 1.6200 0.0150 0.9% 1.6050
Close 1.6050 1.6220 0.0170 1.1% 1.6050
Range
ATR 0.0071 0.0077 0.0006 7.9% 0.0000
Volume 5 5 0 0.0% 27
Daily Pivots for day following 28-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.6207 1.6213 1.6220
R3 1.6207 1.6213 1.6220
R2 1.6207 1.6207 1.6220
R1 1.6213 1.6213 1.6220 1.6210
PP 1.6207 1.6207 1.6207 1.6205
S1 1.6213 1.6213 1.6220 1.6210
S2 1.6207 1.6207 1.6220
S3 1.6207 1.6213 1.6220
S4 1.6207 1.6213 1.6220
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.6667 1.6543 1.6152
R3 1.6482 1.6358 1.6101
R2 1.6297 1.6297 1.6084
R1 1.6173 1.6173 1.6067 1.6143
PP 1.6112 1.6112 1.6112 1.6096
S1 1.5988 1.5988 1.6033 1.5958
S2 1.5927 1.5927 1.6016
S3 1.5742 1.5803 1.5999
S4 1.5557 1.5618 1.5948
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6235 1.6050 0.0185 1.1% 0.0009 0.1% 92% False False 6
10 1.6235 1.5929 0.0306 1.9% 0.0005 0.0% 95% False False 4
20 1.6235 1.5929 0.0306 1.9% 0.0009 0.1% 95% False False 6
40 1.6235 1.5449 0.0786 4.8% 0.0008 0.1% 98% 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 1.6200
2.618 1.6200
1.618 1.6200
1.000 1.6200
0.618 1.6200
HIGH 1.6200
0.618 1.6200
0.500 1.6200
0.382 1.6200
LOW 1.6200
0.618 1.6200
1.000 1.6200
1.618 1.6200
2.618 1.6200
4.250 1.6200
Fisher Pivots for day following 28-Feb-2011
Pivot 1 day 3 day
R1 1.6213 1.6188
PP 1.6207 1.6157
S1 1.6200 1.6125

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

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