CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 03-Mar-2011
Day Change Summary
Previous Current
02-Mar-2011 03-Mar-2011 Change Change % Previous Week
Open 1.6281 1.6292 0.0011 0.1% 1.6075
High 1.6281 1.6292 0.0011 0.1% 1.6235
Low 1.6281 1.6292 0.0011 0.1% 1.6050
Close 1.6281 1.6224 -0.0057 -0.4% 1.6050
Range
ATR 0.0071 0.0067 -0.0004 -6.0% 0.0000
Volume 6 6 0 0.0% 27
Daily Pivots for day following 03-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.6269 1.6247 1.6224
R3 1.6269 1.6247 1.6224
R2 1.6269 1.6269 1.6224
R1 1.6247 1.6247 1.6224 1.6258
PP 1.6269 1.6269 1.6269 1.6275
S1 1.6247 1.6247 1.6224 1.6258
S2 1.6269 1.6269 1.6224
S3 1.6269 1.6247 1.6224
S4 1.6269 1.6247 1.6224
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 1.6292 1.6050 0.0242 1.5% 0.0000 0.0% 72% True False 5
10 1.6292 1.6050 0.0242 1.5% 0.0005 0.0% 72% True False 5
20 1.6292 1.5929 0.0363 2.2% 0.0003 0.0% 81% True False 6
40 1.6292 1.5449 0.0843 5.2% 0.0008 0.1% 92% True False 5
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 1.6292
2.618 1.6292
1.618 1.6292
1.000 1.6292
0.618 1.6292
HIGH 1.6292
0.618 1.6292
0.500 1.6292
0.382 1.6292
LOW 1.6292
0.618 1.6292
1.000 1.6292
1.618 1.6292
2.618 1.6292
4.250 1.6292
Fisher Pivots for day following 03-Mar-2011
Pivot 1 day 3 day
R1 1.6292 1.6254
PP 1.6269 1.6244
S1 1.6247 1.6234

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

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