CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 10-Mar-2011
Day Change Summary
Previous Current
09-Mar-2011 10-Mar-2011 Change Change % Previous Week
Open 1.6157 1.6050 -0.0107 -0.7% 1.6200
High 1.6157 1.6050 -0.0107 -0.7% 1.6292
Low 1.6157 1.6029 -0.0128 -0.8% 1.6180
Close 1.6144 1.6003 -0.0141 -0.9% 1.6213
Range 0.0000 0.0021 0.0021 0.0112
ATR 0.0061 0.0065 0.0004 6.3% 0.0000
Volume 1 2 1 100.0% 24
Daily Pivots for day following 10-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.6090 1.6068 1.6015
R3 1.6069 1.6047 1.6009
R2 1.6048 1.6048 1.6007
R1 1.6026 1.6026 1.6005 1.6027
PP 1.6027 1.6027 1.6027 1.6028
S1 1.6005 1.6005 1.6001 1.6006
S2 1.6006 1.6006 1.5999
S3 1.5985 1.5984 1.5997
S4 1.5964 1.5963 1.5991
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.6564 1.6501 1.6275
R3 1.6452 1.6389 1.6244
R2 1.6340 1.6340 1.6234
R1 1.6277 1.6277 1.6223 1.6309
PP 1.6228 1.6228 1.6228 1.6244
S1 1.6165 1.6165 1.6203 1.6197
S2 1.6116 1.6116 1.6192
S3 1.6004 1.6053 1.6182
S4 1.5892 1.5941 1.6151
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6222 1.6029 0.0193 1.2% 0.0015 0.1% -13% False True 2
10 1.6292 1.6029 0.0263 1.6% 0.0008 0.0% -10% False True 4
20 1.6292 1.5929 0.0363 2.3% 0.0006 0.0% 20% False False 4
40 1.6292 1.5713 0.0579 3.6% 0.0010 0.1% 50% False False 5
60 1.6292 1.5325 0.0967 6.0% 0.0007 0.0% 70% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6139
2.618 1.6105
1.618 1.6084
1.000 1.6071
0.618 1.6063
HIGH 1.6050
0.618 1.6042
0.500 1.6040
0.382 1.6037
LOW 1.6029
0.618 1.6016
1.000 1.6008
1.618 1.5995
2.618 1.5974
4.250 1.5940
Fisher Pivots for day following 10-Mar-2011
Pivot 1 day 3 day
R1 1.6040 1.6093
PP 1.6027 1.6063
S1 1.6015 1.6033

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

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