CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 16-Mar-2011
Day Change Summary
Previous Current
15-Mar-2011 16-Mar-2011 Change Change % Previous Week
Open 1.6106 1.6012 -0.0094 -0.6% 1.6175
High 1.6106 1.6078 -0.0028 -0.2% 1.6175
Low 1.6031 1.5961 -0.0070 -0.4% 1.6029
Close 1.6053 1.5990 -0.0063 -0.4% 1.6026
Range 0.0075 0.0117 0.0042 56.0% 0.0146
ATR 0.0068 0.0071 0.0004 5.2% 0.0000
Volume 2 23 21 1,050.0% 17
Daily Pivots for day following 16-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.6361 1.6292 1.6054
R3 1.6244 1.6175 1.6022
R2 1.6127 1.6127 1.6011
R1 1.6058 1.6058 1.6001 1.6034
PP 1.6010 1.6010 1.6010 1.5998
S1 1.5941 1.5941 1.5979 1.5917
S2 1.5893 1.5893 1.5969
S3 1.5776 1.5824 1.5958
S4 1.5659 1.5707 1.5926
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.6515 1.6416 1.6106
R3 1.6369 1.6270 1.6066
R2 1.6223 1.6223 1.6053
R1 1.6124 1.6124 1.6039 1.6101
PP 1.6077 1.6077 1.6077 1.6065
S1 1.5978 1.5978 1.6013 1.5955
S2 1.5931 1.5931 1.5999
S3 1.5785 1.5832 1.5986
S4 1.5639 1.5686 1.5946
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6132 1.5961 0.0171 1.1% 0.0043 0.3% 17% False True 7
10 1.6292 1.5961 0.0331 2.1% 0.0027 0.2% 9% False True 5
20 1.6292 1.5961 0.0331 2.1% 0.0016 0.1% 9% False True 5
40 1.6292 1.5750 0.0542 3.4% 0.0012 0.1% 44% False False 5
60 1.6292 1.5325 0.0967 6.0% 0.0010 0.1% 69% False 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 0.0005
Widest range in 69 trading days
Fibonacci Retracements and Extensions
4.250 1.6575
2.618 1.6384
1.618 1.6267
1.000 1.6195
0.618 1.6150
HIGH 1.6078
0.618 1.6033
0.500 1.6020
0.382 1.6006
LOW 1.5961
0.618 1.5889
1.000 1.5844
1.618 1.5772
2.618 1.5655
4.250 1.5464
Fisher Pivots for day following 16-Mar-2011
Pivot 1 day 3 day
R1 1.6020 1.6047
PP 1.6010 1.6028
S1 1.6000 1.6009

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

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