CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 17-Mar-2011
Day Change Summary
Previous Current
16-Mar-2011 17-Mar-2011 Change Change % Previous Week
Open 1.6012 1.6060 0.0048 0.3% 1.6175
High 1.6078 1.6121 0.0043 0.3% 1.6175
Low 1.5961 1.6060 0.0099 0.6% 1.6029
Close 1.5990 1.6095 0.0105 0.7% 1.6026
Range 0.0117 0.0061 -0.0056 -47.9% 0.0146
ATR 0.0071 0.0076 0.0004 6.0% 0.0000
Volume 23 17 -6 -26.1% 17
Daily Pivots for day following 17-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.6275 1.6246 1.6129
R3 1.6214 1.6185 1.6112
R2 1.6153 1.6153 1.6106
R1 1.6124 1.6124 1.6101 1.6139
PP 1.6092 1.6092 1.6092 1.6099
S1 1.6063 1.6063 1.6089 1.6078
S2 1.6031 1.6031 1.6084
S3 1.5970 1.6002 1.6078
S4 1.5909 1.5941 1.6061
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% 0.0051 0.3% 78% False False 10
10 1.6222 1.5961 0.0261 1.6% 0.0033 0.2% 51% False False 6
20 1.6292 1.5961 0.0331 2.1% 0.0019 0.1% 40% False False 5
40 1.6292 1.5750 0.0542 3.4% 0.0014 0.1% 64% False False 6
60 1.6292 1.5325 0.0967 6.0% 0.0011 0.1% 80% False False 4
Crabel Price Patterns
NR True
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 0.0005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6380
2.618 1.6281
1.618 1.6220
1.000 1.6182
0.618 1.6159
HIGH 1.6121
0.618 1.6098
0.500 1.6091
0.382 1.6083
LOW 1.6060
0.618 1.6022
1.000 1.5999
1.618 1.5961
2.618 1.5900
4.250 1.5801
Fisher Pivots for day following 17-Mar-2011
Pivot 1 day 3 day
R1 1.6094 1.6077
PP 1.6092 1.6059
S1 1.6091 1.6041

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

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