CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 18-Mar-2011
Day Change Summary
Previous Current
17-Mar-2011 18-Mar-2011 Change Change % Previous Week
Open 1.6060 1.6036 -0.0024 -0.1% 1.6132
High 1.6121 1.6150 0.0029 0.2% 1.6150
Low 1.6060 1.6036 -0.0024 -0.1% 1.5961
Close 1.6095 1.6175 0.0080 0.5% 1.6175
Range 0.0061 0.0114 0.0053 86.9% 0.0189
ATR 0.0076 0.0078 0.0003 3.6% 0.0000
Volume 17 20 3 17.6% 64
Daily Pivots for day following 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.6462 1.6433 1.6238
R3 1.6348 1.6319 1.6206
R2 1.6234 1.6234 1.6196
R1 1.6205 1.6205 1.6185 1.6220
PP 1.6120 1.6120 1.6120 1.6128
S1 1.6091 1.6091 1.6165 1.6106
S2 1.6006 1.6006 1.6154
S3 1.5892 1.5977 1.6144
S4 1.5778 1.5863 1.6112
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.6662 1.6608 1.6279
R3 1.6473 1.6419 1.6227
R2 1.6284 1.6284 1.6210
R1 1.6230 1.6230 1.6192 1.6257
PP 1.6095 1.6095 1.6095 1.6109
S1 1.6041 1.6041 1.6158 1.6068
S2 1.5906 1.5906 1.6140
S3 1.5717 1.5852 1.6123
S4 1.5528 1.5663 1.6071
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6150 1.5961 0.0189 1.2% 0.0073 0.5% 113% True False 12
10 1.6175 1.5961 0.0214 1.3% 0.0040 0.2% 100% False False 8
20 1.6292 1.5961 0.0331 2.0% 0.0024 0.2% 65% False False 6
40 1.6292 1.5750 0.0542 3.4% 0.0017 0.1% 78% False False 6
60 1.6292 1.5325 0.0967 6.0% 0.0013 0.1% 88% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6635
2.618 1.6448
1.618 1.6334
1.000 1.6264
0.618 1.6220
HIGH 1.6150
0.618 1.6106
0.500 1.6093
0.382 1.6080
LOW 1.6036
0.618 1.5966
1.000 1.5922
1.618 1.5852
2.618 1.5738
4.250 1.5552
Fisher Pivots for day following 18-Mar-2011
Pivot 1 day 3 day
R1 1.6148 1.6135
PP 1.6120 1.6095
S1 1.6093 1.6056

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

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