CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 24-Mar-2011
Day Change Summary
Previous Current
23-Mar-2011 24-Mar-2011 Change Change % Previous Week
Open 1.6290 1.6206 -0.0084 -0.5% 1.6132
High 1.6290 1.6206 -0.0084 -0.5% 1.6150
Low 1.6179 1.6063 -0.0116 -0.7% 1.5961
Close 1.6201 1.6065 -0.0136 -0.8% 1.6175
Range 0.0111 0.0143 0.0032 28.8% 0.0189
ATR 0.0085 0.0089 0.0004 4.9% 0.0000
Volume 137 67 -70 -51.1% 64
Daily Pivots for day following 24-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.6540 1.6446 1.6144
R3 1.6397 1.6303 1.6104
R2 1.6254 1.6254 1.6091
R1 1.6160 1.6160 1.6078 1.6136
PP 1.6111 1.6111 1.6111 1.6099
S1 1.6017 1.6017 1.6052 1.5993
S2 1.5968 1.5968 1.6039
S3 1.5825 1.5874 1.6026
S4 1.5682 1.5731 1.5986
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 1.6350 1.6036 0.0314 2.0% 0.0102 0.6% 9% False False 54
10 1.6350 1.5961 0.0389 2.4% 0.0076 0.5% 27% False False 32
20 1.6350 1.5961 0.0389 2.4% 0.0042 0.3% 27% False False 18
40 1.6350 1.5825 0.0525 3.3% 0.0027 0.2% 46% False False 12
60 1.6350 1.5375 0.0975 6.1% 0.0020 0.1% 71% False False 9
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 75 trading days
Fibonacci Retracements and Extensions
4.250 1.6814
2.618 1.6580
1.618 1.6437
1.000 1.6349
0.618 1.6294
HIGH 1.6206
0.618 1.6151
0.500 1.6135
0.382 1.6118
LOW 1.6063
0.618 1.5975
1.000 1.5920
1.618 1.5832
2.618 1.5689
4.250 1.5455
Fisher Pivots for day following 24-Mar-2011
Pivot 1 day 3 day
R1 1.6135 1.6207
PP 1.6111 1.6159
S1 1.6088 1.6112

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

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