CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 25-Mar-2011
Day Change Summary
Previous Current
24-Mar-2011 25-Mar-2011 Change Change % Previous Week
Open 1.6206 1.6031 -0.0175 -1.1% 1.6175
High 1.6206 1.6045 -0.0161 -1.0% 1.6350
Low 1.6063 1.5980 -0.0083 -0.5% 1.5980
Close 1.6065 1.5973 -0.0092 -0.6% 1.5973
Range 0.0143 0.0065 -0.0078 -54.5% 0.0370
ATR 0.0089 0.0089 0.0000 -0.3% 0.0000
Volume 67 23 -44 -65.7% 276
Daily Pivots for day following 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.6194 1.6149 1.6009
R3 1.6129 1.6084 1.5991
R2 1.6064 1.6064 1.5985
R1 1.6019 1.6019 1.5979 1.6009
PP 1.5999 1.5999 1.5999 1.5995
S1 1.5954 1.5954 1.5967 1.5944
S2 1.5934 1.5934 1.5961
S3 1.5869 1.5889 1.5955
S4 1.5804 1.5824 1.5937
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.7211 1.6962 1.6177
R3 1.6841 1.6592 1.6075
R2 1.6471 1.6471 1.6041
R1 1.6222 1.6222 1.6007 1.6162
PP 1.6101 1.6101 1.6101 1.6071
S1 1.5852 1.5852 1.5939 1.5792
S2 1.5731 1.5731 1.5905
S3 1.5361 1.5482 1.5871
S4 1.4991 1.5112 1.5770
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6350 1.5980 0.0370 2.3% 0.0092 0.6% -2% False True 55
10 1.6350 1.5961 0.0389 2.4% 0.0083 0.5% 3% False False 34
20 1.6350 1.5961 0.0389 2.4% 0.0045 0.3% 3% False False 19
40 1.6350 1.5825 0.0525 3.3% 0.0027 0.2% 28% False False 13
60 1.6350 1.5375 0.0975 6.1% 0.0021 0.1% 61% False False 9
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 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6321
2.618 1.6215
1.618 1.6150
1.000 1.6110
0.618 1.6085
HIGH 1.6045
0.618 1.6020
0.500 1.6013
0.382 1.6005
LOW 1.5980
0.618 1.5940
1.000 1.5915
1.618 1.5875
2.618 1.5810
4.250 1.5704
Fisher Pivots for day following 25-Mar-2011
Pivot 1 day 3 day
R1 1.6013 1.6135
PP 1.5999 1.6081
S1 1.5986 1.6027

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

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