CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 29-Mar-2011
Day Change Summary
Previous Current
28-Mar-2011 29-Mar-2011 Change Change % Previous Week
Open 1.5970 1.5910 -0.0060 -0.4% 1.6175
High 1.5970 1.5913 -0.0057 -0.4% 1.6350
Low 1.5926 1.5910 -0.0016 -0.1% 1.5980
Close 1.5960 1.5950 -0.0010 -0.1% 1.5973
Range 0.0044 0.0003 -0.0041 -93.2% 0.0370
ATR 0.0086 0.0083 -0.0003 -3.0% 0.0000
Volume 12 38 26 216.7% 276
Daily Pivots for day following 29-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.5933 1.5945 1.5952
R3 1.5930 1.5942 1.5951
R2 1.5927 1.5927 1.5951
R1 1.5939 1.5939 1.5950 1.5933
PP 1.5924 1.5924 1.5924 1.5922
S1 1.5936 1.5936 1.5950 1.5930
S2 1.5921 1.5921 1.5949
S3 1.5918 1.5933 1.5949
S4 1.5915 1.5930 1.5948
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 1.6290 1.5910 0.0380 2.4% 0.0073 0.5% 11% False True 55
10 1.6350 1.5910 0.0440 2.8% 0.0080 0.5% 9% False True 38
20 1.6350 1.5910 0.0440 2.8% 0.0048 0.3% 9% False True 21
40 1.6350 1.5910 0.0440 2.8% 0.0027 0.2% 9% False True 13
60 1.6350 1.5449 0.0901 5.6% 0.0021 0.1% 56% False False 10
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 11 trading days
Fibonacci Retracements and Extensions
4.250 1.5926
2.618 1.5921
1.618 1.5918
1.000 1.5916
0.618 1.5915
HIGH 1.5913
0.618 1.5912
0.500 1.5912
0.382 1.5911
LOW 1.5910
0.618 1.5908
1.000 1.5907
1.618 1.5905
2.618 1.5902
4.250 1.5897
Fisher Pivots for day following 29-Mar-2011
Pivot 1 day 3 day
R1 1.5937 1.5978
PP 1.5924 1.5968
S1 1.5912 1.5959

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

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