CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 09-Mar-2011
Day Change Summary
Previous Current
08-Mar-2011 09-Mar-2011 Change Change % Previous Week
Open 1.6077 1.6094 0.0017 0.1% 1.6184
High 1.6077 1.6094 0.0017 0.1% 1.6246
Low 1.6077 1.6074 -0.0003 0.0% 1.6179
Close 1.6077 1.6110 0.0033 0.2% 1.6179
Range 0.0000 0.0020 0.0020 0.0067
ATR 0.0059 0.0056 -0.0003 -4.7% 0.0000
Volume 3 3 0 0.0% 15
Daily Pivots for day following 09-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.6153 1.6151 1.6121
R3 1.6133 1.6131 1.6116
R2 1.6113 1.6113 1.6114
R1 1.6111 1.6111 1.6112 1.6112
PP 1.6093 1.6093 1.6093 1.6093
S1 1.6091 1.6091 1.6108 1.6092
S2 1.6073 1.6073 1.6106
S3 1.6053 1.6071 1.6105
S4 1.6033 1.6051 1.6099
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.6402 1.6358 1.6216
R3 1.6335 1.6291 1.6197
R2 1.6268 1.6268 1.6191
R1 1.6224 1.6224 1.6185 1.6213
PP 1.6201 1.6201 1.6201 1.6196
S1 1.6157 1.6157 1.6173 1.6146
S2 1.6134 1.6134 1.6167
S3 1.6067 1.6090 1.6161
S4 1.6000 1.6023 1.6142
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6188 1.6074 0.0114 0.7% 0.0004 0.0% 32% False True 3
10 1.6246 1.6016 0.0230 1.4% 0.0002 0.0% 41% False False 3
20 1.6246 1.5939 0.0307 1.9% 0.0001 0.0% 56% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 1.6179
2.618 1.6146
1.618 1.6126
1.000 1.6114
0.618 1.6106
HIGH 1.6094
0.618 1.6086
0.500 1.6084
0.382 1.6082
LOW 1.6074
0.618 1.6062
1.000 1.6054
1.618 1.6042
2.618 1.6022
4.250 1.5989
Fisher Pivots for day following 09-Mar-2011
Pivot 1 day 3 day
R1 1.6101 1.6105
PP 1.6093 1.6100
S1 1.6084 1.6096

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

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