CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 10-Mar-2011
Day Change Summary
Previous Current
09-Mar-2011 10-Mar-2011 Change Change % Previous Week
Open 1.6094 1.5989 -0.0105 -0.7% 1.6184
High 1.6094 1.5989 -0.0105 -0.7% 1.6246
Low 1.6074 1.5989 -0.0085 -0.5% 1.6179
Close 1.6110 1.5970 -0.0140 -0.9% 1.6179
Range 0.0020 0.0000 -0.0020 -100.0% 0.0067
ATR 0.0056 0.0060 0.0005 8.4% 0.0000
Volume 3 5 2 66.7% 15
Daily Pivots for day following 10-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.5983 1.5976 1.5970
R3 1.5983 1.5976 1.5970
R2 1.5983 1.5983 1.5970
R1 1.5976 1.5976 1.5970 1.5980
PP 1.5983 1.5983 1.5983 1.5984
S1 1.5976 1.5976 1.5970 1.5980
S2 1.5983 1.5983 1.5970
S3 1.5983 1.5976 1.5970
S4 1.5983 1.5976 1.5970
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 1.6179 1.5989 0.0190 1.2% 0.0004 0.0% -10% False True 3
10 1.6246 1.5989 0.0257 1.6% 0.0002 0.0% -7% False True 3
20 1.6246 1.5939 0.0307 1.9% 0.0001 0.0% 10% False False 3
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5989
2.618 1.5989
1.618 1.5989
1.000 1.5989
0.618 1.5989
HIGH 1.5989
0.618 1.5989
0.500 1.5989
0.382 1.5989
LOW 1.5989
0.618 1.5989
1.000 1.5989
1.618 1.5989
2.618 1.5989
4.250 1.5989
Fisher Pivots for day following 10-Mar-2011
Pivot 1 day 3 day
R1 1.5989 1.6042
PP 1.5983 1.6018
S1 1.5976 1.5994

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

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