CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 16-Mar-2011
Day Change Summary
Previous Current
15-Mar-2011 16-Mar-2011 Change Change % Previous Week
Open 1.6026 1.5965 -0.0061 -0.4% 1.6117
High 1.6026 1.5965 -0.0061 -0.4% 1.6117
Low 1.6026 1.5965 -0.0061 -0.4% 1.5989
Close 1.6026 1.5965 -0.0061 -0.4% 1.5996
Range
ATR 0.0062 0.0062 0.0000 -0.2% 0.0000
Volume 1 1 0 0.0% 15
Daily Pivots for day following 16-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.5965 1.5965 1.5965
R3 1.5965 1.5965 1.5965
R2 1.5965 1.5965 1.5965
R1 1.5965 1.5965 1.5965 1.5965
PP 1.5965 1.5965 1.5965 1.5965
S1 1.5965 1.5965 1.5965 1.5965
S2 1.5965 1.5965 1.5965
S3 1.5965 1.5965 1.5965
S4 1.5965 1.5965 1.5965
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.6418 1.6335 1.6066
R3 1.6290 1.6207 1.6031
R2 1.6162 1.6162 1.6019
R1 1.6079 1.6079 1.6008 1.6057
PP 1.6034 1.6034 1.6034 1.6023
S1 1.5951 1.5951 1.5984 1.5929
S2 1.5906 1.5906 1.5973
S3 1.5778 1.5823 1.5961
S4 1.5650 1.5695 1.5926
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6102 1.5965 0.0137 0.9% 0.0000 0.0% 0% False True 1
10 1.6188 1.5965 0.0223 1.4% 0.0002 0.0% 0% False True 2
20 1.6246 1.5965 0.0281 1.8% 0.0001 0.0% 0% False True 2
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 1.5965
2.618 1.5965
1.618 1.5965
1.000 1.5965
0.618 1.5965
HIGH 1.5965
0.618 1.5965
0.500 1.5965
0.382 1.5965
LOW 1.5965
0.618 1.5965
1.000 1.5965
1.618 1.5965
2.618 1.5965
4.250 1.5965
Fisher Pivots for day following 16-Mar-2011
Pivot 1 day 3 day
R1 1.5965 1.6034
PP 1.5965 1.6011
S1 1.5965 1.5988

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

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