CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 28-Mar-2011
Day Change Summary
Previous Current
25-Mar-2011 28-Mar-2011 Change Change % Previous Week
Open 1.6000 1.5933 -0.0067 -0.4% 1.6249
High 1.6000 1.5933 -0.0067 -0.4% 1.6300
Low 1.5972 1.5933 -0.0039 -0.2% 1.5972
Close 1.5946 1.5933 -0.0013 -0.1% 1.5946
Range 0.0028 0.0000 -0.0028 -100.0% 0.0328
ATR 0.0076 0.0071 -0.0004 -5.9% 0.0000
Volume 1 2 1 100.0% 5
Daily Pivots for day following 28-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.5933 1.5933 1.5933
R3 1.5933 1.5933 1.5933
R2 1.5933 1.5933 1.5933
R1 1.5933 1.5933 1.5933 1.5933
PP 1.5933 1.5933 1.5933 1.5933
S1 1.5933 1.5933 1.5933 1.5933
S2 1.5933 1.5933 1.5933
S3 1.5933 1.5933 1.5933
S4 1.5933 1.5933 1.5933
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.7057 1.6829 1.6126
R3 1.6729 1.6501 1.6036
R2 1.6401 1.6401 1.6006
R1 1.6173 1.6173 1.5976 1.6123
PP 1.6073 1.6073 1.6073 1.6048
S1 1.5845 1.5845 1.5916 1.5795
S2 1.5745 1.5745 1.5886
S3 1.5417 1.5517 1.5856
S4 1.5089 1.5189 1.5766
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6300 1.5933 0.0367 2.3% 0.0006 0.0% 0% False True 1
10 1.6300 1.5933 0.0367 2.3% 0.0003 0.0% 0% False True 1
20 1.6300 1.5933 0.0367 2.3% 0.0002 0.0% 0% False True 1
40 1.6300 1.5933 0.0367 2.3% 0.0001 0.0% 0% False True 2
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 1.5933
2.618 1.5933
1.618 1.5933
1.000 1.5933
0.618 1.5933
HIGH 1.5933
0.618 1.5933
0.500 1.5933
0.382 1.5933
LOW 1.5933
0.618 1.5933
1.000 1.5933
1.618 1.5933
2.618 1.5933
4.250 1.5933
Fisher Pivots for day following 28-Mar-2011
Pivot 1 day 3 day
R1 1.5933 1.5985
PP 1.5933 1.5968
S1 1.5933 1.5950

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

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