CME British Pound Future March 2011


Trading Metrics calculated at close of trading on 14-Oct-2010
Day Change Summary
Previous Current
13-Oct-2010 14-Oct-2010 Change Change % Previous Week
Open 1.5850 1.5894 0.0044 0.3% 1.5790
High 1.5890 1.6045 0.0155 1.0% 1.5995
Low 1.5800 1.5894 0.0094 0.6% 1.5740
Close 1.5874 1.5968 0.0094 0.6% 1.5931
Range 0.0090 0.0151 0.0061 67.8% 0.0255
ATR 0.0112 0.0117 0.0004 3.7% 0.0000
Volume 38 19 -19 -50.0% 197
Daily Pivots for day following 14-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.6422 1.6346 1.6051
R3 1.6271 1.6195 1.6010
R2 1.6120 1.6120 1.5996
R1 1.6044 1.6044 1.5982 1.6082
PP 1.5969 1.5969 1.5969 1.5988
S1 1.5893 1.5893 1.5954 1.5931
S2 1.5818 1.5818 1.5940
S3 1.5667 1.5742 1.5926
S4 1.5516 1.5591 1.5885
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.6654 1.6547 1.6071
R3 1.6399 1.6292 1.6001
R2 1.6144 1.6144 1.5978
R1 1.6037 1.6037 1.5954 1.6091
PP 1.5889 1.5889 1.5889 1.5915
S1 1.5782 1.5782 1.5908 1.5836
S2 1.5634 1.5634 1.5884
S3 1.5379 1.5527 1.5861
S4 1.5124 1.5272 1.5791
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6045 1.5750 0.0295 1.8% 0.0111 0.7% 74% True False 41
10 1.6045 1.5740 0.0305 1.9% 0.0111 0.7% 75% True False 37
20 1.6045 1.5495 0.0550 3.4% 0.0113 0.7% 86% True False 40
40 1.6045 1.5283 0.0762 4.8% 0.0079 0.5% 90% True False 28
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.6687
2.618 1.6440
1.618 1.6289
1.000 1.6196
0.618 1.6138
HIGH 1.6045
0.618 1.5987
0.500 1.5970
0.382 1.5952
LOW 1.5894
0.618 1.5801
1.000 1.5743
1.618 1.5650
2.618 1.5499
4.250 1.5252
Fisher Pivots for day following 14-Oct-2010
Pivot 1 day 3 day
R1 1.5970 1.5945
PP 1.5969 1.5921
S1 1.5969 1.5898

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

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