CME British Pound Future March 2011


Trading Metrics calculated at close of trading on 19-Nov-2010
Day Change Summary
Previous Current
18-Nov-2010 19-Nov-2010 Change Change % Previous Week
Open 1.5900 1.6008 0.0108 0.7% 1.6130
High 1.6039 1.6081 0.0042 0.3% 1.6130
Low 1.5880 1.5927 0.0047 0.3% 1.5830
Close 1.6029 1.5959 -0.0070 -0.4% 1.5959
Range 0.0159 0.0154 -0.0005 -3.1% 0.0300
ATR 0.0142 0.0142 0.0001 0.6% 0.0000
Volume 143 274 131 91.6% 1,142
Daily Pivots for day following 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.6451 1.6359 1.6044
R3 1.6297 1.6205 1.6001
R2 1.6143 1.6143 1.5987
R1 1.6051 1.6051 1.5973 1.6020
PP 1.5989 1.5989 1.5989 1.5974
S1 1.5897 1.5897 1.5945 1.5866
S2 1.5835 1.5835 1.5931
S3 1.5681 1.5743 1.5917
S4 1.5527 1.5589 1.5874
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.6873 1.6716 1.6124
R3 1.6573 1.6416 1.6042
R2 1.6273 1.6273 1.6014
R1 1.6116 1.6116 1.5987 1.6045
PP 1.5973 1.5973 1.5973 1.5937
S1 1.5816 1.5816 1.5932 1.5745
S2 1.5673 1.5673 1.5904
S3 1.5373 1.5516 1.5877
S4 1.5073 1.5216 1.5794
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6130 1.5830 0.0300 1.9% 0.0143 0.9% 43% False False 228
10 1.6184 1.5830 0.0354 2.2% 0.0148 0.9% 36% False False 194
20 1.6264 1.5656 0.0608 3.8% 0.0143 0.9% 50% False False 162
40 1.6264 1.5632 0.0632 4.0% 0.0132 0.8% 52% False False 106
60 1.6264 1.5283 0.0981 6.1% 0.0114 0.7% 69% False False 79
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 0.0034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6736
2.618 1.6484
1.618 1.6330
1.000 1.6235
0.618 1.6176
HIGH 1.6081
0.618 1.6022
0.500 1.6004
0.382 1.5986
LOW 1.5927
0.618 1.5832
1.000 1.5773
1.618 1.5678
2.618 1.5524
4.250 1.5273
Fisher Pivots for day following 19-Nov-2010
Pivot 1 day 3 day
R1 1.6004 1.5966
PP 1.5989 1.5963
S1 1.5974 1.5961

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

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