CME British Pound Future March 2011


Trading Metrics calculated at close of trading on 24-Nov-2010
Day Change Summary
Previous Current
23-Nov-2010 24-Nov-2010 Change Change % Previous Week
Open 1.5931 1.5776 -0.0155 -1.0% 1.6130
High 1.5932 1.5820 -0.0112 -0.7% 1.6130
Low 1.5748 1.5732 -0.0016 -0.1% 1.5830
Close 1.5766 1.5748 -0.0018 -0.1% 1.5959
Range 0.0184 0.0088 -0.0096 -52.2% 0.0300
ATR 0.0147 0.0143 -0.0004 -2.9% 0.0000
Volume 196 189 -7 -3.6% 1,142
Daily Pivots for day following 24-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.6031 1.5977 1.5796
R3 1.5943 1.5889 1.5772
R2 1.5855 1.5855 1.5764
R1 1.5801 1.5801 1.5756 1.5784
PP 1.5767 1.5767 1.5767 1.5758
S1 1.5713 1.5713 1.5740 1.5696
S2 1.5679 1.5679 1.5732
S3 1.5591 1.5625 1.5724
S4 1.5503 1.5537 1.5700
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 1.6081 1.5732 0.0349 2.2% 0.0151 1.0% 5% False True 181
10 1.6165 1.5732 0.0433 2.7% 0.0142 0.9% 4% False True 189
20 1.6264 1.5732 0.0532 3.4% 0.0144 0.9% 3% False True 154
40 1.6264 1.5632 0.0632 4.0% 0.0137 0.9% 18% False False 113
60 1.6264 1.5283 0.0981 6.2% 0.0121 0.8% 47% False False 87
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0032
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.6194
2.618 1.6050
1.618 1.5962
1.000 1.5908
0.618 1.5874
HIGH 1.5820
0.618 1.5786
0.500 1.5776
0.382 1.5766
LOW 1.5732
0.618 1.5678
1.000 1.5644
1.618 1.5590
2.618 1.5502
4.250 1.5358
Fisher Pivots for day following 24-Nov-2010
Pivot 1 day 3 day
R1 1.5776 1.5897
PP 1.5767 1.5847
S1 1.5757 1.5798

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

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