CME British Pound Future June 2011


Trading Metrics calculated at close of trading on 14-Jan-2011
Day Change Summary
Previous Current
13-Jan-2011 14-Jan-2011 Change Change % Previous Week
Open 1.5759 1.5815 0.0056 0.4% 1.5544
High 1.5850 1.5855 0.0005 0.0% 1.5855
Low 1.5707 1.5792 0.0085 0.5% 1.5461
Close 1.5819 1.5858 0.0039 0.2% 1.5858
Range 0.0143 0.0063 -0.0080 -55.9% 0.0394
ATR 0.0113 0.0109 -0.0004 -3.2% 0.0000
Volume 120 100 -20 -16.7% 428
Daily Pivots for day following 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.6024 1.6004 1.5893
R3 1.5961 1.5941 1.5875
R2 1.5898 1.5898 1.5870
R1 1.5878 1.5878 1.5864 1.5888
PP 1.5835 1.5835 1.5835 1.5840
S1 1.5815 1.5815 1.5852 1.5825
S2 1.5772 1.5772 1.5846
S3 1.5709 1.5752 1.5841
S4 1.5646 1.5689 1.5823
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.6907 1.6776 1.6075
R3 1.6513 1.6382 1.5966
R2 1.6119 1.6119 1.5930
R1 1.5988 1.5988 1.5894 1.6054
PP 1.5725 1.5725 1.5725 1.5757
S1 1.5594 1.5594 1.5822 1.5660
S2 1.5331 1.5331 1.5786
S3 1.4937 1.5200 1.5750
S4 1.4543 1.4806 1.5641
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5855 1.5461 0.0394 2.5% 0.0116 0.7% 101% True False 85
10 1.5855 1.5405 0.0450 2.8% 0.0122 0.8% 101% True False 88
20 1.5855 1.5337 0.0518 3.3% 0.0107 0.7% 101% True False 61
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0021
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.6123
2.618 1.6020
1.618 1.5957
1.000 1.5918
0.618 1.5894
HIGH 1.5855
0.618 1.5831
0.500 1.5824
0.382 1.5816
LOW 1.5792
0.618 1.5753
1.000 1.5729
1.618 1.5690
2.618 1.5627
4.250 1.5524
Fisher Pivots for day following 14-Jan-2011
Pivot 1 day 3 day
R1 1.5847 1.5810
PP 1.5835 1.5761
S1 1.5824 1.5713

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

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