CME British Pound Future June 2011


Trading Metrics calculated at close of trading on 27-Jan-2011
Day Change Summary
Previous Current
26-Jan-2011 27-Jan-2011 Change Change % Previous Week
Open 1.5802 1.5908 0.0106 0.7% 1.5842
High 1.5913 1.5951 0.0038 0.2% 1.6035
Low 1.5780 1.5876 0.0096 0.6% 1.5819
Close 1.5859 1.5915 0.0056 0.4% 1.5978
Range 0.0133 0.0075 -0.0058 -43.6% 0.0216
ATR 0.0123 0.0121 -0.0002 -1.8% 0.0000
Volume 539 134 -405 -75.1% 369
Daily Pivots for day following 27-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.6139 1.6102 1.5956
R3 1.6064 1.6027 1.5936
R2 1.5989 1.5989 1.5929
R1 1.5952 1.5952 1.5922 1.5971
PP 1.5914 1.5914 1.5914 1.5923
S1 1.5877 1.5877 1.5908 1.5896
S2 1.5839 1.5839 1.5901
S3 1.5764 1.5802 1.5894
S4 1.5689 1.5727 1.5874
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.6592 1.6501 1.6097
R3 1.6376 1.6285 1.6037
R2 1.6160 1.6160 1.6018
R1 1.6069 1.6069 1.5998 1.6115
PP 1.5944 1.5944 1.5944 1.5967
S1 1.5853 1.5853 1.5958 1.5899
S2 1.5728 1.5728 1.5938
S3 1.5512 1.5637 1.5919
S4 1.5296 1.5421 1.5859
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5983 1.5734 0.0249 1.6% 0.0124 0.8% 73% False False 165
10 1.6035 1.5707 0.0328 2.1% 0.0127 0.8% 63% False False 138
20 1.6035 1.5364 0.0671 4.2% 0.0132 0.8% 82% False False 106
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 0.0026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6270
2.618 1.6147
1.618 1.6072
1.000 1.6026
0.618 1.5997
HIGH 1.5951
0.618 1.5922
0.500 1.5914
0.382 1.5905
LOW 1.5876
0.618 1.5830
1.000 1.5801
1.618 1.5755
2.618 1.5680
4.250 1.5557
Fisher Pivots for day following 27-Jan-2011
Pivot 1 day 3 day
R1 1.5915 1.5896
PP 1.5914 1.5877
S1 1.5914 1.5859

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

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