CME British Pound Future June 2011


Trading Metrics calculated at close of trading on 01-Feb-2011
Day Change Summary
Previous Current
31-Jan-2011 01-Feb-2011 Change Change % Previous Week
Open 1.5859 1.6015 0.0156 1.0% 1.5963
High 1.6027 1.6122 0.0095 0.6% 1.5983
Low 1.5857 1.6010 0.0153 1.0% 1.5734
Close 1.6006 1.6119 0.0113 0.7% 1.5849
Range 0.0170 0.0112 -0.0058 -34.1% 0.0249
ATR 0.0126 0.0125 -0.0001 -0.6% 0.0000
Volume 46 47 1 2.2% 925
Daily Pivots for day following 01-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.6420 1.6381 1.6181
R3 1.6308 1.6269 1.6150
R2 1.6196 1.6196 1.6140
R1 1.6157 1.6157 1.6129 1.6177
PP 1.6084 1.6084 1.6084 1.6093
S1 1.6045 1.6045 1.6109 1.6065
S2 1.5972 1.5972 1.6098
S3 1.5860 1.5933 1.6088
S4 1.5748 1.5821 1.6057
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.6602 1.6475 1.5986
R3 1.6353 1.6226 1.5917
R2 1.6104 1.6104 1.5895
R1 1.5977 1.5977 1.5872 1.5916
PP 1.5855 1.5855 1.5855 1.5825
S1 1.5728 1.5728 1.5826 1.5667
S2 1.5606 1.5606 1.5803
S3 1.5357 1.5479 1.5781
S4 1.5108 1.5230 1.5712
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6122 1.5780 0.0342 2.1% 0.0124 0.8% 99% True False 179
10 1.6122 1.5734 0.0388 2.4% 0.0126 0.8% 99% True False 132
20 1.6122 1.5405 0.0717 4.4% 0.0128 0.8% 100% True 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 0.0023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6598
2.618 1.6415
1.618 1.6303
1.000 1.6234
0.618 1.6191
HIGH 1.6122
0.618 1.6079
0.500 1.6066
0.382 1.6053
LOW 1.6010
0.618 1.5941
1.000 1.5898
1.618 1.5829
2.618 1.5717
4.250 1.5534
Fisher Pivots for day following 01-Feb-2011
Pivot 1 day 3 day
R1 1.6101 1.6068
PP 1.6084 1.6017
S1 1.6066 1.5967

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

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