CME British Pound Future June 2011


Trading Metrics calculated at close of trading on 09-Feb-2011
Day Change Summary
Previous Current
08-Feb-2011 09-Feb-2011 Change Change % Previous Week
Open 1.6083 1.6030 -0.0053 -0.3% 1.5859
High 1.6104 1.6083 -0.0021 -0.1% 1.6239
Low 1.6020 1.6030 0.0010 0.1% 1.5857
Close 1.6034 1.6073 0.0039 0.2% 1.6073
Range 0.0084 0.0053 -0.0031 -36.9% 0.0382
ATR 0.0114 0.0110 -0.0004 -3.8% 0.0000
Volume 156 21 -135 -86.5% 456
Daily Pivots for day following 09-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.6221 1.6200 1.6102
R3 1.6168 1.6147 1.6088
R2 1.6115 1.6115 1.6083
R1 1.6094 1.6094 1.6078 1.6105
PP 1.6062 1.6062 1.6062 1.6067
S1 1.6041 1.6041 1.6068 1.6052
S2 1.6009 1.6009 1.6063
S3 1.5956 1.5988 1.6058
S4 1.5903 1.5935 1.6044
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.7202 1.7020 1.6283
R3 1.6820 1.6638 1.6178
R2 1.6438 1.6438 1.6143
R1 1.6256 1.6256 1.6108 1.6347
PP 1.6056 1.6056 1.6056 1.6102
S1 1.5874 1.5874 1.6038 1.5965
S2 1.5674 1.5674 1.6003
S3 1.5292 1.5492 1.5968
S4 1.4910 1.5110 1.5863
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6239 1.6020 0.0219 1.4% 0.0079 0.5% 24% False False 79
10 1.6239 1.5811 0.0428 2.7% 0.0095 0.6% 61% False False 91
20 1.6239 1.5570 0.0669 4.2% 0.0116 0.7% 75% False False 112
40 1.6239 1.5337 0.0902 5.6% 0.0111 0.7% 82% False False 80
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 1.6308
2.618 1.6222
1.618 1.6169
1.000 1.6136
0.618 1.6116
HIGH 1.6083
0.618 1.6063
0.500 1.6057
0.382 1.6050
LOW 1.6030
0.618 1.5997
1.000 1.5977
1.618 1.5944
2.618 1.5891
4.250 1.5805
Fisher Pivots for day following 09-Feb-2011
Pivot 1 day 3 day
R1 1.6068 1.6089
PP 1.6062 1.6084
S1 1.6057 1.6078

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

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