CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 02-Feb-2011
Day Change Summary
Previous Current
01-Feb-2011 02-Feb-2011 Change Change % Previous Week
Open 1.6037 1.6118 0.0081 0.5% 1.5945
High 1.6100 1.6118 0.0018 0.1% 1.5945
Low 1.6027 1.6118 0.0091 0.6% 1.5750
Close 1.6092 1.6118 0.0026 0.2% 1.5825
Range 0.0073 0.0000 -0.0073 -100.0% 0.0195
ATR 0.0086 0.0082 -0.0004 -5.0% 0.0000
Volume 2 14 12 600.0% 24
Daily Pivots for day following 02-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.6118 1.6118 1.6118
R3 1.6118 1.6118 1.6118
R2 1.6118 1.6118 1.6118
R1 1.6118 1.6118 1.6118 1.6118
PP 1.6118 1.6118 1.6118 1.6118
S1 1.6118 1.6118 1.6118 1.6118
S2 1.6118 1.6118 1.6118
S3 1.6118 1.6118 1.6118
S4 1.6118 1.6118 1.6118
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.6425 1.6320 1.5932
R3 1.6230 1.6125 1.5879
R2 1.6035 1.6035 1.5861
R1 1.5930 1.5930 1.5843 1.5885
PP 1.5840 1.5840 1.5840 1.5818
S1 1.5735 1.5735 1.5807 1.5690
S2 1.5645 1.5645 1.5789
S3 1.5450 1.5540 1.5771
S4 1.5255 1.5345 1.5718
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6118 1.5825 0.0293 1.8% 0.0031 0.2% 100% True False 8
10 1.6118 1.5750 0.0368 2.3% 0.0016 0.1% 100% True False 5
20 1.6118 1.5449 0.0669 4.2% 0.0013 0.1% 100% True False 3
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 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6118
2.618 1.6118
1.618 1.6118
1.000 1.6118
0.618 1.6118
HIGH 1.6118
0.618 1.6118
0.500 1.6118
0.382 1.6118
LOW 1.6118
0.618 1.6118
1.000 1.6118
1.618 1.6118
2.618 1.6118
4.250 1.6118
Fisher Pivots for day following 02-Feb-2011
Pivot 1 day 3 day
R1 1.6118 1.6088
PP 1.6118 1.6058
S1 1.6118 1.6028

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

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