CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 09-Mar-2011
Day Change Summary
Previous Current
08-Mar-2011 09-Mar-2011 Change Change % Previous Week
Open 1.6120 1.6157 0.0037 0.2% 1.6200
High 1.6120 1.6157 0.0037 0.2% 1.6292
Low 1.6120 1.6157 0.0037 0.2% 1.6180
Close 1.6111 1.6144 0.0033 0.2% 1.6213
Range
ATR 0.0062 0.0061 -0.0001 -1.8% 0.0000
Volume 6 1 -5 -83.3% 24
Daily Pivots for day following 09-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.6153 1.6148 1.6144
R3 1.6153 1.6148 1.6144
R2 1.6153 1.6153 1.6144
R1 1.6148 1.6148 1.6144 1.6151
PP 1.6153 1.6153 1.6153 1.6154
S1 1.6148 1.6148 1.6144 1.6151
S2 1.6153 1.6153 1.6144
S3 1.6153 1.6148 1.6144
S4 1.6153 1.6148 1.6144
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.6564 1.6501 1.6275
R3 1.6452 1.6389 1.6244
R2 1.6340 1.6340 1.6234
R1 1.6277 1.6277 1.6223 1.6309
PP 1.6228 1.6228 1.6228 1.6244
S1 1.6165 1.6165 1.6203 1.6197
S2 1.6116 1.6116 1.6192
S3 1.6004 1.6053 1.6182
S4 1.5892 1.5941 1.6151
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6292 1.6120 0.0172 1.1% 0.0011 0.1% 14% False False 3
10 1.6292 1.6050 0.0242 1.5% 0.0006 0.0% 39% False False 4
20 1.6292 1.5929 0.0363 2.2% 0.0005 0.0% 59% False False 4
40 1.6292 1.5551 0.0741 4.6% 0.0010 0.1% 80% False False 5
60 1.6292 1.5325 0.0967 6.0% 0.0008 0.1% 85% False False 4
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.6157
2.618 1.6157
1.618 1.6157
1.000 1.6157
0.618 1.6157
HIGH 1.6157
0.618 1.6157
0.500 1.6157
0.382 1.6157
LOW 1.6157
0.618 1.6157
1.000 1.6157
1.618 1.6157
2.618 1.6157
4.250 1.6157
Fisher Pivots for day following 09-Mar-2011
Pivot 1 day 3 day
R1 1.6157 1.6148
PP 1.6153 1.6146
S1 1.6148 1.6145

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

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