CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 21-Mar-2011
Day Change Summary
Previous Current
18-Mar-2011 21-Mar-2011 Change Change % Previous Week
Open 1.6036 1.6175 0.0139 0.9% 1.6132
High 1.6150 1.6274 0.0124 0.8% 1.6150
Low 1.6036 1.6175 0.0139 0.9% 1.5961
Close 1.6175 1.6277 0.0102 0.6% 1.6175
Range 0.0114 0.0099 -0.0015 -13.2% 0.0189
ATR 0.0078 0.0080 0.0001 1.9% 0.0000
Volume 20 20 0 0.0% 64
Daily Pivots for day following 21-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.6539 1.6507 1.6331
R3 1.6440 1.6408 1.6304
R2 1.6341 1.6341 1.6295
R1 1.6309 1.6309 1.6286 1.6325
PP 1.6242 1.6242 1.6242 1.6250
S1 1.6210 1.6210 1.6268 1.6226
S2 1.6143 1.6143 1.6259
S3 1.6044 1.6111 1.6250
S4 1.5945 1.6012 1.6223
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.6662 1.6608 1.6279
R3 1.6473 1.6419 1.6227
R2 1.6284 1.6284 1.6210
R1 1.6230 1.6230 1.6192 1.6257
PP 1.6095 1.6095 1.6095 1.6109
S1 1.6041 1.6041 1.6158 1.6068
S2 1.5906 1.5906 1.6140
S3 1.5717 1.5852 1.6123
S4 1.5528 1.5663 1.6071
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6274 1.5961 0.0313 1.9% 0.0093 0.6% 101% True False 16
10 1.6274 1.5961 0.0313 1.9% 0.0049 0.3% 101% True False 9
20 1.6292 1.5961 0.0331 2.0% 0.0029 0.2% 95% False False 7
40 1.6292 1.5750 0.0542 3.3% 0.0019 0.1% 97% False False 6
60 1.6292 1.5329 0.0963 5.9% 0.0015 0.1% 98% False False 5
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6695
2.618 1.6533
1.618 1.6434
1.000 1.6373
0.618 1.6335
HIGH 1.6274
0.618 1.6236
0.500 1.6225
0.382 1.6213
LOW 1.6175
0.618 1.6114
1.000 1.6076
1.618 1.6015
2.618 1.5916
4.250 1.5754
Fisher Pivots for day following 21-Mar-2011
Pivot 1 day 3 day
R1 1.6260 1.6236
PP 1.6242 1.6196
S1 1.6225 1.6155

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

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