CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 28-Mar-2011
Day Change Summary
Previous Current
25-Mar-2011 28-Mar-2011 Change Change % Previous Week
Open 1.6031 1.5970 -0.0061 -0.4% 1.6175
High 1.6045 1.5970 -0.0075 -0.5% 1.6350
Low 1.5980 1.5926 -0.0054 -0.3% 1.5980
Close 1.5973 1.5960 -0.0013 -0.1% 1.5973
Range 0.0065 0.0044 -0.0021 -32.3% 0.0370
ATR 0.0089 0.0086 -0.0003 -3.4% 0.0000
Volume 23 12 -11 -47.8% 276
Daily Pivots for day following 28-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.6084 1.6066 1.5984
R3 1.6040 1.6022 1.5972
R2 1.5996 1.5996 1.5968
R1 1.5978 1.5978 1.5964 1.5965
PP 1.5952 1.5952 1.5952 1.5946
S1 1.5934 1.5934 1.5956 1.5921
S2 1.5908 1.5908 1.5952
S3 1.5864 1.5890 1.5948
S4 1.5820 1.5846 1.5936
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.7211 1.6962 1.6177
R3 1.6841 1.6592 1.6075
R2 1.6471 1.6471 1.6041
R1 1.6222 1.6222 1.6007 1.6162
PP 1.6101 1.6101 1.6101 1.6071
S1 1.5852 1.5852 1.5939 1.5792
S2 1.5731 1.5731 1.5905
S3 1.5361 1.5482 1.5871
S4 1.4991 1.5112 1.5770
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6350 1.5926 0.0424 2.7% 0.0081 0.5% 8% False True 53
10 1.6350 1.5926 0.0424 2.7% 0.0087 0.5% 8% False True 35
20 1.6350 1.5926 0.0424 2.7% 0.0047 0.3% 8% False True 19
40 1.6350 1.5926 0.0424 2.7% 0.0028 0.2% 8% False True 13
60 1.6350 1.5449 0.0901 5.6% 0.0021 0.1% 57% False False 9
Crabel Price Patterns
NR True
NR4 True
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 0.0007
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6157
2.618 1.6085
1.618 1.6041
1.000 1.6014
0.618 1.5997
HIGH 1.5970
0.618 1.5953
0.500 1.5948
0.382 1.5943
LOW 1.5926
0.618 1.5899
1.000 1.5882
1.618 1.5855
2.618 1.5811
4.250 1.5739
Fisher Pivots for day following 28-Mar-2011
Pivot 1 day 3 day
R1 1.5956 1.6066
PP 1.5952 1.6031
S1 1.5948 1.5995

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

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