CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 22-Mar-2011
Day Change Summary
Previous Current
21-Mar-2011 22-Mar-2011 Change Change % Previous Week
Open 1.6249 1.6300 0.0051 0.3% 1.6102
High 1.6249 1.6300 0.0051 0.3% 1.6147
Low 1.6249 1.6300 0.0051 0.3% 1.5965
Close 1.6249 1.6306 0.0057 0.4% 1.6147
Range
ATR 0.0069 0.0068 -0.0001 -1.8% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 22-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.6302 1.6304 1.6306
R3 1.6302 1.6304 1.6306
R2 1.6302 1.6302 1.6306
R1 1.6304 1.6304 1.6306 1.6303
PP 1.6302 1.6302 1.6302 1.6302
S1 1.6304 1.6304 1.6306 1.6303
S2 1.6302 1.6302 1.6306
S3 1.6302 1.6304 1.6306
S4 1.6302 1.6304 1.6306
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.6632 1.6572 1.6247
R3 1.6450 1.6390 1.6197
R2 1.6268 1.6268 1.6180
R1 1.6208 1.6208 1.6164 1.6238
PP 1.6086 1.6086 1.6086 1.6102
S1 1.6026 1.6026 1.6130 1.6056
S2 1.5904 1.5904 1.6114
S3 1.5722 1.5844 1.6097
S4 1.5540 1.5662 1.6047
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6300 1.5965 0.0335 2.1% 0.0000 0.0% 102% True False 1
10 1.6300 1.5965 0.0335 2.1% 0.0002 0.0% 102% True False 1
20 1.6300 1.5965 0.0335 2.1% 0.0001 0.0% 102% True False 2
40 1.6300 1.5727 0.0573 3.5% 0.0001 0.0% 101% True False 2
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 1.6300
2.618 1.6300
1.618 1.6300
1.000 1.6300
0.618 1.6300
HIGH 1.6300
0.618 1.6300
0.500 1.6300
0.382 1.6300
LOW 1.6300
0.618 1.6300
1.000 1.6300
1.618 1.6300
2.618 1.6300
4.250 1.6300
Fisher Pivots for day following 22-Mar-2011
Pivot 1 day 3 day
R1 1.6304 1.6279
PP 1.6302 1.6251
S1 1.6300 1.6224

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

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