CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 07-Jan-2011
Day Change Summary
Previous Current
06-Jan-2011 07-Jan-2011 Change Change % Previous Week
Open 1.5523 1.5503 -0.0020 -0.1% 1.5449
High 1.5523 1.5503 -0.0020 -0.1% 1.5537
Low 1.5523 1.5503 -0.0020 -0.1% 1.5449
Close 1.5425 1.5503 0.0078 0.5% 1.5503
Range
ATR 0.0076 0.0076 0.0000 0.2% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.5503 1.5503 1.5503
R3 1.5503 1.5503 1.5503
R2 1.5503 1.5503 1.5503
R1 1.5503 1.5503 1.5503 1.5503
PP 1.5503 1.5503 1.5503 1.5503
S1 1.5503 1.5503 1.5503 1.5503
S2 1.5503 1.5503 1.5503
S3 1.5503 1.5503 1.5503
S4 1.5503 1.5503 1.5503
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.5760 1.5720 1.5551
R3 1.5672 1.5632 1.5527
R2 1.5584 1.5584 1.5519
R1 1.5544 1.5544 1.5511 1.5564
PP 1.5496 1.5496 1.5496 1.5507
S1 1.5456 1.5456 1.5495 1.5476
S2 1.5408 1.5408 1.5487
S3 1.5320 1.5368 1.5479
S4 1.5232 1.5280 1.5455
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5537 1.5449 0.0088 0.6% 0.0000 0.0% 61% False False 2
10 1.5547 1.5329 0.0218 1.4% 0.0000 0.0% 80% False False 2
20 1.5857 1.5325 0.0532 3.4% 0.0006 0.0% 33% False 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 1.5503
2.618 1.5503
1.618 1.5503
1.000 1.5503
0.618 1.5503
HIGH 1.5503
0.618 1.5503
0.500 1.5503
0.382 1.5503
LOW 1.5503
0.618 1.5503
1.000 1.5503
1.618 1.5503
2.618 1.5503
4.250 1.5503
Fisher Pivots for day following 07-Jan-2011
Pivot 1 day 3 day
R1 1.5503 1.5497
PP 1.5503 1.5492
S1 1.5503 1.5486

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

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