CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 24-May-2011
Day Change Summary
Previous Current
23-May-2011 24-May-2011 Change Change % Previous Week
Open 1.6200 1.6050 -0.0150 -0.9% 1.6143
High 1.6200 1.6181 -0.0019 -0.1% 1.6271
Low 1.6068 1.6046 -0.0022 -0.1% 1.6093
Close 1.6093 1.6158 0.0065 0.4% 1.6252
Range 0.0132 0.0135 0.0003 2.3% 0.0178
ATR 0.0115 0.0117 0.0001 1.2% 0.0000
Volume 239 470 231 96.7% 895
Daily Pivots for day following 24-May-2011
Classic Woodie Camarilla DeMark
R4 1.6533 1.6481 1.6232
R3 1.6398 1.6346 1.6195
R2 1.6263 1.6263 1.6183
R1 1.6211 1.6211 1.6170 1.6237
PP 1.6128 1.6128 1.6128 1.6142
S1 1.6076 1.6076 1.6146 1.6102
S2 1.5993 1.5993 1.6133
S3 1.5858 1.5941 1.6121
S4 1.5723 1.5806 1.6084
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 1.6739 1.6674 1.6350
R3 1.6561 1.6496 1.6301
R2 1.6383 1.6383 1.6285
R1 1.6318 1.6318 1.6268 1.6351
PP 1.6205 1.6205 1.6205 1.6222
S1 1.6140 1.6140 1.6236 1.6173
S2 1.6027 1.6027 1.6219
S3 1.5849 1.5962 1.6203
S4 1.5671 1.5784 1.6154
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6271 1.6046 0.0225 1.4% 0.0123 0.8% 50% False True 237
10 1.6482 1.6046 0.0436 2.7% 0.0127 0.8% 26% False True 179
20 1.6708 1.6046 0.0662 4.1% 0.0114 0.7% 17% False True 148
40 1.6708 1.5910 0.0798 4.9% 0.0085 0.5% 31% False False 103
60 1.6708 1.5910 0.0798 4.9% 0.0072 0.4% 31% False False 75
80 1.6708 1.5910 0.0798 4.9% 0.0057 0.4% 31% False False 58
100 1.6708 1.5449 0.1259 7.8% 0.0047 0.3% 56% False False 47
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.6755
2.618 1.6534
1.618 1.6399
1.000 1.6316
0.618 1.6264
HIGH 1.6181
0.618 1.6129
0.500 1.6114
0.382 1.6098
LOW 1.6046
0.618 1.5963
1.000 1.5911
1.618 1.5828
2.618 1.5693
4.250 1.5472
Fisher Pivots for day following 24-May-2011
Pivot 1 day 3 day
R1 1.6143 1.6159
PP 1.6128 1.6158
S1 1.6114 1.6158

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

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