CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 25-May-2011
Day Change Summary
Previous Current
24-May-2011 25-May-2011 Change Change % Previous Week
Open 1.6050 1.6154 0.0104 0.6% 1.6143
High 1.6181 1.6270 0.0089 0.6% 1.6271
Low 1.6046 1.6121 0.0075 0.5% 1.6093
Close 1.6158 1.6254 0.0096 0.6% 1.6252
Range 0.0135 0.0149 0.0014 10.4% 0.0178
ATR 0.0117 0.0119 0.0002 2.0% 0.0000
Volume 470 150 -320 -68.1% 895
Daily Pivots for day following 25-May-2011
Classic Woodie Camarilla DeMark
R4 1.6662 1.6607 1.6336
R3 1.6513 1.6458 1.6295
R2 1.6364 1.6364 1.6281
R1 1.6309 1.6309 1.6268 1.6337
PP 1.6215 1.6215 1.6215 1.6229
S1 1.6160 1.6160 1.6240 1.6188
S2 1.6066 1.6066 1.6227
S3 1.5917 1.6011 1.6213
S4 1.5768 1.5862 1.6172
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% 0.0127 0.8% 92% False False 257
10 1.6342 1.6046 0.0296 1.8% 0.0124 0.8% 70% False False 191
20 1.6708 1.6046 0.0662 4.1% 0.0116 0.7% 31% False False 154
40 1.6708 1.5953 0.0755 4.6% 0.0089 0.5% 40% False False 106
60 1.6708 1.5910 0.0798 4.9% 0.0075 0.5% 43% False False 77
80 1.6708 1.5910 0.0798 4.9% 0.0058 0.4% 43% False False 59
100 1.6708 1.5449 0.1259 7.7% 0.0048 0.3% 64% False False 48
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 10 trading days
Fibonacci Retracements and Extensions
4.250 1.6903
2.618 1.6660
1.618 1.6511
1.000 1.6419
0.618 1.6362
HIGH 1.6270
0.618 1.6213
0.500 1.6196
0.382 1.6178
LOW 1.6121
0.618 1.6029
1.000 1.5972
1.618 1.5880
2.618 1.5731
4.250 1.5488
Fisher Pivots for day following 25-May-2011
Pivot 1 day 3 day
R1 1.6235 1.6222
PP 1.6215 1.6190
S1 1.6196 1.6158

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

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