CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 05-Apr-2011
Day Change Summary
Previous Current
04-Apr-2011 05-Apr-2011 Change Change % Previous Week
Open 1.6047 1.6201 0.0154 1.0% 1.5933
High 1.6047 1.6201 0.0154 1.0% 1.6041
Low 1.6047 1.6201 0.0154 1.0% 1.5923
Close 1.6047 1.6201 0.0154 1.0% 1.6041
Range
ATR 0.0058 0.0065 0.0007 11.8% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 05-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.6201 1.6201 1.6201
R3 1.6201 1.6201 1.6201
R2 1.6201 1.6201 1.6201
R1 1.6201 1.6201 1.6201 1.6201
PP 1.6201 1.6201 1.6201 1.6201
S1 1.6201 1.6201 1.6201 1.6201
S2 1.6201 1.6201 1.6201
S3 1.6201 1.6201 1.6201
S4 1.6201 1.6201 1.6201
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.6356 1.6316 1.6106
R3 1.6238 1.6198 1.6073
R2 1.6120 1.6120 1.6063
R1 1.6080 1.6080 1.6052 1.6100
PP 1.6002 1.6002 1.6002 1.6012
S1 1.5962 1.5962 1.6030 1.5982
S2 1.5884 1.5884 1.6019
S3 1.5766 1.5844 1.6009
S4 1.5648 1.5726 1.5976
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6201 1.5992 0.0209 1.3% 0.0000 0.0% 100% True False 2
10 1.6201 1.5923 0.0278 1.7% 0.0003 0.0% 100% True False 1
20 1.6300 1.5923 0.0377 2.3% 0.0002 0.0% 74% False False 1
40 1.6300 1.5923 0.0377 2.3% 0.0001 0.0% 74% 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 1.6201
2.618 1.6201
1.618 1.6201
1.000 1.6201
0.618 1.6201
HIGH 1.6201
0.618 1.6201
0.500 1.6201
0.382 1.6201
LOW 1.6201
0.618 1.6201
1.000 1.6201
1.618 1.6201
2.618 1.6201
4.250 1.6201
Fisher Pivots for day following 05-Apr-2011
Pivot 1 day 3 day
R1 1.6201 1.6174
PP 1.6201 1.6148
S1 1.6201 1.6121

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

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