CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 26-Apr-2011
Day Change Summary
Previous Current
25-Apr-2011 26-Apr-2011 Change Change % Previous Week
Open 1.6448 1.6437 -0.0011 -0.1% 1.6191
High 1.6448 1.6437 -0.0011 -0.1% 1.6489
Low 1.6448 1.6377 -0.0071 -0.4% 1.6191
Close 1.6448 1.6416 -0.0032 -0.2% 1.6489
Range 0.0000 0.0060 0.0060 0.0298
ATR 0.0060 0.0061 0.0001 1.3% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 26-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.6590 1.6563 1.6449
R3 1.6530 1.6503 1.6433
R2 1.6470 1.6470 1.6427
R1 1.6443 1.6443 1.6422 1.6427
PP 1.6410 1.6410 1.6410 1.6402
S1 1.6383 1.6383 1.6411 1.6367
S2 1.6350 1.6350 1.6405
S3 1.6290 1.6323 1.6400
S4 1.6230 1.6263 1.6383
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.7284 1.7184 1.6653
R3 1.6986 1.6886 1.6571
R2 1.6688 1.6688 1.6544
R1 1.6588 1.6588 1.6516 1.6638
PP 1.6390 1.6390 1.6390 1.6415
S1 1.6290 1.6290 1.6462 1.6340
S2 1.6092 1.6092 1.6434
S3 1.5794 1.5992 1.6407
S4 1.5496 1.5694 1.6325
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6489 1.6252 0.0237 1.4% 0.0012 0.1% 69% False False 1
10 1.6489 1.6190 0.0299 1.8% 0.0006 0.0% 76% False False 1
20 1.6489 1.5923 0.0566 3.4% 0.0003 0.0% 87% False False 1
40 1.6489 1.5923 0.0566 3.4% 0.0003 0.0% 87% False False 1
60 1.6489 1.5923 0.0566 3.4% 0.0002 0.0% 87% False False 2
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 0.0000
Widest range in 65 trading days
Fibonacci Retracements and Extensions
4.250 1.6692
2.618 1.6594
1.618 1.6534
1.000 1.6497
0.618 1.6474
HIGH 1.6437
0.618 1.6414
0.500 1.6407
0.382 1.6400
LOW 1.6377
0.618 1.6340
1.000 1.6317
1.618 1.6280
2.618 1.6220
4.250 1.6122
Fisher Pivots for day following 26-Apr-2011
Pivot 1 day 3 day
R1 1.6413 1.6433
PP 1.6410 1.6427
S1 1.6407 1.6422

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

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