CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 27-Apr-2011
Day Change Summary
Previous Current
26-Apr-2011 27-Apr-2011 Change Change % Previous Week
Open 1.6437 1.6516 0.0079 0.5% 1.6191
High 1.6437 1.6516 0.0079 0.5% 1.6489
Low 1.6377 1.6516 0.0139 0.8% 1.6191
Close 1.6416 1.6516 0.0100 0.6% 1.6489
Range 0.0060 0.0000 -0.0060 -100.0% 0.0298
ATR 0.0061 0.0064 0.0003 4.6% 0.0000
Volume 1 2 1 100.0% 4
Daily Pivots for day following 27-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.6516 1.6516 1.6516
R3 1.6516 1.6516 1.6516
R2 1.6516 1.6516 1.6516
R1 1.6516 1.6516 1.6516 1.6516
PP 1.6516 1.6516 1.6516 1.6516
S1 1.6516 1.6516 1.6516 1.6516
S2 1.6516 1.6516 1.6516
S3 1.6516 1.6516 1.6516
S4 1.6516 1.6516 1.6516
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 1.6516 1.6286 0.0230 1.4% 0.0012 0.1% 100% True False 1
10 1.6516 1.6191 0.0325 2.0% 0.0006 0.0% 100% True False 1
20 1.6516 1.5992 0.0524 3.2% 0.0003 0.0% 100% True False 1
40 1.6516 1.5923 0.0593 3.6% 0.0003 0.0% 100% True False 1
60 1.6516 1.5923 0.0593 3.6% 0.0002 0.0% 100% True False 2
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6516
2.618 1.6516
1.618 1.6516
1.000 1.6516
0.618 1.6516
HIGH 1.6516
0.618 1.6516
0.500 1.6516
0.382 1.6516
LOW 1.6516
0.618 1.6516
1.000 1.6516
1.618 1.6516
2.618 1.6516
4.250 1.6516
Fisher Pivots for day following 27-Apr-2011
Pivot 1 day 3 day
R1 1.6516 1.6493
PP 1.6516 1.6470
S1 1.6516 1.6447

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

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