CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 29-Apr-2011
Day Change Summary
Previous Current
28-Apr-2011 29-Apr-2011 Change Change % Previous Week
Open 1.6582 1.6612 0.0030 0.2% 1.6448
High 1.6582 1.6612 0.0030 0.2% 1.6612
Low 1.6582 1.6530 -0.0052 -0.3% 1.6377
Close 1.6582 1.6650 0.0068 0.4% 1.6650
Range 0.0000 0.0082 0.0082 0.0235
ATR 0.0064 0.0065 0.0001 2.0% 0.0000
Volume 2 2 0 0.0% 8
Daily Pivots for day following 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.6843 1.6829 1.6695
R3 1.6761 1.6747 1.6673
R2 1.6679 1.6679 1.6665
R1 1.6665 1.6665 1.6658 1.6672
PP 1.6597 1.6597 1.6597 1.6601
S1 1.6583 1.6583 1.6642 1.6590
S2 1.6515 1.6515 1.6635
S3 1.6433 1.6501 1.6627
S4 1.6351 1.6419 1.6605
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.7251 1.7186 1.6779
R3 1.7016 1.6951 1.6715
R2 1.6781 1.6781 1.6693
R1 1.6716 1.6716 1.6672 1.6749
PP 1.6546 1.6546 1.6546 1.6563
S1 1.6481 1.6481 1.6628 1.6514
S2 1.6311 1.6311 1.6607
S3 1.6076 1.6246 1.6585
S4 1.5841 1.6011 1.6521
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6612 1.6377 0.0235 1.4% 0.0028 0.2% 116% True False 1
10 1.6612 1.6191 0.0421 2.5% 0.0014 0.1% 109% True False 1
20 1.6612 1.6041 0.0571 3.4% 0.0007 0.0% 107% True False 1
40 1.6612 1.5923 0.0689 4.1% 0.0005 0.0% 106% True False 1
60 1.6612 1.5923 0.0689 4.1% 0.0003 0.0% 106% True False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 68 trading days
Fibonacci Retracements and Extensions
4.250 1.6961
2.618 1.6827
1.618 1.6745
1.000 1.6694
0.618 1.6663
HIGH 1.6612
0.618 1.6581
0.500 1.6571
0.382 1.6561
LOW 1.6530
0.618 1.6479
1.000 1.6448
1.618 1.6397
2.618 1.6315
4.250 1.6182
Fisher Pivots for day following 29-Apr-2011
Pivot 1 day 3 day
R1 1.6624 1.6621
PP 1.6597 1.6593
S1 1.6571 1.6564

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

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