CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 05-May-2011
Day Change Summary
Previous Current
04-May-2011 05-May-2011 Change Change % Previous Week
Open 1.6400 1.6335 -0.0065 -0.4% 1.6448
High 1.6400 1.6355 -0.0045 -0.3% 1.6612
Low 1.6400 1.6335 -0.0065 -0.4% 1.6377
Close 1.6458 1.6321 -0.0137 -0.8% 1.6650
Range 0.0000 0.0020 0.0020 0.0235
ATR 0.0070 0.0074 0.0004 5.4% 0.0000
Volume 2 1 -1 -50.0% 8
Daily Pivots for day following 05-May-2011
Classic Woodie Camarilla DeMark
R4 1.6397 1.6379 1.6332
R3 1.6377 1.6359 1.6327
R2 1.6357 1.6357 1.6325
R1 1.6339 1.6339 1.6323 1.6338
PP 1.6337 1.6337 1.6337 1.6337
S1 1.6319 1.6319 1.6319 1.6318
S2 1.6317 1.6317 1.6317
S3 1.6297 1.6299 1.6316
S4 1.6277 1.6279 1.6310
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 1.6702 1.6335 0.0367 2.2% 0.0020 0.1% -4% False True 1
10 1.6702 1.6335 0.0367 2.2% 0.0016 0.1% -4% False True 1
20 1.6702 1.6190 0.0512 3.1% 0.0008 0.0% 26% False False 1
40 1.6702 1.5923 0.0779 4.8% 0.0005 0.0% 51% False False 1
60 1.6702 1.5923 0.0779 4.8% 0.0004 0.0% 51% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6440
2.618 1.6407
1.618 1.6387
1.000 1.6375
0.618 1.6367
HIGH 1.6355
0.618 1.6347
0.500 1.6345
0.382 1.6343
LOW 1.6335
0.618 1.6323
1.000 1.6315
1.618 1.6303
2.618 1.6283
4.250 1.6250
Fisher Pivots for day following 05-May-2011
Pivot 1 day 3 day
R1 1.6345 1.6372
PP 1.6337 1.6355
S1 1.6329 1.6338

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

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