CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 06-May-2011
Day Change Summary
Previous Current
05-May-2011 06-May-2011 Change Change % Previous Week
Open 1.6335 1.6370 0.0035 0.2% 1.6702
High 1.6355 1.6370 0.0015 0.1% 1.6702
Low 1.6335 1.6370 0.0035 0.2% 1.6335
Close 1.6321 1.6309 -0.0012 -0.1% 1.6309
Range 0.0020 0.0000 -0.0020 -100.0% 0.0367
ATR 0.0074 0.0072 -0.0002 -2.4% 0.0000
Volume 1 5 4 400.0% 11
Daily Pivots for day following 06-May-2011
Classic Woodie Camarilla DeMark
R4 1.6350 1.6329 1.6309
R3 1.6350 1.6329 1.6309
R2 1.6350 1.6350 1.6309
R1 1.6329 1.6329 1.6309 1.6340
PP 1.6350 1.6350 1.6350 1.6355
S1 1.6329 1.6329 1.6309 1.6340
S2 1.6350 1.6350 1.6309
S3 1.6350 1.6329 1.6309
S4 1.6350 1.6329 1.6309
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 1.7550 1.7296 1.6511
R3 1.7183 1.6929 1.6410
R2 1.6816 1.6816 1.6376
R1 1.6562 1.6562 1.6343 1.6506
PP 1.6449 1.6449 1.6449 1.6420
S1 1.6195 1.6195 1.6275 1.6139
S2 1.6082 1.6082 1.6242
S3 1.5715 1.5828 1.6208
S4 1.5348 1.5461 1.6107
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 2.3% 0.0004 0.0% -7% False False 2
10 1.6702 1.6335 0.0367 2.3% 0.0016 0.1% -7% False False 1
20 1.6702 1.6190 0.0512 3.1% 0.0008 0.0% 23% False False 1
40 1.6702 1.5923 0.0779 4.8% 0.0005 0.0% 50% False False 1
60 1.6702 1.5923 0.0779 4.8% 0.0004 0.0% 50% False 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 True
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6370
2.618 1.6370
1.618 1.6370
1.000 1.6370
0.618 1.6370
HIGH 1.6370
0.618 1.6370
0.500 1.6370
0.382 1.6370
LOW 1.6370
0.618 1.6370
1.000 1.6370
1.618 1.6370
2.618 1.6370
4.250 1.6370
Fisher Pivots for day following 06-May-2011
Pivot 1 day 3 day
R1 1.6370 1.6368
PP 1.6350 1.6348
S1 1.6329 1.6329

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

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