CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 10-May-2011
Day Change Summary
Previous Current
09-May-2011 10-May-2011 Change Change % Previous Week
Open 1.6335 1.6296 -0.0039 -0.2% 1.6702
High 1.6335 1.6296 -0.0039 -0.2% 1.6702
Low 1.6335 1.6296 -0.0039 -0.2% 1.6335
Close 1.6335 1.6296 -0.0039 -0.2% 1.6309
Range
ATR 0.0069 0.0067 -0.0002 -3.1% 0.0000
Volume 2 2 0 0.0% 11
Daily Pivots for day following 10-May-2011
Classic Woodie Camarilla DeMark
R4 1.6296 1.6296 1.6296
R3 1.6296 1.6296 1.6296
R2 1.6296 1.6296 1.6296
R1 1.6296 1.6296 1.6296 1.6296
PP 1.6296 1.6296 1.6296 1.6296
S1 1.6296 1.6296 1.6296 1.6296
S2 1.6296 1.6296 1.6296
S3 1.6296 1.6296 1.6296
S4 1.6296 1.6296 1.6296
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 1.6400 1.6296 0.0104 0.6% 0.0004 0.0% 0% False True 2
10 1.6702 1.6296 0.0406 2.5% 0.0010 0.1% 0% False True 2
20 1.6702 1.6190 0.0512 3.1% 0.0008 0.0% 21% False False 1
40 1.6702 1.5923 0.0779 4.8% 0.0005 0.0% 48% False False 1
60 1.6702 1.5923 0.0779 4.8% 0.0004 0.0% 48% False False 1
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 1.6296
2.618 1.6296
1.618 1.6296
1.000 1.6296
0.618 1.6296
HIGH 1.6296
0.618 1.6296
0.500 1.6296
0.382 1.6296
LOW 1.6296
0.618 1.6296
1.000 1.6296
1.618 1.6296
2.618 1.6296
4.250 1.6296
Fisher Pivots for day following 10-May-2011
Pivot 1 day 3 day
R1 1.6296 1.6333
PP 1.6296 1.6321
S1 1.6296 1.6308

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

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