CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 18-May-2011
Day Change Summary
Previous Current
17-May-2011 18-May-2011 Change Change % Previous Week
Open 1.6196 1.6091 -0.0105 -0.6% 1.6335
High 1.6196 1.6091 -0.0105 -0.6% 1.6335
Low 1.6196 1.6091 -0.0105 -0.6% 1.6121
Close 1.6196 1.6091 -0.0105 -0.6% 1.6121
Range
ATR 0.0062 0.0065 0.0003 5.0% 0.0000
Volume 2 9 7 350.0% 10
Daily Pivots for day following 18-May-2011
Classic Woodie Camarilla DeMark
R4 1.6091 1.6091 1.6091
R3 1.6091 1.6091 1.6091
R2 1.6091 1.6091 1.6091
R1 1.6091 1.6091 1.6091 1.6091
PP 1.6091 1.6091 1.6091 1.6091
S1 1.6091 1.6091 1.6091 1.6091
S2 1.6091 1.6091 1.6091
S3 1.6091 1.6091 1.6091
S4 1.6091 1.6091 1.6091
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 1.6834 1.6692 1.6239
R3 1.6620 1.6478 1.6180
R2 1.6406 1.6406 1.6160
R1 1.6264 1.6264 1.6141 1.6228
PP 1.6192 1.6192 1.6192 1.6175
S1 1.6050 1.6050 1.6101 1.6014
S2 1.5978 1.5978 1.6082
S3 1.5764 1.5836 1.6062
S4 1.5550 1.5622 1.6003
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6229 1.6091 0.0138 0.9% 0.0000 0.0% 0% False True 3
10 1.6370 1.6091 0.0279 1.7% 0.0002 0.0% 0% False True 2
20 1.6702 1.6091 0.0611 3.8% 0.0008 0.1% 0% False True 2
40 1.6702 1.5923 0.0779 4.8% 0.0005 0.0% 22% False False 1
60 1.6702 1.5923 0.0779 4.8% 0.0004 0.0% 22% False False 2
80 1.6702 1.5727 0.0975 6.1% 0.0003 0.0% 37% False False 2
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 1.6091
2.618 1.6091
1.618 1.6091
1.000 1.6091
0.618 1.6091
HIGH 1.6091
0.618 1.6091
0.500 1.6091
0.382 1.6091
LOW 1.6091
0.618 1.6091
1.000 1.6091
1.618 1.6091
2.618 1.6091
4.250 1.6091
Fisher Pivots for day following 18-May-2011
Pivot 1 day 3 day
R1 1.6091 1.6144
PP 1.6091 1.6126
S1 1.6091 1.6109

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

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