CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 19-May-2011
Day Change Summary
Previous Current
18-May-2011 19-May-2011 Change Change % Previous Week
Open 1.6091 1.6162 0.0071 0.4% 1.6335
High 1.6091 1.6162 0.0071 0.4% 1.6335
Low 1.6091 1.6162 0.0071 0.4% 1.6121
Close 1.6091 1.6162 0.0071 0.4% 1.6121
Range
ATR 0.0065 0.0065 0.0000 0.7% 0.0000
Volume 9 9 0 0.0% 10
Daily Pivots for day following 19-May-2011
Classic Woodie Camarilla DeMark
R4 1.6162 1.6162 1.6162
R3 1.6162 1.6162 1.6162
R2 1.6162 1.6162 1.6162
R1 1.6162 1.6162 1.6162 1.6162
PP 1.6162 1.6162 1.6162 1.6162
S1 1.6162 1.6162 1.6162 1.6162
S2 1.6162 1.6162 1.6162
S3 1.6162 1.6162 1.6162
S4 1.6162 1.6162 1.6162
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 1.6196 1.6091 0.0105 0.6% 0.0000 0.0% 68% False False 4
10 1.6370 1.6091 0.0279 1.7% 0.0000 0.0% 25% False False 3
20 1.6702 1.6091 0.0611 3.8% 0.0008 0.1% 12% False False 2
40 1.6702 1.5923 0.0779 4.8% 0.0005 0.0% 31% False False 2
60 1.6702 1.5923 0.0779 4.8% 0.0004 0.0% 31% False False 2
80 1.6702 1.5797 0.0905 5.6% 0.0003 0.0% 40% 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 1.6162
2.618 1.6162
1.618 1.6162
1.000 1.6162
0.618 1.6162
HIGH 1.6162
0.618 1.6162
0.500 1.6162
0.382 1.6162
LOW 1.6162
0.618 1.6162
1.000 1.6162
1.618 1.6162
2.618 1.6162
4.250 1.6162
Fisher Pivots for day following 19-May-2011
Pivot 1 day 3 day
R1 1.6162 1.6156
PP 1.6162 1.6150
S1 1.6162 1.6144

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

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