CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 23-May-2011
Day Change Summary
Previous Current
20-May-2011 23-May-2011 Change Change % Previous Week
Open 1.6228 1.6071 -0.0157 -1.0% 1.6156
High 1.6228 1.6071 -0.0157 -1.0% 1.6228
Low 1.6228 1.6071 -0.0157 -1.0% 1.6091
Close 1.6228 1.6071 -0.0157 -1.0% 1.6228
Range
ATR 0.0065 0.0072 0.0007 10.0% 0.0000
Volume 9 9 0 0.0% 31
Daily Pivots for day following 23-May-2011
Classic Woodie Camarilla DeMark
R4 1.6071 1.6071 1.6071
R3 1.6071 1.6071 1.6071
R2 1.6071 1.6071 1.6071
R1 1.6071 1.6071 1.6071 1.6071
PP 1.6071 1.6071 1.6071 1.6071
S1 1.6071 1.6071 1.6071 1.6071
S2 1.6071 1.6071 1.6071
S3 1.6071 1.6071 1.6071
S4 1.6071 1.6071 1.6071
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 1.6593 1.6548 1.6303
R3 1.6456 1.6411 1.6266
R2 1.6319 1.6319 1.6253
R1 1.6274 1.6274 1.6241 1.6297
PP 1.6182 1.6182 1.6182 1.6194
S1 1.6137 1.6137 1.6215 1.6160
S2 1.6045 1.6045 1.6203
S3 1.5908 1.6000 1.6190
S4 1.5771 1.5863 1.6153
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6228 1.6071 0.0157 1.0% 0.0000 0.0% 0% False True 7
10 1.6296 1.6071 0.0225 1.4% 0.0000 0.0% 0% False True 4
20 1.6702 1.6071 0.0631 3.9% 0.0008 0.1% 0% False True 3
40 1.6702 1.5923 0.0779 4.8% 0.0004 0.0% 19% False False 2
60 1.6702 1.5923 0.0779 4.8% 0.0004 0.0% 19% False False 2
80 1.6702 1.5797 0.0905 5.6% 0.0003 0.0% 30% 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 1.6071
2.618 1.6071
1.618 1.6071
1.000 1.6071
0.618 1.6071
HIGH 1.6071
0.618 1.6071
0.500 1.6071
0.382 1.6071
LOW 1.6071
0.618 1.6071
1.000 1.6071
1.618 1.6071
2.618 1.6071
4.250 1.6071
Fisher Pivots for day following 23-May-2011
Pivot 1 day 3 day
R1 1.6071 1.6150
PP 1.6071 1.6123
S1 1.6071 1.6097

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

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