CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 24-May-2011
Day Change Summary
Previous Current
23-May-2011 24-May-2011 Change Change % Previous Week
Open 1.6071 1.6135 0.0064 0.4% 1.6156
High 1.6071 1.6135 0.0064 0.4% 1.6228
Low 1.6071 1.6135 0.0064 0.4% 1.6091
Close 1.6071 1.6135 0.0064 0.4% 1.6228
Range
ATR 0.0072 0.0071 -0.0001 -0.8% 0.0000
Volume 9 9 0 0.0% 31
Daily Pivots for day following 24-May-2011
Classic Woodie Camarilla DeMark
R4 1.6135 1.6135 1.6135
R3 1.6135 1.6135 1.6135
R2 1.6135 1.6135 1.6135
R1 1.6135 1.6135 1.6135 1.6135
PP 1.6135 1.6135 1.6135 1.6135
S1 1.6135 1.6135 1.6135 1.6135
S2 1.6135 1.6135 1.6135
S3 1.6135 1.6135 1.6135
S4 1.6135 1.6135 1.6135
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% 41% False False 9
10 1.6288 1.6071 0.0217 1.3% 0.0000 0.0% 29% False False 5
20 1.6702 1.6071 0.0631 3.9% 0.0005 0.0% 10% False False 3
40 1.6702 1.5923 0.0779 4.8% 0.0004 0.0% 27% False False 2
60 1.6702 1.5923 0.0779 4.8% 0.0004 0.0% 27% False False 2
80 1.6702 1.5923 0.0779 4.8% 0.0003 0.0% 27% 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 1.6135
2.618 1.6135
1.618 1.6135
1.000 1.6135
0.618 1.6135
HIGH 1.6135
0.618 1.6135
0.500 1.6135
0.382 1.6135
LOW 1.6135
0.618 1.6135
1.000 1.6135
1.618 1.6135
2.618 1.6135
4.250 1.6135
Fisher Pivots for day following 24-May-2011
Pivot 1 day 3 day
R1 1.6135 1.6150
PP 1.6135 1.6145
S1 1.6135 1.6140

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

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