CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 01-Jun-2011
Day Change Summary
Previous Current
31-May-2011 01-Jun-2011 Change Change % Previous Week
Open 1.6406 1.6315 -0.0091 -0.6% 1.6071
High 1.6406 1.6315 -0.0091 -0.6% 1.6363
Low 1.6406 1.6315 -0.0091 -0.6% 1.6071
Close 1.6406 1.6315 -0.0091 -0.6% 1.6444
Range
ATR 0.0071 0.0072 0.0001 2.0% 0.0000
Volume 1 1 0 0.0% 37
Daily Pivots for day following 01-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.6315 1.6315 1.6315
R3 1.6315 1.6315 1.6315
R2 1.6315 1.6315 1.6315
R1 1.6315 1.6315 1.6315 1.6315
PP 1.6315 1.6315 1.6315 1.6315
S1 1.6315 1.6315 1.6315 1.6315
S2 1.6315 1.6315 1.6315
S3 1.6315 1.6315 1.6315
S4 1.6315 1.6315 1.6315
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 1.7169 1.7098 1.6605
R3 1.6877 1.6806 1.6524
R2 1.6585 1.6585 1.6498
R1 1.6514 1.6514 1.6471 1.6550
PP 1.6293 1.6293 1.6293 1.6310
S1 1.6222 1.6222 1.6417 1.6258
S2 1.6001 1.6001 1.6390
S3 1.5709 1.5930 1.6364
S4 1.5417 1.5638 1.6283
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6406 1.6232 0.0174 1.1% 0.0000 0.0% 48% False False 4
10 1.6406 1.6071 0.0335 2.1% 0.0000 0.0% 73% False False 6
20 1.6406 1.6071 0.0335 2.1% 0.0001 0.0% 73% False False 4
40 1.6702 1.6071 0.0631 3.9% 0.0004 0.0% 39% False False 2
60 1.6702 1.5923 0.0779 4.8% 0.0004 0.0% 50% False False 2
80 1.6702 1.5923 0.0779 4.8% 0.0003 0.0% 50% 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 1.6315
2.618 1.6315
1.618 1.6315
1.000 1.6315
0.618 1.6315
HIGH 1.6315
0.618 1.6315
0.500 1.6315
0.382 1.6315
LOW 1.6315
0.618 1.6315
1.000 1.6315
1.618 1.6315
2.618 1.6315
4.250 1.6315
Fisher Pivots for day following 01-Jun-2011
Pivot 1 day 3 day
R1 1.6315 1.6361
PP 1.6315 1.6345
S1 1.6315 1.6330

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

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