CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 20-Jun-2011
Day Change Summary
Previous Current
17-Jun-2011 20-Jun-2011 Change Change % Previous Week
Open 1.6112 1.6123 0.0011 0.1% 1.6194
High 1.6153 1.6123 -0.0030 -0.2% 1.6358
Low 1.6112 1.6121 0.0009 0.1% 1.6080
Close 1.6140 1.6145 0.0005 0.0% 1.6140
Range 0.0041 0.0002 -0.0039 -95.1% 0.0278
ATR 0.0074 0.0070 -0.0004 -5.3% 0.0000
Volume 17 3 -14 -82.4% 48
Daily Pivots for day following 20-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.6136 1.6142 1.6146
R3 1.6134 1.6140 1.6146
R2 1.6132 1.6132 1.6145
R1 1.6138 1.6138 1.6145 1.6135
PP 1.6130 1.6130 1.6130 1.6128
S1 1.6136 1.6136 1.6145 1.6133
S2 1.6128 1.6128 1.6145
S3 1.6126 1.6134 1.6144
S4 1.6124 1.6132 1.6144
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.7027 1.6861 1.6293
R3 1.6749 1.6583 1.6216
R2 1.6471 1.6471 1.6191
R1 1.6305 1.6305 1.6165 1.6249
PP 1.6193 1.6193 1.6193 1.6165
S1 1.6027 1.6027 1.6115 1.5971
S2 1.5915 1.5915 1.6089
S3 1.5637 1.5749 1.6064
S4 1.5359 1.5471 1.5987
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6358 1.6080 0.0278 1.7% 0.0059 0.4% 23% False False 10
10 1.6415 1.6080 0.0335 2.1% 0.0046 0.3% 19% False False 18
20 1.6415 1.6071 0.0344 2.1% 0.0026 0.2% 22% False False 12
40 1.6702 1.6071 0.0631 3.9% 0.0017 0.1% 12% False False 7
60 1.6702 1.5923 0.0779 4.8% 0.0012 0.1% 28% False False 5
80 1.6702 1.5923 0.0779 4.8% 0.0009 0.1% 28% False False 4
100 1.6702 1.5797 0.0905 5.6% 0.0007 0.0% 38% False False 4
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.6132
2.618 1.6128
1.618 1.6126
1.000 1.6125
0.618 1.6124
HIGH 1.6123
0.618 1.6122
0.500 1.6122
0.382 1.6122
LOW 1.6121
0.618 1.6120
1.000 1.6119
1.618 1.6118
2.618 1.6116
4.250 1.6113
Fisher Pivots for day following 20-Jun-2011
Pivot 1 day 3 day
R1 1.6137 1.6136
PP 1.6130 1.6126
S1 1.6122 1.6117

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

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