CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 29-Jun-2011
Day Change Summary
Previous Current
28-Jun-2011 29-Jun-2011 Change Change % Previous Week
Open 1.5890 1.6010 0.0120 0.8% 1.6123
High 1.6000 1.6038 0.0038 0.2% 1.6211
Low 1.5890 1.6010 0.0120 0.8% 1.5915
Close 1.5957 1.6021 0.0064 0.4% 1.5940
Range 0.0110 0.0028 -0.0082 -74.5% 0.0296
ATR 0.0082 0.0082 0.0000 -0.1% 0.0000
Volume 22 7 -15 -68.2% 50
Daily Pivots for day following 29-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.6107 1.6092 1.6036
R3 1.6079 1.6064 1.6029
R2 1.6051 1.6051 1.6026
R1 1.6036 1.6036 1.6024 1.6044
PP 1.6023 1.6023 1.6023 1.6027
S1 1.6008 1.6008 1.6018 1.6016
S2 1.5995 1.5995 1.6016
S3 1.5967 1.5980 1.6013
S4 1.5939 1.5952 1.6006
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.6910 1.6721 1.6103
R3 1.6614 1.6425 1.6021
R2 1.6318 1.6318 1.5994
R1 1.6129 1.6129 1.5967 1.6076
PP 1.6022 1.6022 1.6022 1.5995
S1 1.5833 1.5833 1.5913 1.5780
S2 1.5726 1.5726 1.5886
S3 1.5430 1.5537 1.5859
S4 1.5134 1.5241 1.5777
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6038 1.5890 0.0148 0.9% 0.0073 0.5% 89% True False 14
10 1.6211 1.5890 0.0321 2.0% 0.0049 0.3% 41% False False 12
20 1.6415 1.5890 0.0525 3.3% 0.0045 0.3% 25% False False 15
40 1.6415 1.5890 0.0525 3.3% 0.0023 0.1% 25% False False 9
60 1.6702 1.5890 0.0812 5.1% 0.0018 0.1% 16% False False 7
80 1.6702 1.5890 0.0812 5.1% 0.0014 0.1% 16% False False 5
100 1.6702 1.5890 0.0812 5.1% 0.0011 0.1% 16% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0003
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.6157
2.618 1.6111
1.618 1.6083
1.000 1.6066
0.618 1.6055
HIGH 1.6038
0.618 1.6027
0.500 1.6024
0.382 1.6021
LOW 1.6010
0.618 1.5993
1.000 1.5982
1.618 1.5965
2.618 1.5937
4.250 1.5891
Fisher Pivots for day following 29-Jun-2011
Pivot 1 day 3 day
R1 1.6024 1.6002
PP 1.6023 1.5983
S1 1.6022 1.5964

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

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