CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 15-Jul-2011
Day Change Summary
Previous Current
14-Jul-2011 15-Jul-2011 Change Change % Previous Week
Open 1.6097 1.6133 0.0036 0.2% 1.5929
High 1.6145 1.6133 -0.0012 -0.1% 1.6145
Low 1.6097 1.6097 0.0000 0.0% 1.5802
Close 1.6101 1.6095 -0.0006 0.0% 1.6095
Range 0.0048 0.0036 -0.0012 -25.0% 0.0343
ATR 0.0091 0.0087 -0.0004 -4.3% 0.0000
Volume 50 25 -25 -50.0% 250
Daily Pivots for day following 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.6216 1.6192 1.6115
R3 1.6180 1.6156 1.6105
R2 1.6144 1.6144 1.6102
R1 1.6120 1.6120 1.6098 1.6114
PP 1.6108 1.6108 1.6108 1.6106
S1 1.6084 1.6084 1.6092 1.6078
S2 1.6072 1.6072 1.6088
S3 1.6036 1.6048 1.6085
S4 1.6000 1.6012 1.6075
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.7043 1.6912 1.6284
R3 1.6700 1.6569 1.6189
R2 1.6357 1.6357 1.6158
R1 1.6226 1.6226 1.6126 1.6292
PP 1.6014 1.6014 1.6014 1.6047
S1 1.5883 1.5883 1.6064 1.5949
S2 1.5671 1.5671 1.6032
S3 1.5328 1.5540 1.6001
S4 1.4985 1.5197 1.5906
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6145 1.5802 0.0343 2.1% 0.0085 0.5% 85% False False 50
10 1.6145 1.5802 0.0343 2.1% 0.0079 0.5% 85% False False 46
20 1.6211 1.5802 0.0409 2.5% 0.0065 0.4% 72% False False 30
40 1.6415 1.5802 0.0613 3.8% 0.0045 0.3% 48% False False 21
60 1.6702 1.5802 0.0900 5.6% 0.0032 0.2% 33% False False 14
80 1.6702 1.5802 0.0900 5.6% 0.0025 0.2% 33% False False 11
100 1.6702 1.5802 0.0900 5.6% 0.0020 0.1% 33% False False 9
120 1.6702 1.5727 0.0975 6.1% 0.0017 0.1% 38% False False 8
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 0.0015
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.6286
2.618 1.6227
1.618 1.6191
1.000 1.6169
0.618 1.6155
HIGH 1.6133
0.618 1.6119
0.500 1.6115
0.382 1.6111
LOW 1.6097
0.618 1.6075
1.000 1.6061
1.618 1.6039
2.618 1.6003
4.250 1.5944
Fisher Pivots for day following 15-Jul-2011
Pivot 1 day 3 day
R1 1.6115 1.6073
PP 1.6108 1.6052
S1 1.6102 1.6030

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

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