CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 19-Jul-2011
Day Change Summary
Previous Current
18-Jul-2011 19-Jul-2011 Change Change % Previous Week
Open 1.6070 1.6114 0.0044 0.3% 1.5929
High 1.6070 1.6131 0.0061 0.4% 1.6145
Low 1.5996 1.6098 0.0102 0.6% 1.5802
Close 1.6019 1.6092 0.0073 0.5% 1.6095
Range 0.0074 0.0033 -0.0041 -55.4% 0.0343
ATR 0.0088 0.0090 0.0002 2.0% 0.0000
Volume 5 13 8 160.0% 250
Daily Pivots for day following 19-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.6206 1.6182 1.6110
R3 1.6173 1.6149 1.6101
R2 1.6140 1.6140 1.6098
R1 1.6116 1.6116 1.6095 1.6112
PP 1.6107 1.6107 1.6107 1.6105
S1 1.6083 1.6083 1.6089 1.6079
S2 1.6074 1.6074 1.6086
S3 1.6041 1.6050 1.6083
S4 1.6008 1.6017 1.6074
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 1.5915 0.0230 1.4% 0.0071 0.4% 77% False False 25
10 1.6145 1.5802 0.0343 2.1% 0.0068 0.4% 85% False False 36
20 1.6211 1.5802 0.0409 2.5% 0.0068 0.4% 71% False False 30
40 1.6415 1.5802 0.0613 3.8% 0.0047 0.3% 47% False False 21
60 1.6702 1.5802 0.0900 5.6% 0.0034 0.2% 32% False False 15
80 1.6702 1.5802 0.0900 5.6% 0.0026 0.2% 32% False False 11
100 1.6702 1.5802 0.0900 5.6% 0.0021 0.1% 32% False False 9
120 1.6702 1.5797 0.0905 5.6% 0.0018 0.1% 33% False False 8
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0008
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.6271
2.618 1.6217
1.618 1.6184
1.000 1.6164
0.618 1.6151
HIGH 1.6131
0.618 1.6118
0.500 1.6115
0.382 1.6111
LOW 1.6098
0.618 1.6078
1.000 1.6065
1.618 1.6045
2.618 1.6012
4.250 1.5958
Fisher Pivots for day following 19-Jul-2011
Pivot 1 day 3 day
R1 1.6115 1.6083
PP 1.6107 1.6074
S1 1.6100 1.6065

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

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