CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 28-Jul-2011
Day Change Summary
Previous Current
27-Jul-2011 28-Jul-2011 Change Change % Previous Week
Open 1.6412 1.6296 -0.0116 -0.7% 1.6070
High 1.6425 1.6349 -0.0076 -0.5% 1.6297
Low 1.6307 1.6277 -0.0030 -0.2% 1.5996
Close 1.6300 1.6319 0.0019 0.1% 1.6277
Range 0.0118 0.0072 -0.0046 -39.0% 0.0301
ATR 0.0085 0.0084 -0.0001 -1.1% 0.0000
Volume 2 37 35 1,750.0% 93
Daily Pivots for day following 28-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.6531 1.6497 1.6359
R3 1.6459 1.6425 1.6339
R2 1.6387 1.6387 1.6332
R1 1.6353 1.6353 1.6326 1.6370
PP 1.6315 1.6315 1.6315 1.6324
S1 1.6281 1.6281 1.6312 1.6298
S2 1.6243 1.6243 1.6306
S3 1.6171 1.6209 1.6299
S4 1.6099 1.6137 1.6279
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.7093 1.6986 1.6443
R3 1.6792 1.6685 1.6360
R2 1.6491 1.6491 1.6332
R1 1.6384 1.6384 1.6305 1.6438
PP 1.6190 1.6190 1.6190 1.6217
S1 1.6083 1.6083 1.6249 1.6137
S2 1.5889 1.5889 1.6222
S3 1.5588 1.5782 1.6194
S4 1.5287 1.5481 1.6111
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6425 1.6251 0.0174 1.1% 0.0064 0.4% 39% False False 18
10 1.6425 1.5996 0.0429 2.6% 0.0062 0.4% 75% False False 18
20 1.6425 1.5802 0.0623 3.8% 0.0073 0.4% 83% False False 32
40 1.6425 1.5802 0.0623 3.8% 0.0059 0.4% 83% False False 23
60 1.6425 1.5802 0.0623 3.8% 0.0040 0.2% 83% False False 17
80 1.6702 1.5802 0.0900 5.5% 0.0032 0.2% 57% False False 13
100 1.6702 1.5802 0.0900 5.5% 0.0026 0.2% 57% False False 11
120 1.6702 1.5802 0.0900 5.5% 0.0021 0.1% 57% False False 9
Crabel Price Patterns
NR True
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 True
Bull Hook False
Stretch 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6655
2.618 1.6537
1.618 1.6465
1.000 1.6421
0.618 1.6393
HIGH 1.6349
0.618 1.6321
0.500 1.6313
0.382 1.6305
LOW 1.6277
0.618 1.6233
1.000 1.6205
1.618 1.6161
2.618 1.6089
4.250 1.5971
Fisher Pivots for day following 28-Jul-2011
Pivot 1 day 3 day
R1 1.6317 1.6351
PP 1.6315 1.6340
S1 1.6313 1.6330

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

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