CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 19-Aug-2011
Day Change Summary
Previous Current
18-Aug-2011 19-Aug-2011 Change Change % Previous Week
Open 1.6502 1.6484 -0.0018 -0.1% 1.6265
High 1.6509 1.6586 0.0077 0.5% 1.6586
Low 1.6400 1.6444 0.0044 0.3% 1.6250
Close 1.6483 1.6462 -0.0021 -0.1% 1.6462
Range 0.0109 0.0142 0.0033 30.3% 0.0336
ATR 0.0125 0.0126 0.0001 1.0% 0.0000
Volume 115 302 187 162.6% 717
Daily Pivots for day following 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.6923 1.6835 1.6540
R3 1.6781 1.6693 1.6501
R2 1.6639 1.6639 1.6488
R1 1.6551 1.6551 1.6475 1.6524
PP 1.6497 1.6497 1.6497 1.6484
S1 1.6409 1.6409 1.6449 1.6382
S2 1.6355 1.6355 1.6436
S3 1.6213 1.6267 1.6423
S4 1.6071 1.6125 1.6384
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.7441 1.7287 1.6647
R3 1.7105 1.6951 1.6554
R2 1.6769 1.6769 1.6524
R1 1.6615 1.6615 1.6493 1.6692
PP 1.6433 1.6433 1.6433 1.6471
S1 1.6279 1.6279 1.6431 1.6356
S2 1.6097 1.6097 1.6400
S3 1.5761 1.5943 1.6370
S4 1.5425 1.5607 1.6277
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6586 1.6250 0.0336 2.0% 0.0151 0.9% 63% True False 143
10 1.6586 1.6095 0.0491 3.0% 0.0146 0.9% 75% True False 126
20 1.6586 1.6095 0.0491 3.0% 0.0126 0.8% 75% True False 77
40 1.6586 1.5802 0.0784 4.8% 0.0099 0.6% 84% True False 54
60 1.6586 1.5802 0.0784 4.8% 0.0076 0.5% 84% True False 40
80 1.6702 1.5802 0.0900 5.5% 0.0059 0.4% 73% False False 31
100 1.6702 1.5802 0.0900 5.5% 0.0047 0.3% 73% False False 25
120 1.6702 1.5802 0.0900 5.5% 0.0040 0.2% 73% False False 21
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.7190
2.618 1.6958
1.618 1.6816
1.000 1.6728
0.618 1.6674
HIGH 1.6586
0.618 1.6532
0.500 1.6515
0.382 1.6498
LOW 1.6444
0.618 1.6356
1.000 1.6302
1.618 1.6214
2.618 1.6072
4.250 1.5841
Fisher Pivots for day following 19-Aug-2011
Pivot 1 day 3 day
R1 1.6515 1.6460
PP 1.6497 1.6458
S1 1.6480 1.6457

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

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