CME British Pound Future June 2011


Trading Metrics calculated at close of trading on 27-Dec-2010
Day Change Summary
Previous Current
23-Dec-2010 27-Dec-2010 Change Change % Previous Week
Open 1.5400 1.5410 0.0010 0.1% 1.5483
High 1.5419 1.5421 0.0002 0.0% 1.5537
Low 1.5350 1.5384 0.0034 0.2% 1.5337
Close 1.5389 1.5381 -0.0008 -0.1% 1.5389
Range 0.0069 0.0037 -0.0032 -46.4% 0.0200
ATR
Volume 59 48 -11 -18.6% 109
Daily Pivots for day following 27-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.5506 1.5481 1.5401
R3 1.5469 1.5444 1.5391
R2 1.5432 1.5432 1.5388
R1 1.5407 1.5407 1.5384 1.5401
PP 1.5395 1.5395 1.5395 1.5393
S1 1.5370 1.5370 1.5378 1.5364
S2 1.5358 1.5358 1.5374
S3 1.5321 1.5333 1.5371
S4 1.5284 1.5296 1.5361
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.6021 1.5905 1.5499
R3 1.5821 1.5705 1.5444
R2 1.5621 1.5621 1.5426
R1 1.5505 1.5505 1.5407 1.5463
PP 1.5421 1.5421 1.5421 1.5400
S1 1.5305 1.5305 1.5371 1.5263
S2 1.5221 1.5221 1.5352
S3 1.5021 1.5105 1.5334
S4 1.4821 1.4905 1.5279
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5537 1.5337 0.0200 1.3% 0.0060 0.4% 22% False False 31
10 1.5852 1.5337 0.0515 3.3% 0.0089 0.6% 9% False False 27
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 False
Bull Hook False
Stretch 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5578
2.618 1.5518
1.618 1.5481
1.000 1.5458
0.618 1.5444
HIGH 1.5421
0.618 1.5407
0.500 1.5403
0.382 1.5398
LOW 1.5384
0.618 1.5361
1.000 1.5347
1.618 1.5324
2.618 1.5287
4.250 1.5227
Fisher Pivots for day following 27-Dec-2010
Pivot 1 day 3 day
R1 1.5403 1.5401
PP 1.5395 1.5394
S1 1.5388 1.5388

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

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