CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 21-Dec-2010
Day Change Summary
Previous Current
20-Dec-2010 21-Dec-2010 Change Change % Previous Week
Open 1.5489 1.5417 -0.0072 -0.5% 1.5758
High 1.5489 1.5417 -0.0072 -0.5% 1.5857
Low 1.5465 1.5417 -0.0048 -0.3% 1.5466
Close 1.5459 1.5417 -0.0042 -0.3% 1.5466
Range 0.0024 0.0000 -0.0024 -100.0% 0.0391
ATR
Volume 3 2 -1 -33.3% 16
Daily Pivots for day following 21-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.5417 1.5417 1.5417
R3 1.5417 1.5417 1.5417
R2 1.5417 1.5417 1.5417
R1 1.5417 1.5417 1.5417 1.5417
PP 1.5417 1.5417 1.5417 1.5417
S1 1.5417 1.5417 1.5417 1.5417
S2 1.5417 1.5417 1.5417
S3 1.5417 1.5417 1.5417
S4 1.5417 1.5417 1.5417
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.6769 1.6509 1.5681
R3 1.6378 1.6118 1.5574
R2 1.5987 1.5987 1.5538
R1 1.5727 1.5727 1.5502 1.5662
PP 1.5596 1.5596 1.5596 1.5564
S1 1.5336 1.5336 1.5430 1.5271
S2 1.5205 1.5205 1.5394
S3 1.4814 1.4945 1.5358
S4 1.4423 1.4554 1.5251
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5630 1.5417 0.0213 1.4% 0.0005 0.0% 0% False True 3
10 1.5857 1.5417 0.0440 2.9% 0.0012 0.1% 0% False True 2
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5417
2.618 1.5417
1.618 1.5417
1.000 1.5417
0.618 1.5417
HIGH 1.5417
0.618 1.5417
0.500 1.5417
0.382 1.5417
LOW 1.5417
0.618 1.5417
1.000 1.5417
1.618 1.5417
2.618 1.5417
4.250 1.5417
Fisher Pivots for day following 21-Dec-2010
Pivot 1 day 3 day
R1 1.5417 1.5453
PP 1.5417 1.5441
S1 1.5417 1.5429

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

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