CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 30-Dec-2010
Day Change Summary
Previous Current
29-Dec-2010 30-Dec-2010 Change Change % Previous Week
Open 1.5469 1.5375 -0.0094 -0.6% 1.5489
High 1.5469 1.5375 -0.0094 -0.6% 1.5489
Low 1.5469 1.5375 -0.0094 -0.6% 1.5325
Close 1.5469 1.5375 -0.0094 -0.6% 1.5371
Range
ATR 0.0062 0.0065 0.0002 3.6% 0.0000
Volume 2 2 0 0.0% 9
Daily Pivots for day following 30-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.5375 1.5375 1.5375
R3 1.5375 1.5375 1.5375
R2 1.5375 1.5375 1.5375
R1 1.5375 1.5375 1.5375 1.5375
PP 1.5375 1.5375 1.5375 1.5375
S1 1.5375 1.5375 1.5375 1.5375
S2 1.5375 1.5375 1.5375
S3 1.5375 1.5375 1.5375
S4 1.5375 1.5375 1.5375
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.5887 1.5793 1.5461
R3 1.5723 1.5629 1.5416
R2 1.5559 1.5559 1.5401
R1 1.5465 1.5465 1.5386 1.5430
PP 1.5395 1.5395 1.5395 1.5378
S1 1.5301 1.5301 1.5356 1.5266
S2 1.5231 1.5231 1.5341
S3 1.5067 1.5137 1.5326
S4 1.4903 1.4973 1.5281
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5469 1.5329 0.0140 0.9% 0.0000 0.0% 33% False False 2
10 1.5562 1.5325 0.0237 1.5% 0.0002 0.0% 21% False False 2
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 1.5375
2.618 1.5375
1.618 1.5375
1.000 1.5375
0.618 1.5375
HIGH 1.5375
0.618 1.5375
0.500 1.5375
0.382 1.5375
LOW 1.5375
0.618 1.5375
1.000 1.5375
1.618 1.5375
2.618 1.5375
4.250 1.5375
Fisher Pivots for day following 30-Dec-2010
Pivot 1 day 3 day
R1 1.5375 1.5399
PP 1.5375 1.5391
S1 1.5375 1.5383

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

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