CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 29-Apr-2011
Day Change Summary
Previous Current
28-Apr-2011 29-Apr-2011 Change Change % Previous Week
Open 1.6596 1.6655 0.0059 0.4% 1.6496
High 1.6693 1.6678 -0.0015 -0.1% 1.6693
Low 1.6593 1.6655 0.0062 0.4% 1.6436
Close 1.6609 1.6677 0.0068 0.4% 1.6677
Range 0.0100 0.0023 -0.0077 -77.0% 0.0257
ATR 0.0088 0.0086 -0.0001 -1.5% 0.0000
Volume 134 84 -50 -37.3% 328
Daily Pivots for day following 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.6739 1.6731 1.6690
R3 1.6716 1.6708 1.6683
R2 1.6693 1.6693 1.6681
R1 1.6685 1.6685 1.6679 1.6689
PP 1.6670 1.6670 1.6670 1.6672
S1 1.6662 1.6662 1.6675 1.6666
S2 1.6647 1.6647 1.6673
S3 1.6624 1.6639 1.6671
S4 1.6601 1.6616 1.6664
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.7373 1.7282 1.6818
R3 1.7116 1.7025 1.6748
R2 1.6859 1.6859 1.6724
R1 1.6768 1.6768 1.6701 1.6814
PP 1.6602 1.6602 1.6602 1.6625
S1 1.6511 1.6511 1.6653 1.6557
S2 1.6345 1.6345 1.6630
S3 1.6088 1.6254 1.6606
S4 1.5831 1.5997 1.6536
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6693 1.6436 0.0257 1.5% 0.0064 0.4% 94% False False 65
10 1.6693 1.6146 0.0547 3.3% 0.0061 0.4% 97% False False 68
20 1.6693 1.5953 0.0740 4.4% 0.0064 0.4% 98% False False 67
40 1.6693 1.5910 0.0783 4.7% 0.0057 0.3% 98% False False 44
60 1.6693 1.5910 0.0783 4.7% 0.0039 0.2% 98% False False 31
80 1.6693 1.5449 0.1244 7.5% 0.0033 0.2% 99% False False 24
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.6776
2.618 1.6738
1.618 1.6715
1.000 1.6701
0.618 1.6692
HIGH 1.6678
0.618 1.6669
0.500 1.6667
0.382 1.6664
LOW 1.6655
0.618 1.6641
1.000 1.6632
1.618 1.6618
2.618 1.6595
4.250 1.6557
Fisher Pivots for day following 29-Apr-2011
Pivot 1 day 3 day
R1 1.6674 1.6640
PP 1.6670 1.6602
S1 1.6667 1.6565

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

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