CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 29-Jun-2011
Day Change Summary
Previous Current
28-Jun-2011 29-Jun-2011 Change Change % Previous Week
Open 1.5974 1.5980 0.0006 0.0% 1.6150
High 1.6028 1.6059 0.0031 0.2% 1.6246
Low 1.5894 1.5954 0.0060 0.4% 1.5922
Close 1.5973 1.6038 0.0065 0.4% 1.5956
Range 0.0134 0.0105 -0.0029 -21.6% 0.0324
ATR 0.0130 0.0128 -0.0002 -1.4% 0.0000
Volume 129,073 114,000 -15,073 -11.7% 510,373
Daily Pivots for day following 29-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.6332 1.6290 1.6096
R3 1.6227 1.6185 1.6067
R2 1.6122 1.6122 1.6057
R1 1.6080 1.6080 1.6048 1.6101
PP 1.6017 1.6017 1.6017 1.6028
S1 1.5975 1.5975 1.6028 1.5996
S2 1.5912 1.5912 1.6019
S3 1.5807 1.5870 1.6009
S4 1.5702 1.5765 1.5980
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.7013 1.6809 1.6134
R3 1.6689 1.6485 1.6045
R2 1.6365 1.6365 1.6015
R1 1.6161 1.6161 1.5986 1.6101
PP 1.6041 1.6041 1.6041 1.6012
S1 1.5837 1.5837 1.5926 1.5777
S2 1.5717 1.5717 1.5897
S3 1.5393 1.5513 1.5867
S4 1.5069 1.5189 1.5778
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6062 1.5894 0.0168 1.0% 0.0115 0.7% 86% False False 113,088
10 1.6246 1.5894 0.0352 2.2% 0.0125 0.8% 41% False False 106,302
20 1.6451 1.5894 0.0557 3.5% 0.0132 0.8% 26% False False 82,956
40 1.6536 1.5894 0.0642 4.0% 0.0127 0.8% 22% False False 41,571
60 1.6708 1.5894 0.0814 5.1% 0.0108 0.7% 18% False False 27,740
80 1.6708 1.5894 0.0814 5.1% 0.0095 0.6% 18% False False 20,811
100 1.6708 1.5894 0.0814 5.1% 0.0077 0.5% 18% False False 16,649
120 1.6708 1.5503 0.1205 7.5% 0.0066 0.4% 44% False False 13,875
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 0.0034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6505
2.618 1.6334
1.618 1.6229
1.000 1.6164
0.618 1.6124
HIGH 1.6059
0.618 1.6019
0.500 1.6007
0.382 1.5994
LOW 1.5954
0.618 1.5889
1.000 1.5849
1.618 1.5784
2.618 1.5679
4.250 1.5508
Fisher Pivots for day following 29-Jun-2011
Pivot 1 day 3 day
R1 1.6028 1.6018
PP 1.6017 1.5997
S1 1.6007 1.5977

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

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