CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 28-Jul-2011
Day Change Summary
Previous Current
27-Jul-2011 28-Jul-2011 Change Change % Previous Week
Open 1.6412 1.6319 -0.0093 -0.6% 1.6118
High 1.6460 1.6372 -0.0088 -0.5% 1.6323
Low 1.6303 1.6284 -0.0019 -0.1% 1.5993
Close 1.6317 1.6336 0.0019 0.1% 1.6296
Range 0.0157 0.0088 -0.0069 -43.9% 0.0330
ATR 0.0132 0.0129 -0.0003 -2.4% 0.0000
Volume 96,442 72,845 -23,597 -24.5% 500,621
Daily Pivots for day following 28-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.6595 1.6553 1.6384
R3 1.6507 1.6465 1.6360
R2 1.6419 1.6419 1.6352
R1 1.6377 1.6377 1.6344 1.6398
PP 1.6331 1.6331 1.6331 1.6341
S1 1.6289 1.6289 1.6328 1.6310
S2 1.6243 1.6243 1.6320
S3 1.6155 1.6201 1.6312
S4 1.6067 1.6113 1.6288
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.7194 1.7075 1.6478
R3 1.6864 1.6745 1.6387
R2 1.6534 1.6534 1.6357
R1 1.6415 1.6415 1.6326 1.6475
PP 1.6204 1.6204 1.6204 1.6234
S1 1.6085 1.6085 1.6266 1.6145
S2 1.5874 1.5874 1.6236
S3 1.5544 1.5755 1.6205
S4 1.5214 1.5425 1.6115
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6460 1.6251 0.0209 1.3% 0.0110 0.7% 41% False False 79,196
10 1.6460 1.5993 0.0467 2.9% 0.0123 0.8% 73% False False 90,602
20 1.6460 1.5768 0.0692 4.2% 0.0133 0.8% 82% False False 103,926
40 1.6460 1.5768 0.0692 4.2% 0.0132 0.8% 82% False False 93,441
60 1.6536 1.5768 0.0768 4.7% 0.0129 0.8% 74% False False 62,356
80 1.6708 1.5768 0.0940 5.8% 0.0114 0.7% 60% False False 46,787
100 1.6708 1.5768 0.0940 5.8% 0.0102 0.6% 60% False False 37,434
120 1.6708 1.5768 0.0940 5.8% 0.0086 0.5% 60% False False 31,196
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 0.0024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6746
2.618 1.6602
1.618 1.6514
1.000 1.6460
0.618 1.6426
HIGH 1.6372
0.618 1.6338
0.500 1.6328
0.382 1.6318
LOW 1.6284
0.618 1.6230
1.000 1.6196
1.618 1.6142
2.618 1.6054
4.250 1.5910
Fisher Pivots for day following 28-Jul-2011
Pivot 1 day 3 day
R1 1.6333 1.6358
PP 1.6331 1.6351
S1 1.6328 1.6343

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

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