CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 22-Aug-2011
Day Change Summary
Previous Current
19-Aug-2011 22-Aug-2011 Change Change % Previous Week
Open 1.6500 1.6480 -0.0020 -0.1% 1.6278
High 1.6615 1.6517 -0.0098 -0.6% 1.6615
Low 1.6440 1.6431 -0.0009 -0.1% 1.6251
Close 1.6477 1.6480 0.0003 0.0% 1.6477
Range 0.0175 0.0086 -0.0089 -50.9% 0.0364
ATR 0.0165 0.0159 -0.0006 -3.4% 0.0000
Volume 101,745 61,893 -39,852 -39.2% 455,844
Daily Pivots for day following 22-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.6734 1.6693 1.6527
R3 1.6648 1.6607 1.6504
R2 1.6562 1.6562 1.6496
R1 1.6521 1.6521 1.6488 1.6523
PP 1.6476 1.6476 1.6476 1.6477
S1 1.6435 1.6435 1.6472 1.6437
S2 1.6390 1.6390 1.6464
S3 1.6304 1.6349 1.6456
S4 1.6218 1.6263 1.6433
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.7540 1.7372 1.6677
R3 1.7176 1.7008 1.6577
R2 1.6812 1.6812 1.6544
R1 1.6644 1.6644 1.6510 1.6728
PP 1.6448 1.6448 1.6448 1.6490
S1 1.6280 1.6280 1.6444 1.6364
S2 1.6084 1.6084 1.6410
S3 1.5720 1.5916 1.6377
S4 1.5356 1.5552 1.6277
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6615 1.6317 0.0298 1.8% 0.0161 1.0% 55% False False 89,739
10 1.6615 1.6105 0.0510 3.1% 0.0169 1.0% 74% False False 101,869
20 1.6615 1.6105 0.0510 3.1% 0.0170 1.0% 74% False False 104,723
40 1.6615 1.5768 0.0847 5.1% 0.0150 0.9% 84% False False 106,149
60 1.6615 1.5768 0.0847 5.1% 0.0144 0.9% 84% False False 92,864
80 1.6708 1.5768 0.0940 5.7% 0.0138 0.8% 76% False False 69,687
100 1.6708 1.5768 0.0940 5.7% 0.0123 0.7% 76% False False 55,762
120 1.6708 1.5768 0.0940 5.7% 0.0111 0.7% 76% False False 46,472
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0050
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.6883
2.618 1.6742
1.618 1.6656
1.000 1.6603
0.618 1.6570
HIGH 1.6517
0.618 1.6484
0.500 1.6474
0.382 1.6464
LOW 1.6431
0.618 1.6378
1.000 1.6345
1.618 1.6292
2.618 1.6206
4.250 1.6066
Fisher Pivots for day following 22-Aug-2011
Pivot 1 day 3 day
R1 1.6478 1.6515
PP 1.6476 1.6503
S1 1.6474 1.6492

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

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