CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 31-Aug-2011
Day Change Summary
Previous Current
30-Aug-2011 31-Aug-2011 Change Change % Previous Week
Open 1.6406 1.6301 -0.0105 -0.6% 1.6480
High 1.6416 1.6333 -0.0083 -0.5% 1.6570
Low 1.6252 1.6229 -0.0023 -0.1% 1.6204
Close 1.6305 1.6238 -0.0067 -0.4% 1.6332
Range 0.0164 0.0104 -0.0060 -36.6% 0.0366
ATR 0.0156 0.0153 -0.0004 -2.4% 0.0000
Volume 83,444 68,250 -15,194 -18.2% 396,028
Daily Pivots for day following 31-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.6579 1.6512 1.6295
R3 1.6475 1.6408 1.6267
R2 1.6371 1.6371 1.6257
R1 1.6304 1.6304 1.6248 1.6286
PP 1.6267 1.6267 1.6267 1.6257
S1 1.6200 1.6200 1.6228 1.6182
S2 1.6163 1.6163 1.6219
S3 1.6059 1.6096 1.6209
S4 1.5955 1.5992 1.6181
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.7467 1.7265 1.6533
R3 1.7101 1.6899 1.6433
R2 1.6735 1.6735 1.6399
R1 1.6533 1.6533 1.6366 1.6451
PP 1.6369 1.6369 1.6369 1.6328
S1 1.6167 1.6167 1.6298 1.6085
S2 1.6003 1.6003 1.6265
S3 1.5637 1.5801 1.6231
S4 1.5271 1.5435 1.6131
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6451 1.6204 0.0247 1.5% 0.0143 0.9% 14% False False 76,080
10 1.6615 1.6204 0.0411 2.5% 0.0141 0.9% 8% False False 79,451
20 1.6615 1.6105 0.0510 3.1% 0.0163 1.0% 26% False False 97,620
40 1.6615 1.5768 0.0847 5.2% 0.0153 0.9% 55% False False 100,299
60 1.6615 1.5768 0.0847 5.2% 0.0146 0.9% 55% False False 101,078
80 1.6615 1.5768 0.0847 5.2% 0.0141 0.9% 55% False False 76,401
100 1.6708 1.5768 0.0940 5.8% 0.0129 0.8% 50% False False 61,140
120 1.6708 1.5768 0.0940 5.8% 0.0118 0.7% 50% False False 50,955
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 0.0033
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.6775
2.618 1.6605
1.618 1.6501
1.000 1.6437
0.618 1.6397
HIGH 1.6333
0.618 1.6293
0.500 1.6281
0.382 1.6269
LOW 1.6229
0.618 1.6165
1.000 1.6125
1.618 1.6061
2.618 1.5957
4.250 1.5787
Fisher Pivots for day following 31-Aug-2011
Pivot 1 day 3 day
R1 1.6281 1.6340
PP 1.6267 1.6306
S1 1.6252 1.6272

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

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