CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 28-Jun-2011
Day Change Summary
Previous Current
27-Jun-2011 28-Jun-2011 Change Change % Previous Week
Open 1.5919 1.5890 -0.0029 -0.2% 1.6123
High 1.5975 1.6000 0.0025 0.2% 1.6211
Low 1.5900 1.5890 -0.0010 -0.1% 1.5915
Close 1.5945 1.5957 0.0012 0.1% 1.5940
Range 0.0075 0.0110 0.0035 46.7% 0.0296
ATR 0.0080 0.0082 0.0002 2.7% 0.0000
Volume 17 22 5 29.4% 50
Daily Pivots for day following 28-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.6279 1.6228 1.6018
R3 1.6169 1.6118 1.5987
R2 1.6059 1.6059 1.5977
R1 1.6008 1.6008 1.5967 1.6034
PP 1.5949 1.5949 1.5949 1.5962
S1 1.5898 1.5898 1.5947 1.5924
S2 1.5839 1.5839 1.5937
S3 1.5729 1.5788 1.5927
S4 1.5619 1.5678 1.5897
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.6910 1.6721 1.6103
R3 1.6614 1.6425 1.6021
R2 1.6318 1.6318 1.5994
R1 1.6129 1.6129 1.5967 1.6076
PP 1.6022 1.6022 1.6022 1.5995
S1 1.5833 1.5833 1.5913 1.5780
S2 1.5726 1.5726 1.5886
S3 1.5430 1.5537 1.5859
S4 1.5134 1.5241 1.5777
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6037 1.5890 0.0147 0.9% 0.0068 0.4% 46% False True 15
10 1.6322 1.5890 0.0432 2.7% 0.0061 0.4% 16% False True 12
20 1.6415 1.5890 0.0525 3.3% 0.0043 0.3% 13% False True 14
40 1.6415 1.5890 0.0525 3.3% 0.0022 0.1% 13% False True 9
60 1.6702 1.5890 0.0812 5.1% 0.0017 0.1% 8% False True 6
80 1.6702 1.5890 0.0812 5.1% 0.0013 0.1% 8% False True 5
100 1.6702 1.5890 0.0812 5.1% 0.0011 0.1% 8% False True 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.6468
2.618 1.6288
1.618 1.6178
1.000 1.6110
0.618 1.6068
HIGH 1.6000
0.618 1.5958
0.500 1.5945
0.382 1.5932
LOW 1.5890
0.618 1.5822
1.000 1.5780
1.618 1.5712
2.618 1.5602
4.250 1.5423
Fisher Pivots for day following 28-Jun-2011
Pivot 1 day 3 day
R1 1.5953 1.5953
PP 1.5949 1.5949
S1 1.5945 1.5945

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

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