CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 06-Jul-2011
Day Change Summary
Previous Current
05-Jul-2011 06-Jul-2011 Change Change % Previous Week
Open 1.6033 1.5969 -0.0064 -0.4% 1.5919
High 1.6098 1.5995 -0.0103 -0.6% 1.6073
Low 1.5977 1.5961 -0.0016 -0.1% 1.5890
Close 1.6016 1.5950 -0.0066 -0.4% 1.6032
Range 0.0121 0.0034 -0.0087 -71.9% 0.0183
ATR 0.0087 0.0085 -0.0002 -2.6% 0.0000
Volume 44 74 30 68.2% 151
Daily Pivots for day following 06-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.6071 1.6044 1.5969
R3 1.6037 1.6010 1.5959
R2 1.6003 1.6003 1.5956
R1 1.5976 1.5976 1.5953 1.5973
PP 1.5969 1.5969 1.5969 1.5967
S1 1.5942 1.5942 1.5947 1.5939
S2 1.5935 1.5935 1.5944
S3 1.5901 1.5908 1.5941
S4 1.5867 1.5874 1.5931
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.6547 1.6473 1.6133
R3 1.6364 1.6290 1.6082
R2 1.6181 1.6181 1.6066
R1 1.6107 1.6107 1.6049 1.6144
PP 1.5998 1.5998 1.5998 1.6017
S1 1.5924 1.5924 1.6015 1.5961
S2 1.5815 1.5815 1.5998
S3 1.5632 1.5741 1.5982
S4 1.5449 1.5558 1.5931
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6098 1.5959 0.0139 0.9% 0.0076 0.5% -6% False False 46
10 1.6098 1.5890 0.0208 1.3% 0.0072 0.5% 29% False False 30
20 1.6367 1.5890 0.0477 3.0% 0.0054 0.3% 13% False False 25
40 1.6415 1.5890 0.0525 3.3% 0.0031 0.2% 11% False False 15
60 1.6702 1.5890 0.0812 5.1% 0.0024 0.1% 7% False False 10
80 1.6702 1.5890 0.0812 5.1% 0.0018 0.1% 7% False False 8
100 1.6702 1.5890 0.0812 5.1% 0.0015 0.1% 7% False False 7
Crabel Price Patterns
NR True
NR4 True
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 0.0015
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6140
2.618 1.6084
1.618 1.6050
1.000 1.6029
0.618 1.6016
HIGH 1.5995
0.618 1.5982
0.500 1.5978
0.382 1.5974
LOW 1.5961
0.618 1.5940
1.000 1.5927
1.618 1.5906
2.618 1.5872
4.250 1.5817
Fisher Pivots for day following 06-Jul-2011
Pivot 1 day 3 day
R1 1.5978 1.6029
PP 1.5969 1.6002
S1 1.5959 1.5976

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

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