CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 05-Aug-2011
Day Change Summary
Previous Current
04-Aug-2011 05-Aug-2011 Change Change % Previous Week
Open 1.6390 1.6241 -0.0149 -0.9% 1.6362
High 1.6390 1.6371 -0.0019 -0.1% 1.6456
Low 1.6233 1.6241 0.0008 0.0% 1.6233
Close 1.6260 1.6339 0.0079 0.5% 1.6339
Range 0.0157 0.0130 -0.0027 -17.2% 0.0223
ATR 0.0097 0.0100 0.0002 2.4% 0.0000
Volume 38 57 19 50.0% 195
Daily Pivots for day following 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.6707 1.6653 1.6411
R3 1.6577 1.6523 1.6375
R2 1.6447 1.6447 1.6363
R1 1.6393 1.6393 1.6351 1.6420
PP 1.6317 1.6317 1.6317 1.6331
S1 1.6263 1.6263 1.6327 1.6290
S2 1.6187 1.6187 1.6315
S3 1.6057 1.6133 1.6303
S4 1.5927 1.6003 1.6268
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.7012 1.6898 1.6462
R3 1.6789 1.6675 1.6400
R2 1.6566 1.6566 1.6380
R1 1.6452 1.6452 1.6359 1.6398
PP 1.6343 1.6343 1.6343 1.6315
S1 1.6229 1.6229 1.6319 1.6175
S2 1.6120 1.6120 1.6298
S3 1.5897 1.6006 1.6278
S4 1.5674 1.5783 1.6216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6456 1.6233 0.0223 1.4% 0.0124 0.8% 48% False False 39
10 1.6456 1.6233 0.0223 1.4% 0.0107 0.7% 48% False False 28
20 1.6456 1.5802 0.0654 4.0% 0.0088 0.5% 82% False False 31
40 1.6456 1.5802 0.0654 4.0% 0.0074 0.5% 82% False False 28
60 1.6456 1.5802 0.0654 4.0% 0.0052 0.3% 82% False False 20
80 1.6702 1.5802 0.0900 5.5% 0.0041 0.3% 60% False False 15
100 1.6702 1.5802 0.0900 5.5% 0.0033 0.2% 60% False False 13
120 1.6702 1.5802 0.0900 5.5% 0.0028 0.2% 60% False False 11
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6924
2.618 1.6711
1.618 1.6581
1.000 1.6501
0.618 1.6451
HIGH 1.6371
0.618 1.6321
0.500 1.6306
0.382 1.6291
LOW 1.6241
0.618 1.6161
1.000 1.6111
1.618 1.6031
2.618 1.5901
4.250 1.5689
Fisher Pivots for day following 05-Aug-2011
Pivot 1 day 3 day
R1 1.6328 1.6330
PP 1.6317 1.6321
S1 1.6306 1.6312

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

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