CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 19-Sep-2011
Day Change Summary
Previous Current
16-Sep-2011 19-Sep-2011 Change Change % Previous Week
Open 1.5786 1.5705 -0.0081 -0.5% 1.5810
High 1.5826 1.5741 -0.0085 -0.5% 1.5872
Low 1.5729 1.5618 -0.0111 -0.7% 1.5692
Close 1.5774 1.5678 -0.0096 -0.6% 1.5774
Range 0.0097 0.0123 0.0026 26.8% 0.0180
ATR 0.0126 0.0128 0.0002 1.7% 0.0000
Volume 83,304 93,781 10,477 12.6% 278,790
Daily Pivots for day following 19-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.6048 1.5986 1.5746
R3 1.5925 1.5863 1.5712
R2 1.5802 1.5802 1.5701
R1 1.5740 1.5740 1.5689 1.5710
PP 1.5679 1.5679 1.5679 1.5664
S1 1.5617 1.5617 1.5667 1.5587
S2 1.5556 1.5556 1.5655
S3 1.5433 1.5494 1.5644
S4 1.5310 1.5371 1.5610
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.6319 1.6227 1.5873
R3 1.6139 1.6047 1.5824
R2 1.5959 1.5959 1.5807
R1 1.5867 1.5867 1.5791 1.5823
PP 1.5779 1.5779 1.5779 1.5758
S1 1.5687 1.5687 1.5758 1.5643
S2 1.5599 1.5599 1.5741
S3 1.5419 1.5507 1.5725
S4 1.5239 1.5327 1.5675
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5857 1.5618 0.0239 1.5% 0.0114 0.7% 25% False True 71,236
10 1.6189 1.5618 0.0571 3.6% 0.0139 0.9% 11% False True 40,093
20 1.6550 1.5618 0.0932 5.9% 0.0124 0.8% 6% False True 20,163
40 1.6586 1.5618 0.0968 6.2% 0.0125 0.8% 6% False True 10,120
60 1.6586 1.5618 0.0968 6.2% 0.0108 0.7% 6% False True 6,757
80 1.6586 1.5618 0.0968 6.2% 0.0088 0.6% 6% False True 5,071
100 1.6702 1.5618 0.1084 6.9% 0.0072 0.5% 6% False True 4,057
120 1.6702 1.5618 0.1084 6.9% 0.0060 0.4% 6% False True 3,381
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0037
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6264
2.618 1.6063
1.618 1.5940
1.000 1.5864
0.618 1.5817
HIGH 1.5741
0.618 1.5694
0.500 1.5680
0.382 1.5665
LOW 1.5618
0.618 1.5542
1.000 1.5495
1.618 1.5419
2.618 1.5296
4.250 1.5095
Fisher Pivots for day following 19-Sep-2011
Pivot 1 day 3 day
R1 1.5680 1.5735
PP 1.5679 1.5716
S1 1.5679 1.5697

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

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