CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 20-Sep-2011
Day Change Summary
Previous Current
19-Sep-2011 20-Sep-2011 Change Change % Previous Week
Open 1.5705 1.5688 -0.0017 -0.1% 1.5810
High 1.5741 1.5735 -0.0006 0.0% 1.5872
Low 1.5618 1.5641 0.0023 0.1% 1.5692
Close 1.5678 1.5716 0.0038 0.2% 1.5774
Range 0.0123 0.0094 -0.0029 -23.6% 0.0180
ATR 0.0128 0.0126 -0.0002 -1.9% 0.0000
Volume 93,781 92,161 -1,620 -1.7% 278,790
Daily Pivots for day following 20-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.5979 1.5942 1.5768
R3 1.5885 1.5848 1.5742
R2 1.5791 1.5791 1.5733
R1 1.5754 1.5754 1.5725 1.5773
PP 1.5697 1.5697 1.5697 1.5707
S1 1.5660 1.5660 1.5707 1.5679
S2 1.5603 1.5603 1.5699
S3 1.5509 1.5566 1.5690
S4 1.5415 1.5472 1.5664
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 1.5852 1.5618 0.0234 1.5% 0.0112 0.7% 42% False False 84,255
10 1.6067 1.5618 0.0449 2.9% 0.0120 0.8% 22% False False 48,885
20 1.6550 1.5618 0.0932 5.9% 0.0127 0.8% 11% False False 24,766
40 1.6586 1.5618 0.0968 6.2% 0.0127 0.8% 10% False False 12,424
60 1.6586 1.5618 0.0968 6.2% 0.0108 0.7% 10% False False 8,293
80 1.6586 1.5618 0.0968 6.2% 0.0089 0.6% 10% False False 6,223
100 1.6702 1.5618 0.1084 6.9% 0.0073 0.5% 9% False False 4,979
120 1.6702 1.5618 0.1084 6.9% 0.0061 0.4% 9% False False 4,149
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0038
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.6135
2.618 1.5981
1.618 1.5887
1.000 1.5829
0.618 1.5793
HIGH 1.5735
0.618 1.5699
0.500 1.5688
0.382 1.5677
LOW 1.5641
0.618 1.5583
1.000 1.5547
1.618 1.5489
2.618 1.5395
4.250 1.5242
Fisher Pivots for day following 20-Sep-2011
Pivot 1 day 3 day
R1 1.5707 1.5722
PP 1.5697 1.5720
S1 1.5688 1.5718

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

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