CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 22-Sep-2011
Day Change Summary
Previous Current
21-Sep-2011 22-Sep-2011 Change Change % Previous Week
Open 1.5726 1.5491 -0.0235 -1.5% 1.5810
High 1.5730 1.5505 -0.0225 -1.4% 1.5872
Low 1.5474 1.5316 -0.0158 -1.0% 1.5692
Close 1.5566 1.5342 -0.0224 -1.4% 1.5774
Range 0.0256 0.0189 -0.0067 -26.2% 0.0180
ATR 0.0135 0.0143 0.0008 6.1% 0.0000
Volume 148,087 152,732 4,645 3.1% 278,790
Daily Pivots for day following 22-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.5955 1.5837 1.5446
R3 1.5766 1.5648 1.5394
R2 1.5577 1.5577 1.5377
R1 1.5459 1.5459 1.5359 1.5424
PP 1.5388 1.5388 1.5388 1.5370
S1 1.5270 1.5270 1.5325 1.5235
S2 1.5199 1.5199 1.5307
S3 1.5010 1.5081 1.5290
S4 1.4821 1.4892 1.5238
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 1.5826 1.5316 0.0510 3.3% 0.0152 1.0% 5% False True 114,013
10 1.5972 1.5316 0.0656 4.3% 0.0137 0.9% 4% False True 77,859
20 1.6430 1.5316 0.1114 7.3% 0.0138 0.9% 2% False True 39,800
40 1.6586 1.5316 0.1270 8.3% 0.0133 0.9% 2% False True 19,943
60 1.6586 1.5316 0.1270 8.3% 0.0112 0.7% 2% False True 13,306
80 1.6586 1.5316 0.1270 8.3% 0.0095 0.6% 2% False True 9,983
100 1.6586 1.5316 0.1270 8.3% 0.0076 0.5% 2% False True 7,987
120 1.6702 1.5316 0.1386 9.0% 0.0065 0.4% 2% False True 6,656
Crabel Price Patterns
NR True
NR4 False
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 0.0030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6308
2.618 1.6000
1.618 1.5811
1.000 1.5694
0.618 1.5622
HIGH 1.5505
0.618 1.5433
0.500 1.5411
0.382 1.5388
LOW 1.5316
0.618 1.5199
1.000 1.5127
1.618 1.5010
2.618 1.4821
4.250 1.4513
Fisher Pivots for day following 22-Sep-2011
Pivot 1 day 3 day
R1 1.5411 1.5526
PP 1.5388 1.5464
S1 1.5365 1.5403

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

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