CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 10-Oct-2011
Day Change Summary
Previous Current
07-Oct-2011 10-Oct-2011 Change Change % Previous Week
Open 1.5429 1.5543 0.0114 0.7% 1.5542
High 1.5636 1.5679 0.0043 0.3% 1.5636
Low 1.5414 1.5517 0.0103 0.7% 1.5179
Close 1.5544 1.5666 0.0122 0.8% 1.5544
Range 0.0222 0.0162 -0.0060 -27.0% 0.0457
ATR 0.0164 0.0164 0.0000 -0.1% 0.0000
Volume 134,119 73,418 -60,701 -45.3% 647,433
Daily Pivots for day following 10-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.6107 1.6048 1.5755
R3 1.5945 1.5886 1.5711
R2 1.5783 1.5783 1.5696
R1 1.5724 1.5724 1.5681 1.5754
PP 1.5621 1.5621 1.5621 1.5635
S1 1.5562 1.5562 1.5651 1.5592
S2 1.5459 1.5459 1.5636
S3 1.5297 1.5400 1.5621
S4 1.5135 1.5238 1.5577
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.6824 1.6641 1.5795
R3 1.6367 1.6184 1.5670
R2 1.5910 1.5910 1.5628
R1 1.5727 1.5727 1.5586 1.5819
PP 1.5453 1.5453 1.5453 1.5499
S1 1.5270 1.5270 1.5502 1.5362
S2 1.4996 1.4996 1.5460
S3 1.4539 1.4813 1.5418
S4 1.4082 1.4356 1.5293
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5679 1.5179 0.0500 3.2% 0.0192 1.2% 97% True False 118,284
10 1.5706 1.5179 0.0527 3.4% 0.0175 1.1% 92% False False 117,170
20 1.5857 1.5179 0.0678 4.3% 0.0158 1.0% 72% False False 107,905
40 1.6586 1.5179 0.1407 9.0% 0.0146 0.9% 35% False False 55,147
60 1.6586 1.5179 0.1407 9.0% 0.0131 0.8% 35% False False 36,780
80 1.6586 1.5179 0.1407 9.0% 0.0115 0.7% 35% False False 27,592
100 1.6586 1.5179 0.1407 9.0% 0.0096 0.6% 35% False False 22,076
120 1.6702 1.5179 0.1523 9.7% 0.0082 0.5% 32% False False 18,397
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 0.0039
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6368
2.618 1.6103
1.618 1.5941
1.000 1.5841
0.618 1.5779
HIGH 1.5679
0.618 1.5617
0.500 1.5598
0.382 1.5579
LOW 1.5517
0.618 1.5417
1.000 1.5355
1.618 1.5255
2.618 1.5093
4.250 1.4829
Fisher Pivots for day following 10-Oct-2011
Pivot 1 day 3 day
R1 1.5643 1.5587
PP 1.5621 1.5508
S1 1.5598 1.5429

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

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