CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 17-Oct-2011
Day Change Summary
Previous Current
14-Oct-2011 17-Oct-2011 Change Change % Previous Week
Open 1.5751 1.5809 0.0058 0.4% 1.5543
High 1.5842 1.5839 -0.0003 0.0% 1.5842
Low 1.5712 1.5720 0.0008 0.1% 1.5517
Close 1.5805 1.5742 -0.0063 -0.4% 1.5805
Range 0.0130 0.0119 -0.0011 -8.5% 0.0325
ATR 0.0161 0.0158 -0.0003 -1.9% 0.0000
Volume 81,014 75,074 -5,940 -7.3% 457,179
Daily Pivots for day following 17-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.6124 1.6052 1.5807
R3 1.6005 1.5933 1.5775
R2 1.5886 1.5886 1.5764
R1 1.5814 1.5814 1.5753 1.5791
PP 1.5767 1.5767 1.5767 1.5755
S1 1.5695 1.5695 1.5731 1.5672
S2 1.5648 1.5648 1.5720
S3 1.5529 1.5576 1.5709
S4 1.5410 1.5457 1.5677
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.6696 1.6576 1.5984
R3 1.6371 1.6251 1.5894
R2 1.6046 1.6046 1.5865
R1 1.5926 1.5926 1.5835 1.5986
PP 1.5721 1.5721 1.5721 1.5752
S1 1.5601 1.5601 1.5775 1.5661
S2 1.5396 1.5396 1.5745
S3 1.5071 1.5276 1.5716
S4 1.4746 1.4951 1.5626
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5842 1.5532 0.0310 2.0% 0.0143 0.9% 68% False False 91,767
10 1.5842 1.5179 0.0663 4.2% 0.0168 1.1% 85% False False 105,025
20 1.5842 1.5179 0.0663 4.2% 0.0165 1.0% 85% False False 113,038
40 1.6550 1.5179 0.1371 8.7% 0.0145 0.9% 41% False False 66,600
60 1.6586 1.5179 0.1407 8.9% 0.0139 0.9% 40% False False 44,426
80 1.6586 1.5179 0.1407 8.9% 0.0122 0.8% 40% False False 33,327
100 1.6586 1.5179 0.1407 8.9% 0.0104 0.7% 40% False False 26,664
120 1.6702 1.5179 0.1523 9.7% 0.0087 0.6% 37% False False 22,221
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 0.0034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6345
2.618 1.6151
1.618 1.6032
1.000 1.5958
0.618 1.5913
HIGH 1.5839
0.618 1.5794
0.500 1.5780
0.382 1.5765
LOW 1.5720
0.618 1.5646
1.000 1.5601
1.618 1.5527
2.618 1.5408
4.250 1.5214
Fisher Pivots for day following 17-Oct-2011
Pivot 1 day 3 day
R1 1.5780 1.5749
PP 1.5767 1.5746
S1 1.5755 1.5744

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

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