CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 04-Nov-2011
Day Change Summary
Previous Current
03-Nov-2011 04-Nov-2011 Change Change % Previous Week
Open 1.5933 1.6032 0.0099 0.6% 1.6119
High 1.6055 1.6058 0.0003 0.0% 1.6158
Low 1.5867 1.5938 0.0071 0.4% 1.5867
Close 1.6031 1.6032 0.0001 0.0% 1.6032
Range 0.0188 0.0120 -0.0068 -36.2% 0.0291
ATR 0.0160 0.0157 -0.0003 -1.8% 0.0000
Volume 130,026 85,138 -44,888 -34.5% 567,794
Daily Pivots for day following 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.6369 1.6321 1.6098
R3 1.6249 1.6201 1.6065
R2 1.6129 1.6129 1.6054
R1 1.6081 1.6081 1.6043 1.6092
PP 1.6009 1.6009 1.6009 1.6015
S1 1.5961 1.5961 1.6021 1.5972
S2 1.5889 1.5889 1.6010
S3 1.5769 1.5841 1.5999
S4 1.5649 1.5721 1.5966
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.6892 1.6753 1.6192
R3 1.6601 1.6462 1.6112
R2 1.6310 1.6310 1.6085
R1 1.6171 1.6171 1.6059 1.6095
PP 1.6019 1.6019 1.6019 1.5981
S1 1.5880 1.5880 1.6005 1.5804
S2 1.5728 1.5728 1.5979
S3 1.5437 1.5589 1.5952
S4 1.5146 1.5298 1.5872
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6158 1.5867 0.0291 1.8% 0.0170 1.1% 57% False False 113,558
10 1.6158 1.5867 0.0291 1.8% 0.0146 0.9% 57% False False 104,313
20 1.6158 1.5517 0.0641 4.0% 0.0152 0.9% 80% False False 100,963
40 1.6158 1.5179 0.0979 6.1% 0.0153 1.0% 87% False False 103,008
60 1.6586 1.5179 0.1407 8.8% 0.0147 0.9% 61% False False 69,197
80 1.6586 1.5179 0.1407 8.8% 0.0135 0.8% 61% False False 51,908
100 1.6586 1.5179 0.1407 8.8% 0.0121 0.8% 61% False False 41,533
120 1.6586 1.5179 0.1407 8.8% 0.0104 0.7% 61% False False 34,612
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0034
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.6568
2.618 1.6372
1.618 1.6252
1.000 1.6178
0.618 1.6132
HIGH 1.6058
0.618 1.6012
0.500 1.5998
0.382 1.5984
LOW 1.5938
0.618 1.5864
1.000 1.5818
1.618 1.5744
2.618 1.5624
4.250 1.5428
Fisher Pivots for day following 04-Nov-2011
Pivot 1 day 3 day
R1 1.6021 1.6009
PP 1.6009 1.5986
S1 1.5998 1.5963

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

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