CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 06-Jan-2011
Day Change Summary
Previous Current
05-Jan-2011 06-Jan-2011 Change Change % Previous Week
Open 1.5449 1.5523 0.0074 0.5% 1.5363
High 1.5449 1.5523 0.0074 0.5% 1.5547
Low 1.5449 1.5523 0.0074 0.5% 1.5329
Close 1.5449 1.5425 -0.0024 -0.2% 1.5547
Range
ATR 0.0076 0.0076 0.0000 -0.2% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 06-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.5490 1.5458 1.5425
R3 1.5490 1.5458 1.5425
R2 1.5490 1.5490 1.5425
R1 1.5458 1.5458 1.5425 1.5474
PP 1.5490 1.5490 1.5490 1.5499
S1 1.5458 1.5458 1.5425 1.5474
S2 1.5490 1.5490 1.5425
S3 1.5490 1.5458 1.5425
S4 1.5490 1.5458 1.5425
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.6128 1.6056 1.5667
R3 1.5910 1.5838 1.5607
R2 1.5692 1.5692 1.5587
R1 1.5620 1.5620 1.5567 1.5656
PP 1.5474 1.5474 1.5474 1.5493
S1 1.5402 1.5402 1.5527 1.5438
S2 1.5256 1.5256 1.5507
S3 1.5038 1.5184 1.5487
S4 1.4820 1.4966 1.5427
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5547 1.5449 0.0098 0.6% 0.0000 0.0% -24% False False 2
10 1.5547 1.5329 0.0218 1.4% 0.0000 0.0% 44% False False 2
20 1.5857 1.5325 0.0532 3.4% 0.0006 0.0% 19% False False 2
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.5523
2.618 1.5523
1.618 1.5523
1.000 1.5523
0.618 1.5523
HIGH 1.5523
0.618 1.5523
0.500 1.5523
0.382 1.5523
LOW 1.5523
0.618 1.5523
1.000 1.5523
1.618 1.5523
2.618 1.5523
4.250 1.5523
Fisher Pivots for day following 06-Jan-2011
Pivot 1 day 3 day
R1 1.5523 1.5493
PP 1.5490 1.5470
S1 1.5458 1.5448

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

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