CME British Pound Future June 2011


Trading Metrics calculated at close of trading on 28-Dec-2010
Day Change Summary
Previous Current
27-Dec-2010 28-Dec-2010 Change Change % Previous Week
Open 1.5410 1.5420 0.0010 0.1% 1.5483
High 1.5421 1.5463 0.0042 0.3% 1.5537
Low 1.5384 1.5415 0.0031 0.2% 1.5337
Close 1.5381 1.5347 -0.0034 -0.2% 1.5389
Range 0.0037 0.0048 0.0011 29.7% 0.0200
ATR 0.0000 0.0082 0.0082 0.0000
Volume 48 43 -5 -10.4% 109
Daily Pivots for day following 28-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.5552 1.5498 1.5373
R3 1.5504 1.5450 1.5360
R2 1.5456 1.5456 1.5356
R1 1.5402 1.5402 1.5351 1.5405
PP 1.5408 1.5408 1.5408 1.5410
S1 1.5354 1.5354 1.5343 1.5357
S2 1.5360 1.5360 1.5338
S3 1.5312 1.5306 1.5334
S4 1.5264 1.5258 1.5321
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.6021 1.5905 1.5499
R3 1.5821 1.5705 1.5444
R2 1.5621 1.5621 1.5426
R1 1.5505 1.5505 1.5407 1.5463
PP 1.5421 1.5421 1.5421 1.5400
S1 1.5305 1.5305 1.5371 1.5263
S2 1.5221 1.5221 1.5352
S3 1.5021 1.5105 1.5334
S4 1.4821 1.4905 1.5279
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5464 1.5337 0.0127 0.8% 0.0056 0.4% 8% False False 35
10 1.5852 1.5337 0.0515 3.4% 0.0087 0.6% 2% False False 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5667
2.618 1.5589
1.618 1.5541
1.000 1.5511
0.618 1.5493
HIGH 1.5463
0.618 1.5445
0.500 1.5439
0.382 1.5433
LOW 1.5415
0.618 1.5385
1.000 1.5367
1.618 1.5337
2.618 1.5289
4.250 1.5211
Fisher Pivots for day following 28-Dec-2010
Pivot 1 day 3 day
R1 1.5439 1.5407
PP 1.5408 1.5387
S1 1.5378 1.5367

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

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