CME British Pound Future June 2011


Trading Metrics calculated at close of trading on 05-Jan-2011
Day Change Summary
Previous Current
04-Jan-2011 05-Jan-2011 Change Change % Previous Week
Open 1.5454 1.5566 0.0112 0.7% 1.5410
High 1.5609 1.5577 -0.0032 -0.2% 1.5642
Low 1.5454 1.5435 -0.0019 -0.1% 1.5355
Close 1.5558 1.5469 -0.0089 -0.6% 1.5566
Range 0.0155 0.0142 -0.0013 -8.4% 0.0287
ATR 0.0103 0.0106 0.0003 2.7% 0.0000
Volume 89 131 42 47.2% 180
Daily Pivots for day following 05-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.5920 1.5836 1.5547
R3 1.5778 1.5694 1.5508
R2 1.5636 1.5636 1.5495
R1 1.5552 1.5552 1.5482 1.5523
PP 1.5494 1.5494 1.5494 1.5479
S1 1.5410 1.5410 1.5456 1.5381
S2 1.5352 1.5352 1.5443
S3 1.5210 1.5268 1.5430
S4 1.5068 1.5126 1.5391
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.6382 1.6261 1.5724
R3 1.6095 1.5974 1.5645
R2 1.5808 1.5808 1.5619
R1 1.5687 1.5687 1.5592 1.5748
PP 1.5521 1.5521 1.5521 1.5551
S1 1.5400 1.5400 1.5540 1.5461
S2 1.5234 1.5234 1.5513
S3 1.4947 1.5113 1.5487
S4 1.4660 1.4826 1.5408
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5642 1.5364 0.0278 1.8% 0.0157 1.0% 38% False False 88
10 1.5642 1.5337 0.0305 2.0% 0.0112 0.7% 43% False False 60
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6181
2.618 1.5949
1.618 1.5807
1.000 1.5719
0.618 1.5665
HIGH 1.5577
0.618 1.5523
0.500 1.5506
0.382 1.5489
LOW 1.5435
0.618 1.5347
1.000 1.5293
1.618 1.5205
2.618 1.5063
4.250 1.4832
Fisher Pivots for day following 05-Jan-2011
Pivot 1 day 3 day
R1 1.5506 1.5516
PP 1.5494 1.5500
S1 1.5481 1.5485

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

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