CME British Pound Future June 2011


Trading Metrics calculated at close of trading on 02-Mar-2011
Day Change Summary
Previous Current
01-Mar-2011 02-Mar-2011 Change Change % Previous Week
Open 1.6248 1.6251 0.0003 0.0% 1.6223
High 1.6310 1.6326 0.0016 0.1% 1.6260
Low 1.6220 1.6197 -0.0023 -0.1% 1.6011
Close 1.6245 1.6310 0.0065 0.4% 1.6079
Range 0.0090 0.0129 0.0039 43.3% 0.0249
ATR 0.0124 0.0124 0.0000 0.3% 0.0000
Volume 629 870 241 38.3% 2,232
Daily Pivots for day following 02-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.6665 1.6616 1.6381
R3 1.6536 1.6487 1.6345
R2 1.6407 1.6407 1.6334
R1 1.6358 1.6358 1.6322 1.6383
PP 1.6278 1.6278 1.6278 1.6290
S1 1.6229 1.6229 1.6298 1.6254
S2 1.6149 1.6149 1.6286
S3 1.6020 1.6100 1.6275
S4 1.5891 1.5971 1.6239
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.6864 1.6720 1.6216
R3 1.6615 1.6471 1.6147
R2 1.6366 1.6366 1.6125
R1 1.6222 1.6222 1.6102 1.6170
PP 1.6117 1.6117 1.6117 1.6090
S1 1.5973 1.5973 1.6056 1.5921
S2 1.5868 1.5868 1.6033
S3 1.5619 1.5724 1.6011
S4 1.5370 1.5475 1.5942
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6326 1.6011 0.0315 1.9% 0.0138 0.8% 95% True False 586
10 1.6326 1.5967 0.0359 2.2% 0.0134 0.8% 96% True False 489
20 1.6326 1.5944 0.0382 2.3% 0.0114 0.7% 96% True False 296
40 1.6326 1.5405 0.0921 5.6% 0.0121 0.7% 98% True False 201
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6874
2.618 1.6664
1.618 1.6535
1.000 1.6455
0.618 1.6406
HIGH 1.6326
0.618 1.6277
0.500 1.6262
0.382 1.6246
LOW 1.6197
0.618 1.6117
1.000 1.6068
1.618 1.5988
2.618 1.5859
4.250 1.5649
Fisher Pivots for day following 02-Mar-2011
Pivot 1 day 3 day
R1 1.6294 1.6272
PP 1.6278 1.6233
S1 1.6262 1.6195

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

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