CME British Pound Future June 2011


Trading Metrics calculated at close of trading on 08-Mar-2011
Day Change Summary
Previous Current
07-Mar-2011 08-Mar-2011 Change Change % Previous Week
Open 1.6259 1.6191 -0.0068 -0.4% 1.6076
High 1.6321 1.6192 -0.0129 -0.8% 1.6326
Low 1.6165 1.6107 -0.0058 -0.4% 1.6064
Close 1.6181 1.6141 -0.0040 -0.2% 1.6243
Range 0.0156 0.0085 -0.0071 -45.5% 0.0262
ATR 0.0123 0.0120 -0.0003 -2.2% 0.0000
Volume 20,921 33,793 12,872 61.5% 6,728
Daily Pivots for day following 08-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.6402 1.6356 1.6188
R3 1.6317 1.6271 1.6164
R2 1.6232 1.6232 1.6157
R1 1.6186 1.6186 1.6149 1.6167
PP 1.6147 1.6147 1.6147 1.6137
S1 1.6101 1.6101 1.6133 1.6082
S2 1.6062 1.6062 1.6125
S3 1.5977 1.6016 1.6118
S4 1.5892 1.5931 1.6094
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.6997 1.6882 1.6387
R3 1.6735 1.6620 1.6315
R2 1.6473 1.6473 1.6291
R1 1.6358 1.6358 1.6267 1.6416
PP 1.6211 1.6211 1.6211 1.6240
S1 1.6096 1.6096 1.6219 1.6154
S2 1.5949 1.5949 1.6195
S3 1.5687 1.5834 1.6171
S4 1.5425 1.5572 1.6099
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6326 1.6107 0.0219 1.4% 0.0112 0.7% 16% False True 12,087
10 1.6326 1.6011 0.0315 2.0% 0.0124 0.8% 41% False False 6,284
20 1.6326 1.5944 0.0382 2.4% 0.0119 0.7% 52% False False 3,255
40 1.6326 1.5461 0.0865 5.4% 0.0119 0.7% 79% False False 1,682
60 1.6326 1.5337 0.0989 6.1% 0.0113 0.7% 81% False False 1,136
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 0.0028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6553
2.618 1.6415
1.618 1.6330
1.000 1.6277
0.618 1.6245
HIGH 1.6192
0.618 1.6160
0.500 1.6150
0.382 1.6139
LOW 1.6107
0.618 1.6054
1.000 1.6022
1.618 1.5969
2.618 1.5884
4.250 1.5746
Fisher Pivots for day following 08-Mar-2011
Pivot 1 day 3 day
R1 1.6150 1.6214
PP 1.6147 1.6190
S1 1.6144 1.6165

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

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