CME British Pound Future June 2011


Trading Metrics calculated at close of trading on 06-Apr-2011
Day Change Summary
Previous Current
05-Apr-2011 06-Apr-2011 Change Change % Previous Week
Open 1.6118 1.6275 0.0157 1.0% 1.5990
High 1.6284 1.6349 0.0065 0.4% 1.6137
Low 1.6075 1.6241 0.0166 1.0% 1.5921
Close 1.6270 1.6312 0.0042 0.3% 1.6104
Range 0.0209 0.0108 -0.0101 -48.3% 0.0216
ATR 0.0138 0.0136 -0.0002 -1.5% 0.0000
Volume 134,499 120,025 -14,474 -10.8% 583,031
Daily Pivots for day following 06-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.6625 1.6576 1.6371
R3 1.6517 1.6468 1.6342
R2 1.6409 1.6409 1.6332
R1 1.6360 1.6360 1.6322 1.6385
PP 1.6301 1.6301 1.6301 1.6313
S1 1.6252 1.6252 1.6302 1.6277
S2 1.6193 1.6193 1.6292
S3 1.6085 1.6144 1.6282
S4 1.5977 1.6036 1.6253
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.6702 1.6619 1.6223
R3 1.6486 1.6403 1.6163
R2 1.6270 1.6270 1.6144
R1 1.6187 1.6187 1.6124 1.6229
PP 1.6054 1.6054 1.6054 1.6075
S1 1.5971 1.5971 1.6084 1.6013
S2 1.5838 1.5838 1.6064
S3 1.5622 1.5755 1.6045
S4 1.5406 1.5539 1.5985
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6349 1.5954 0.0395 2.4% 0.0138 0.8% 91% True False 123,784
10 1.6349 1.5921 0.0428 2.6% 0.0131 0.8% 91% True False 115,807
20 1.6385 1.5921 0.0464 2.8% 0.0146 0.9% 84% False False 111,871
40 1.6385 1.5921 0.0464 2.8% 0.0133 0.8% 84% False False 58,918
60 1.6385 1.5503 0.0882 5.4% 0.0128 0.8% 92% False False 39,317
80 1.6385 1.5337 0.1048 6.4% 0.0122 0.8% 93% False False 29,499
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 0.0035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6808
2.618 1.6632
1.618 1.6524
1.000 1.6457
0.618 1.6416
HIGH 1.6349
0.618 1.6308
0.500 1.6295
0.382 1.6282
LOW 1.6241
0.618 1.6174
1.000 1.6133
1.618 1.6066
2.618 1.5958
4.250 1.5782
Fisher Pivots for day following 06-Apr-2011
Pivot 1 day 3 day
R1 1.6306 1.6279
PP 1.6301 1.6245
S1 1.6295 1.6212

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

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