CME British Pound Future June 2011


Trading Metrics calculated at close of trading on 25-May-2011
Day Change Summary
Previous Current
24-May-2011 25-May-2011 Change Change % Previous Week
Open 1.6120 1.6181 0.0061 0.4% 1.6169
High 1.6206 1.6291 0.0085 0.5% 1.6301
Low 1.6053 1.6129 0.0076 0.5% 1.6099
Close 1.6178 1.6274 0.0096 0.6% 1.6273
Range 0.0153 0.0162 0.0009 5.9% 0.0202
ATR 0.0143 0.0145 0.0001 0.9% 0.0000
Volume 102,475 122,833 20,358 19.9% 619,396
Daily Pivots for day following 25-May-2011
Classic Woodie Camarilla DeMark
R4 1.6717 1.6658 1.6363
R3 1.6555 1.6496 1.6319
R2 1.6393 1.6393 1.6304
R1 1.6334 1.6334 1.6289 1.6364
PP 1.6231 1.6231 1.6231 1.6246
S1 1.6172 1.6172 1.6259 1.6202
S2 1.6069 1.6069 1.6244
S3 1.5907 1.6010 1.6229
S4 1.5745 1.5848 1.6185
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 1.6830 1.6754 1.6384
R3 1.6628 1.6552 1.6329
R2 1.6426 1.6426 1.6310
R1 1.6350 1.6350 1.6292 1.6388
PP 1.6224 1.6224 1.6224 1.6244
S1 1.6148 1.6148 1.6254 1.6186
S2 1.6022 1.6022 1.6236
S3 1.5820 1.5946 1.6217
S4 1.5618 1.5744 1.6162
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6301 1.6053 0.0248 1.5% 0.0152 0.9% 89% False False 117,109
10 1.6375 1.6053 0.0322 2.0% 0.0148 0.9% 69% False False 122,469
20 1.6738 1.6053 0.0685 4.2% 0.0147 0.9% 32% False False 116,243
40 1.6738 1.5954 0.0784 4.8% 0.0137 0.8% 41% False False 115,803
60 1.6738 1.5921 0.0817 5.0% 0.0138 0.8% 43% False False 104,325
80 1.6738 1.5921 0.0817 5.0% 0.0132 0.8% 43% False False 78,307
100 1.6738 1.5405 0.1333 8.2% 0.0131 0.8% 65% False False 62,668
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 0.0040
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6980
2.618 1.6715
1.618 1.6553
1.000 1.6453
0.618 1.6391
HIGH 1.6291
0.618 1.6229
0.500 1.6210
0.382 1.6191
LOW 1.6129
0.618 1.6029
1.000 1.5967
1.618 1.5867
2.618 1.5705
4.250 1.5441
Fisher Pivots for day following 25-May-2011
Pivot 1 day 3 day
R1 1.6253 1.6240
PP 1.6231 1.6206
S1 1.6210 1.6172

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

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