CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 12-Jan-2011
Day Change Summary
Previous Current
11-Jan-2011 12-Jan-2011 Change Change % Previous Week
Open 1.5551 1.5713 0.0162 1.0% 1.5449
High 1.5551 1.5713 0.0162 1.0% 1.5537
Low 1.5551 1.5713 0.0162 1.0% 1.5449
Close 1.5551 1.5713 0.0162 1.0% 1.5503
Range
ATR 0.0069 0.0075 0.0007 9.7% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 12-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.5713 1.5713 1.5713
R3 1.5713 1.5713 1.5713
R2 1.5713 1.5713 1.5713
R1 1.5713 1.5713 1.5713 1.5713
PP 1.5713 1.5713 1.5713 1.5713
S1 1.5713 1.5713 1.5713 1.5713
S2 1.5713 1.5713 1.5713
S3 1.5713 1.5713 1.5713
S4 1.5713 1.5713 1.5713
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.5760 1.5720 1.5551
R3 1.5672 1.5632 1.5527
R2 1.5584 1.5584 1.5519
R1 1.5544 1.5544 1.5511 1.5564
PP 1.5496 1.5496 1.5496 1.5507
S1 1.5456 1.5456 1.5495 1.5476
S2 1.5408 1.5408 1.5487
S3 1.5320 1.5368 1.5479
S4 1.5232 1.5280 1.5455
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5713 1.5503 0.0210 1.3% 0.0000 0.0% 100% True False 2
10 1.5713 1.5375 0.0338 2.2% 0.0000 0.0% 100% True False 2
20 1.5713 1.5325 0.0388 2.5% 0.0001 0.0% 100% True False 2
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.5713
2.618 1.5713
1.618 1.5713
1.000 1.5713
0.618 1.5713
HIGH 1.5713
0.618 1.5713
0.500 1.5713
0.382 1.5713
LOW 1.5713
0.618 1.5713
1.000 1.5713
1.618 1.5713
2.618 1.5713
4.250 1.5713
Fisher Pivots for day following 12-Jan-2011
Pivot 1 day 3 day
R1 1.5713 1.5683
PP 1.5713 1.5653
S1 1.5713 1.5623

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

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