CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 18-Jan-2011
Day Change Summary
Previous Current
14-Jan-2011 18-Jan-2011 Change Change % Previous Week
Open 1.5830 1.5840 0.0010 0.1% 1.5533
High 1.5830 1.5950 0.0120 0.8% 1.5830
Low 1.5830 1.5840 0.0010 0.1% 1.5533
Close 1.5830 1.5922 0.0092 0.6% 1.5830
Range 0.0000 0.0110 0.0110 0.0297
ATR 0.0073 0.0076 0.0003 4.6% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 18-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.6234 1.6188 1.5983
R3 1.6124 1.6078 1.5952
R2 1.6014 1.6014 1.5942
R1 1.5968 1.5968 1.5932 1.5991
PP 1.5904 1.5904 1.5904 1.5916
S1 1.5858 1.5858 1.5912 1.5881
S2 1.5794 1.5794 1.5902
S3 1.5684 1.5748 1.5892
S4 1.5574 1.5638 1.5862
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.6622 1.6523 1.5993
R3 1.6325 1.6226 1.5912
R2 1.6028 1.6028 1.5884
R1 1.5929 1.5929 1.5857 1.5979
PP 1.5731 1.5731 1.5731 1.5756
S1 1.5632 1.5632 1.5803 1.5682
S2 1.5434 1.5434 1.5776
S3 1.5137 1.5335 1.5748
S4 1.4840 1.5038 1.5667
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5950 1.5551 0.0399 2.5% 0.0022 0.1% 93% True False 2
10 1.5950 1.5449 0.0501 3.1% 0.0011 0.1% 94% True False 2
20 1.5950 1.5325 0.0625 3.9% 0.0007 0.0% 96% True False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 1.6418
2.618 1.6238
1.618 1.6128
1.000 1.6060
0.618 1.6018
HIGH 1.5950
0.618 1.5908
0.500 1.5895
0.382 1.5882
LOW 1.5840
0.618 1.5772
1.000 1.5730
1.618 1.5662
2.618 1.5552
4.250 1.5373
Fisher Pivots for day following 18-Jan-2011
Pivot 1 day 3 day
R1 1.5913 1.5905
PP 1.5904 1.5888
S1 1.5895 1.5871

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

View Archives - Comment on this page... - Back to Index of Symbols