CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 20-Jan-2011
Day Change Summary
Previous Current
19-Jan-2011 20-Jan-2011 Change Change % Previous Week
Open 1.5937 1.5861 -0.0076 -0.5% 1.5533
High 1.5937 1.5861 -0.0076 -0.5% 1.5830
Low 1.5937 1.5861 -0.0076 -0.5% 1.5533
Close 1.5937 1.5861 -0.0076 -0.5% 1.5830
Range
ATR 0.0072 0.0072 0.0000 0.4% 0.0000
Volume 3 3 0 0.0% 10
Daily Pivots for day following 20-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.5861 1.5861 1.5861
R3 1.5861 1.5861 1.5861
R2 1.5861 1.5861 1.5861
R1 1.5861 1.5861 1.5861 1.5861
PP 1.5861 1.5861 1.5861 1.5861
S1 1.5861 1.5861 1.5861 1.5861
S2 1.5861 1.5861 1.5861
S3 1.5861 1.5861 1.5861
S4 1.5861 1.5861 1.5861
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 1.5791 0.0159 1.0% 0.0022 0.1% 44% False False 2
10 1.5950 1.5503 0.0447 2.8% 0.0011 0.1% 80% False False 2
20 1.5950 1.5325 0.0625 3.9% 0.0006 0.0% 86% False 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 1.5861
2.618 1.5861
1.618 1.5861
1.000 1.5861
0.618 1.5861
HIGH 1.5861
0.618 1.5861
0.500 1.5861
0.382 1.5861
LOW 1.5861
0.618 1.5861
1.000 1.5861
1.618 1.5861
2.618 1.5861
4.250 1.5861
Fisher Pivots for day following 20-Jan-2011
Pivot 1 day 3 day
R1 1.5861 1.5895
PP 1.5861 1.5884
S1 1.5861 1.5872

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

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