CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 25-Jan-2011
Day Change Summary
Previous Current
24-Jan-2011 25-Jan-2011 Change Change % Previous Week
Open 1.5945 1.5750 -0.0195 -1.2% 1.5840
High 1.5945 1.5750 -0.0195 -1.2% 1.5951
Low 1.5945 1.5750 -0.0195 -1.2% 1.5840
Close 1.5945 1.5752 -0.0193 -1.2% 1.5951
Range
ATR 0.0069 0.0078 0.0009 13.1% 0.0000
Volume 3 3 0 0.0% 11
Daily Pivots for day following 25-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.5751 1.5751 1.5752
R3 1.5751 1.5751 1.5752
R2 1.5751 1.5751 1.5752
R1 1.5751 1.5751 1.5752 1.5751
PP 1.5751 1.5751 1.5751 1.5751
S1 1.5751 1.5751 1.5752 1.5751
S2 1.5751 1.5751 1.5752
S3 1.5751 1.5751 1.5752
S4 1.5751 1.5751 1.5752
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.6247 1.6210 1.6012
R3 1.6136 1.6099 1.5982
R2 1.6025 1.6025 1.5971
R1 1.5988 1.5988 1.5961 1.6007
PP 1.5914 1.5914 1.5914 1.5923
S1 1.5877 1.5877 1.5941 1.5896
S2 1.5803 1.5803 1.5931
S3 1.5692 1.5766 1.5920
S4 1.5581 1.5655 1.5890
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5951 1.5750 0.0201 1.3% 0.0000 0.0% 1% False True 3
10 1.5951 1.5551 0.0400 2.5% 0.0011 0.1% 50% False False 2
20 1.5951 1.5329 0.0622 3.9% 0.0006 0.0% 68% 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 1.5750
2.618 1.5750
1.618 1.5750
1.000 1.5750
0.618 1.5750
HIGH 1.5750
0.618 1.5750
0.500 1.5750
0.382 1.5750
LOW 1.5750
0.618 1.5750
1.000 1.5750
1.618 1.5750
2.618 1.5750
4.250 1.5750
Fisher Pivots for day following 25-Jan-2011
Pivot 1 day 3 day
R1 1.5751 1.5851
PP 1.5751 1.5818
S1 1.5750 1.5785

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

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