CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 09-Feb-2011
Day Change Summary
Previous Current
08-Feb-2011 09-Feb-2011 Change Change % Previous Week
Open 1.6010 1.6043 0.0033 0.2% 1.5938
High 1.6010 1.6043 0.0033 0.2% 1.6170
Low 1.6010 1.6043 0.0033 0.2% 1.5938
Close 1.6003 1.6043 0.0040 0.2% 1.6042
Range
ATR 0.0072 0.0070 -0.0002 -3.2% 0.0000
Volume 13 5 -8 -61.5% 53
Daily Pivots for day following 09-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.6043 1.6043 1.6043
R3 1.6043 1.6043 1.6043
R2 1.6043 1.6043 1.6043
R1 1.6043 1.6043 1.6043 1.6043
PP 1.6043 1.6043 1.6043 1.6043
S1 1.6043 1.6043 1.6043 1.6043
S2 1.6043 1.6043 1.6043
S3 1.6043 1.6043 1.6043
S4 1.6043 1.6043 1.6043
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.6746 1.6626 1.6170
R3 1.6514 1.6394 1.6106
R2 1.6282 1.6282 1.6085
R1 1.6162 1.6162 1.6063 1.6222
PP 1.6050 1.6050 1.6050 1.6080
S1 1.5930 1.5930 1.6021 1.5990
S2 1.5818 1.5818 1.5999
S3 1.5586 1.5698 1.5978
S4 1.5354 1.5466 1.5914
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6170 1.6010 0.0160 1.0% 0.0004 0.0% 21% False False 11
10 1.6170 1.5825 0.0345 2.2% 0.0018 0.1% 63% False False 9
20 1.6170 1.5713 0.0457 2.8% 0.0014 0.1% 72% False False 6
40 1.6170 1.5325 0.0845 5.3% 0.0008 0.0% 85% False False 4
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Fibonacci Retracements and Extensions
4.250 1.6043
2.618 1.6043
1.618 1.6043
1.000 1.6043
0.618 1.6043
HIGH 1.6043
0.618 1.6043
0.500 1.6043
0.382 1.6043
LOW 1.6043
0.618 1.6043
1.000 1.6043
1.618 1.6043
2.618 1.6043
4.250 1.6043
Fisher Pivots for day following 09-Feb-2011
Pivot 1 day 3 day
R1 1.6043 1.6041
PP 1.6043 1.6039
S1 1.6043 1.6037

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

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