CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 11-Feb-2011
Day Change Summary
Previous Current
10-Feb-2011 11-Feb-2011 Change Change % Previous Week
Open 1.6040 1.5932 -0.0108 -0.7% 1.6064
High 1.6040 1.5932 -0.0108 -0.7% 1.6064
Low 1.6040 1.5931 -0.0109 -0.7% 1.5931
Close 1.6040 1.5972 -0.0068 -0.4% 1.5972
Range 0.0000 0.0001 0.0001 0.0133
ATR 0.0065 0.0068 0.0003 4.8% 0.0000
Volume 5 5 0 0.0% 41
Daily Pivots for day following 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.5948 1.5961 1.5973
R3 1.5947 1.5960 1.5972
R2 1.5946 1.5946 1.5972
R1 1.5959 1.5959 1.5972 1.5953
PP 1.5945 1.5945 1.5945 1.5942
S1 1.5958 1.5958 1.5972 1.5952
S2 1.5944 1.5944 1.5972
S3 1.5943 1.5957 1.5972
S4 1.5942 1.5956 1.5971
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.6388 1.6313 1.6045
R3 1.6255 1.6180 1.6009
R2 1.6122 1.6122 1.5996
R1 1.6047 1.6047 1.5984 1.6018
PP 1.5989 1.5989 1.5989 1.5975
S1 1.5914 1.5914 1.5960 1.5885
S2 1.5856 1.5856 1.5948
S3 1.5723 1.5781 1.5935
S4 1.5590 1.5648 1.5899
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6064 1.5931 0.0133 0.8% 0.0000 0.0% 31% False True 8
10 1.6170 1.5931 0.0239 1.5% 0.0014 0.1% 17% False True 9
20 1.6170 1.5750 0.0420 2.6% 0.0014 0.1% 53% False False 6
40 1.6170 1.5325 0.0845 5.3% 0.0008 0.0% 77% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.5936
2.618 1.5935
1.618 1.5934
1.000 1.5933
0.618 1.5933
HIGH 1.5932
0.618 1.5932
0.500 1.5932
0.382 1.5931
LOW 1.5931
0.618 1.5930
1.000 1.5930
1.618 1.5929
2.618 1.5928
4.250 1.5927
Fisher Pivots for day following 11-Feb-2011
Pivot 1 day 3 day
R1 1.5959 1.5987
PP 1.5945 1.5982
S1 1.5932 1.5977

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

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