CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 18-Feb-2011
Day Change Summary
Previous Current
17-Feb-2011 18-Feb-2011 Change Change % Previous Week
Open 1.6122 1.6140 0.0018 0.1% 1.5929
High 1.6122 1.6140 0.0018 0.1% 1.6140
Low 1.6122 1.6140 0.0018 0.1% 1.5929
Close 1.6122 1.6190 0.0068 0.4% 1.6190
Range
ATR 0.0069 0.0065 -0.0004 -5.3% 0.0000
Volume 2 2 0 0.0% 9
Daily Pivots for day following 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.6157 1.6173 1.6190
R3 1.6157 1.6173 1.6190
R2 1.6157 1.6157 1.6190
R1 1.6173 1.6173 1.6190 1.6165
PP 1.6157 1.6157 1.6157 1.6153
S1 1.6173 1.6173 1.6190 1.6165
S2 1.6157 1.6157 1.6190
S3 1.6157 1.6173 1.6190
S4 1.6157 1.6173 1.6190
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.6719 1.6666 1.6306
R3 1.6508 1.6455 1.6248
R2 1.6297 1.6297 1.6229
R1 1.6244 1.6244 1.6209 1.6271
PP 1.6086 1.6086 1.6086 1.6100
S1 1.6033 1.6033 1.6171 1.6060
S2 1.5875 1.5875 1.6151
S3 1.5664 1.5822 1.6132
S4 1.5453 1.5611 1.6074
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6140 1.5929 0.0211 1.3% 0.0000 0.0% 124% True False 1
10 1.6140 1.5929 0.0211 1.3% 0.0000 0.0% 124% True False 5
20 1.6170 1.5750 0.0420 2.6% 0.0009 0.1% 105% False False 6
40 1.6170 1.5329 0.0841 5.2% 0.0007 0.0% 102% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.6140
2.618 1.6140
1.618 1.6140
1.000 1.6140
0.618 1.6140
HIGH 1.6140
0.618 1.6140
0.500 1.6140
0.382 1.6140
LOW 1.6140
0.618 1.6140
1.000 1.6140
1.618 1.6140
2.618 1.6140
4.250 1.6140
Fisher Pivots for day following 18-Feb-2011
Pivot 1 day 3 day
R1 1.6173 1.6154
PP 1.6157 1.6117
S1 1.6140 1.6081

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

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