CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 31-Mar-2011
Day Change Summary
Previous Current
30-Mar-2011 31-Mar-2011 Change Change % Previous Week
Open 1.5969 1.6065 0.0096 0.6% 1.6175
High 1.5990 1.6093 0.0103 0.6% 1.6350
Low 1.5958 1.6052 0.0094 0.6% 1.5980
Close 1.6027 1.6024 -0.0003 0.0% 1.5973
Range 0.0032 0.0041 0.0009 28.1% 0.0370
ATR 0.0080 0.0079 -0.0001 -1.3% 0.0000
Volume 4 19 15 375.0% 276
Daily Pivots for day following 31-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.6179 1.6143 1.6047
R3 1.6138 1.6102 1.6035
R2 1.6097 1.6097 1.6032
R1 1.6061 1.6061 1.6028 1.6059
PP 1.6056 1.6056 1.6056 1.6055
S1 1.6020 1.6020 1.6020 1.6018
S2 1.6015 1.6015 1.6016
S3 1.5974 1.5979 1.6013
S4 1.5933 1.5938 1.6001
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.7211 1.6962 1.6177
R3 1.6841 1.6592 1.6075
R2 1.6471 1.6471 1.6041
R1 1.6222 1.6222 1.6007 1.6162
PP 1.6101 1.6101 1.6101 1.6071
S1 1.5852 1.5852 1.5939 1.5792
S2 1.5731 1.5731 1.5905
S3 1.5361 1.5482 1.5871
S4 1.4991 1.5112 1.5770
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6093 1.5910 0.0183 1.1% 0.0037 0.2% 62% True False 19
10 1.6350 1.5910 0.0440 2.7% 0.0070 0.4% 26% False False 36
20 1.6350 1.5910 0.0440 2.7% 0.0051 0.3% 26% False False 21
40 1.6350 1.5910 0.0440 2.7% 0.0027 0.2% 26% False False 13
60 1.6350 1.5449 0.0901 5.6% 0.0023 0.1% 64% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0004
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6267
2.618 1.6200
1.618 1.6159
1.000 1.6134
0.618 1.6118
HIGH 1.6093
0.618 1.6077
0.500 1.6073
0.382 1.6068
LOW 1.6052
0.618 1.6027
1.000 1.6011
1.618 1.5986
2.618 1.5945
4.250 1.5878
Fisher Pivots for day following 31-Mar-2011
Pivot 1 day 3 day
R1 1.6073 1.6017
PP 1.6056 1.6009
S1 1.6040 1.6002

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

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