CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 05-Apr-2011
Day Change Summary
Previous Current
04-Apr-2011 05-Apr-2011 Change Change % Previous Week
Open 1.6082 1.6200 0.0118 0.7% 1.5970
High 1.6082 1.6238 0.0156 1.0% 1.6093
Low 1.6082 1.6186 0.0104 0.6% 1.5910
Close 1.6082 1.6237 0.0155 1.0% 1.6074
Range 0.0000 0.0052 0.0052 0.0183
ATR 0.0077 0.0082 0.0006 7.4% 0.0000
Volume 29 29 0 0.0% 80
Daily Pivots for day following 05-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.6376 1.6359 1.6266
R3 1.6324 1.6307 1.6251
R2 1.6272 1.6272 1.6247
R1 1.6255 1.6255 1.6242 1.6264
PP 1.6220 1.6220 1.6220 1.6225
S1 1.6203 1.6203 1.6232 1.6212
S2 1.6168 1.6168 1.6227
S3 1.6116 1.6151 1.6223
S4 1.6064 1.6099 1.6208
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.6575 1.6507 1.6175
R3 1.6392 1.6324 1.6124
R2 1.6209 1.6209 1.6108
R1 1.6141 1.6141 1.6091 1.6175
PP 1.6026 1.6026 1.6026 1.6043
S1 1.5958 1.5958 1.6057 1.5992
S2 1.5843 1.5843 1.6040
S3 1.5660 1.5775 1.6024
S4 1.5477 1.5592 1.5973
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6238 1.5953 0.0285 1.8% 0.0049 0.3% 100% True False 17
10 1.6290 1.5910 0.0380 2.3% 0.0061 0.4% 86% False False 36
20 1.6350 1.5910 0.0440 2.7% 0.0057 0.4% 74% False False 24
40 1.6350 1.5910 0.0440 2.7% 0.0031 0.2% 74% False False 14
60 1.6350 1.5533 0.0817 5.0% 0.0025 0.2% 86% False False 11
80 1.6350 1.5325 0.1025 6.3% 0.0021 0.1% 89% False False 9
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6459
2.618 1.6374
1.618 1.6322
1.000 1.6290
0.618 1.6270
HIGH 1.6238
0.618 1.6218
0.500 1.6212
0.382 1.6206
LOW 1.6186
0.618 1.6154
1.000 1.6134
1.618 1.6102
2.618 1.6050
4.250 1.5965
Fisher Pivots for day following 05-Apr-2011
Pivot 1 day 3 day
R1 1.6229 1.6190
PP 1.6220 1.6143
S1 1.6212 1.6096

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

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