CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 07-Apr-2011
Day Change Summary
Previous Current
06-Apr-2011 07-Apr-2011 Change Change % Previous Week
Open 1.6255 1.6283 0.0028 0.2% 1.5970
High 1.6288 1.6290 0.0002 0.0% 1.6093
Low 1.6214 1.6246 0.0032 0.2% 1.5910
Close 1.6281 1.6270 -0.0011 -0.1% 1.6074
Range 0.0074 0.0044 -0.0030 -40.5% 0.0183
ATR 0.0082 0.0079 -0.0003 -3.3% 0.0000
Volume 29 67 38 131.0% 80
Daily Pivots for day following 07-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.6401 1.6379 1.6294
R3 1.6357 1.6335 1.6282
R2 1.6313 1.6313 1.6278
R1 1.6291 1.6291 1.6274 1.6280
PP 1.6269 1.6269 1.6269 1.6263
S1 1.6247 1.6247 1.6266 1.6236
S2 1.6225 1.6225 1.6262
S3 1.6181 1.6203 1.6258
S4 1.6137 1.6159 1.6246
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 1.6290 1.5953 0.0337 2.1% 0.0058 0.4% 94% True False 32
10 1.6290 1.5910 0.0380 2.3% 0.0048 0.3% 95% True False 25
20 1.6350 1.5910 0.0440 2.7% 0.0062 0.4% 82% False False 29
40 1.6350 1.5910 0.0440 2.7% 0.0034 0.2% 82% False False 16
60 1.6350 1.5713 0.0637 3.9% 0.0027 0.2% 87% False False 13
80 1.6350 1.5325 0.1025 6.3% 0.0021 0.1% 92% False False 10
Crabel Price Patterns
NR True
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 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6477
2.618 1.6405
1.618 1.6361
1.000 1.6334
0.618 1.6317
HIGH 1.6290
0.618 1.6273
0.500 1.6268
0.382 1.6263
LOW 1.6246
0.618 1.6219
1.000 1.6202
1.618 1.6175
2.618 1.6131
4.250 1.6059
Fisher Pivots for day following 07-Apr-2011
Pivot 1 day 3 day
R1 1.6269 1.6259
PP 1.6269 1.6249
S1 1.6268 1.6238

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

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