CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 21-Apr-2011
Day Change Summary
Previous Current
20-Apr-2011 21-Apr-2011 Change Change % Previous Week
Open 1.6320 1.6460 0.0140 0.9% 1.6325
High 1.6363 1.6525 0.0162 1.0% 1.6364
Low 1.6289 1.6460 0.0171 1.0% 1.6199
Close 1.6373 1.6514 0.0141 0.9% 1.6269
Range 0.0074 0.0065 -0.0009 -12.2% 0.0165
ATR 0.0082 0.0087 0.0005 6.2% 0.0000
Volume 21 190 169 804.8% 507
Daily Pivots for day following 21-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.6695 1.6669 1.6550
R3 1.6630 1.6604 1.6532
R2 1.6565 1.6565 1.6526
R1 1.6539 1.6539 1.6520 1.6552
PP 1.6500 1.6500 1.6500 1.6506
S1 1.6474 1.6474 1.6508 1.6487
S2 1.6435 1.6435 1.6502
S3 1.6370 1.6409 1.6496
S4 1.6305 1.6344 1.6478
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.6772 1.6686 1.6360
R3 1.6607 1.6521 1.6314
R2 1.6442 1.6442 1.6299
R1 1.6356 1.6356 1.6284 1.6317
PP 1.6277 1.6277 1.6277 1.6258
S1 1.6191 1.6191 1.6254 1.6152
S2 1.6112 1.6112 1.6239
S3 1.5947 1.6026 1.6224
S4 1.5782 1.5861 1.6178
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6525 1.6146 0.0379 2.3% 0.0057 0.3% 97% True False 71
10 1.6525 1.6146 0.0379 2.3% 0.0066 0.4% 97% True False 86
20 1.6525 1.5910 0.0615 3.7% 0.0057 0.3% 98% True False 55
40 1.6525 1.5910 0.0615 3.7% 0.0049 0.3% 98% True False 37
60 1.6525 1.5825 0.0700 4.2% 0.0037 0.2% 98% True False 27
80 1.6525 1.5375 0.1150 7.0% 0.0029 0.2% 99% True False 20
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6801
2.618 1.6695
1.618 1.6630
1.000 1.6590
0.618 1.6565
HIGH 1.6525
0.618 1.6500
0.500 1.6493
0.382 1.6485
LOW 1.6460
0.618 1.6420
1.000 1.6395
1.618 1.6355
2.618 1.6290
4.250 1.6184
Fisher Pivots for day following 21-Apr-2011
Pivot 1 day 3 day
R1 1.6507 1.6478
PP 1.6500 1.6443
S1 1.6493 1.6407

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

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