CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 28-Apr-2011
Day Change Summary
Previous Current
27-Apr-2011 28-Apr-2011 Change Change % Previous Week
Open 1.6482 1.6596 0.0114 0.7% 1.6250
High 1.6540 1.6693 0.0153 0.9% 1.6525
Low 1.6436 1.6593 0.0157 1.0% 1.6146
Close 1.6544 1.6609 0.0065 0.4% 1.6514
Range 0.0104 0.0100 -0.0004 -3.8% 0.0379
ATR 0.0083 0.0088 0.0005 5.7% 0.0000
Volume 20 134 114 570.0% 283
Daily Pivots for day following 28-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.6932 1.6870 1.6664
R3 1.6832 1.6770 1.6637
R2 1.6732 1.6732 1.6627
R1 1.6670 1.6670 1.6618 1.6701
PP 1.6632 1.6632 1.6632 1.6647
S1 1.6570 1.6570 1.6600 1.6601
S2 1.6532 1.6532 1.6591
S3 1.6432 1.6470 1.6582
S4 1.6332 1.6370 1.6554
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.7532 1.7402 1.6722
R3 1.7153 1.7023 1.6618
R2 1.6774 1.6774 1.6583
R1 1.6644 1.6644 1.6549 1.6709
PP 1.6395 1.6395 1.6395 1.6428
S1 1.6265 1.6265 1.6479 1.6330
S2 1.6016 1.6016 1.6445
S3 1.5637 1.5886 1.6410
S4 1.5258 1.5507 1.6306
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6693 1.6436 0.0257 1.5% 0.0073 0.4% 67% True False 86
10 1.6693 1.6146 0.0547 3.3% 0.0067 0.4% 85% True False 77
20 1.6693 1.5953 0.0740 4.5% 0.0065 0.4% 89% True False 64
40 1.6693 1.5910 0.0783 4.7% 0.0057 0.3% 89% True False 42
60 1.6693 1.5910 0.0783 4.7% 0.0039 0.2% 89% True False 30
80 1.6693 1.5449 0.1244 7.5% 0.0033 0.2% 93% True False 23
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.7118
2.618 1.6955
1.618 1.6855
1.000 1.6793
0.618 1.6755
HIGH 1.6693
0.618 1.6655
0.500 1.6643
0.382 1.6631
LOW 1.6593
0.618 1.6531
1.000 1.6493
1.618 1.6431
2.618 1.6331
4.250 1.6168
Fisher Pivots for day following 28-Apr-2011
Pivot 1 day 3 day
R1 1.6643 1.6594
PP 1.6632 1.6579
S1 1.6620 1.6565

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

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