CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 05-May-2011
Day Change Summary
Previous Current
04-May-2011 05-May-2011 Change Change % Previous Week
Open 1.6490 1.6503 0.0013 0.1% 1.6496
High 1.6536 1.6503 -0.0033 -0.2% 1.6693
Low 1.6460 1.6334 -0.0126 -0.8% 1.6436
Close 1.6483 1.6346 -0.0137 -0.8% 1.6677
Range 0.0076 0.0169 0.0093 122.4% 0.0257
ATR 0.0096 0.0101 0.0005 5.4% 0.0000
Volume 64 82 18 28.1% 328
Daily Pivots for day following 05-May-2011
Classic Woodie Camarilla DeMark
R4 1.6901 1.6793 1.6439
R3 1.6732 1.6624 1.6392
R2 1.6563 1.6563 1.6377
R1 1.6455 1.6455 1.6361 1.6425
PP 1.6394 1.6394 1.6394 1.6379
S1 1.6286 1.6286 1.6331 1.6256
S2 1.6225 1.6225 1.6315
S3 1.6056 1.6117 1.6300
S4 1.5887 1.5948 1.6253
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.7373 1.7282 1.6818
R3 1.7116 1.7025 1.6748
R2 1.6859 1.6859 1.6724
R1 1.6768 1.6768 1.6701 1.6814
PP 1.6602 1.6602 1.6602 1.6625
S1 1.6511 1.6511 1.6653 1.6557
S2 1.6345 1.6345 1.6630
S3 1.6088 1.6254 1.6606
S4 1.5831 1.5997 1.6536
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6708 1.6334 0.0374 2.3% 0.0107 0.7% 3% False True 94
10 1.6708 1.6334 0.0374 2.3% 0.0090 0.5% 3% False True 90
20 1.6708 1.6146 0.0562 3.4% 0.0077 0.5% 36% False False 82
40 1.6708 1.5910 0.0798 4.9% 0.0069 0.4% 55% False False 54
60 1.6708 1.5910 0.0798 4.9% 0.0048 0.3% 55% False False 37
80 1.6708 1.5551 0.1157 7.1% 0.0039 0.2% 69% False False 29
100 1.6708 1.5325 0.1383 8.5% 0.0033 0.2% 74% False False 24
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 104 trading days
Fibonacci Retracements and Extensions
4.250 1.7221
2.618 1.6945
1.618 1.6776
1.000 1.6672
0.618 1.6607
HIGH 1.6503
0.618 1.6438
0.500 1.6419
0.382 1.6399
LOW 1.6334
0.618 1.6230
1.000 1.6165
1.618 1.6061
2.618 1.5892
4.250 1.5616
Fisher Pivots for day following 05-May-2011
Pivot 1 day 3 day
R1 1.6419 1.6471
PP 1.6394 1.6429
S1 1.6370 1.6388

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

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