CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 10-May-2011
Day Change Summary
Previous Current
09-May-2011 10-May-2011 Change Change % Previous Week
Open 1.6342 1.6330 -0.0012 -0.1% 1.6666
High 1.6376 1.6356 -0.0020 -0.1% 1.6708
Low 1.6249 1.6294 0.0045 0.3% 1.6332
Close 1.6360 1.6320 -0.0040 -0.2% 1.6334
Range 0.0127 0.0062 -0.0065 -51.2% 0.0376
ATR 0.0102 0.0099 -0.0003 -2.5% 0.0000
Volume 95 124 29 30.5% 709
Daily Pivots for day following 10-May-2011
Classic Woodie Camarilla DeMark
R4 1.6509 1.6477 1.6354
R3 1.6447 1.6415 1.6337
R2 1.6385 1.6385 1.6331
R1 1.6353 1.6353 1.6326 1.6338
PP 1.6323 1.6323 1.6323 1.6316
S1 1.6291 1.6291 1.6314 1.6276
S2 1.6261 1.6261 1.6309
S3 1.6199 1.6229 1.6303
S4 1.6137 1.6167 1.6286
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 1.7586 1.7336 1.6541
R3 1.7210 1.6960 1.6437
R2 1.6834 1.6834 1.6403
R1 1.6584 1.6584 1.6368 1.6521
PP 1.6458 1.6458 1.6458 1.6427
S1 1.6208 1.6208 1.6300 1.6145
S2 1.6082 1.6082 1.6265
S3 1.5706 1.5832 1.6231
S4 1.5330 1.5456 1.6127
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6536 1.6249 0.0287 1.8% 0.0102 0.6% 25% False False 137
10 1.6708 1.6249 0.0459 2.8% 0.0100 0.6% 15% False False 116
20 1.6708 1.6146 0.0562 3.4% 0.0080 0.5% 31% False False 97
40 1.6708 1.5910 0.0798 4.9% 0.0075 0.5% 51% False False 67
60 1.6708 1.5910 0.0798 4.9% 0.0052 0.3% 51% False False 46
80 1.6708 1.5750 0.0958 5.9% 0.0043 0.3% 59% False False 36
100 1.6708 1.5325 0.1383 8.5% 0.0034 0.2% 72% False False 29
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.6620
2.618 1.6518
1.618 1.6456
1.000 1.6418
0.618 1.6394
HIGH 1.6356
0.618 1.6332
0.500 1.6325
0.382 1.6318
LOW 1.6294
0.618 1.6256
1.000 1.6232
1.618 1.6194
2.618 1.6132
4.250 1.6031
Fisher Pivots for day following 10-May-2011
Pivot 1 day 3 day
R1 1.6325 1.6328
PP 1.6323 1.6325
S1 1.6322 1.6323

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

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