CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 20-May-2011
Day Change Summary
Previous Current
19-May-2011 20-May-2011 Change Change % Previous Week
Open 1.6140 1.6201 0.0061 0.4% 1.6143
High 1.6210 1.6271 0.0061 0.4% 1.6271
Low 1.6115 1.6147 0.0032 0.2% 1.6093
Close 1.6187 1.6252 0.0065 0.4% 1.6252
Range 0.0095 0.0124 0.0029 30.5% 0.0178
ATR 0.0109 0.0110 0.0001 1.0% 0.0000
Volume 213 217 4 1.9% 895
Daily Pivots for day following 20-May-2011
Classic Woodie Camarilla DeMark
R4 1.6595 1.6548 1.6320
R3 1.6471 1.6424 1.6286
R2 1.6347 1.6347 1.6275
R1 1.6300 1.6300 1.6263 1.6324
PP 1.6223 1.6223 1.6223 1.6235
S1 1.6176 1.6176 1.6241 1.6200
S2 1.6099 1.6099 1.6229
S3 1.5975 1.6052 1.6218
S4 1.5851 1.5928 1.6184
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 1.6739 1.6674 1.6350
R3 1.6561 1.6496 1.6301
R2 1.6383 1.6383 1.6285
R1 1.6318 1.6318 1.6268 1.6351
PP 1.6205 1.6205 1.6205 1.6222
S1 1.6140 1.6140 1.6236 1.6173
S2 1.6027 1.6027 1.6219
S3 1.5849 1.5962 1.6203
S4 1.5671 1.5784 1.6154
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6271 1.6093 0.0178 1.1% 0.0111 0.7% 89% True False 179
10 1.6482 1.6093 0.0389 2.4% 0.0120 0.7% 41% False False 130
20 1.6708 1.6093 0.0615 3.8% 0.0105 0.6% 26% False False 117
40 1.6708 1.5910 0.0798 4.9% 0.0081 0.5% 43% False False 86
60 1.6708 1.5910 0.0798 4.9% 0.0068 0.4% 43% False False 63
80 1.6708 1.5825 0.0883 5.4% 0.0054 0.3% 48% False False 49
100 1.6708 1.5375 0.1333 8.2% 0.0044 0.3% 66% False False 40
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6798
2.618 1.6596
1.618 1.6472
1.000 1.6395
0.618 1.6348
HIGH 1.6271
0.618 1.6224
0.500 1.6209
0.382 1.6194
LOW 1.6147
0.618 1.6070
1.000 1.6023
1.618 1.5946
2.618 1.5822
4.250 1.5620
Fisher Pivots for day following 20-May-2011
Pivot 1 day 3 day
R1 1.6238 1.6229
PP 1.6223 1.6205
S1 1.6209 1.6182

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

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