CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 09-Jun-2011
Day Change Summary
Previous Current
08-Jun-2011 09-Jun-2011 Change Change % Previous Week
Open 1.6420 1.6379 -0.0041 -0.2% 1.6446
High 1.6423 1.6448 0.0025 0.2% 1.6521
Low 1.6325 1.6337 0.0012 0.1% 1.6262
Close 1.6370 1.6344 -0.0026 -0.2% 1.6394
Range 0.0098 0.0111 0.0013 13.3% 0.0259
ATR 0.0123 0.0122 -0.0001 -0.7% 0.0000
Volume 33,556 54,127 20,571 61.3% 2,352
Daily Pivots for day following 09-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.6709 1.6638 1.6405
R3 1.6598 1.6527 1.6375
R2 1.6487 1.6487 1.6364
R1 1.6416 1.6416 1.6354 1.6396
PP 1.6376 1.6376 1.6376 1.6367
S1 1.6305 1.6305 1.6334 1.6285
S2 1.6265 1.6265 1.6324
S3 1.6154 1.6194 1.6313
S4 1.6043 1.6083 1.6283
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.7169 1.7041 1.6536
R3 1.6910 1.6782 1.6465
R2 1.6651 1.6651 1.6441
R1 1.6523 1.6523 1.6418 1.6458
PP 1.6392 1.6392 1.6392 1.6360
S1 1.6264 1.6264 1.6370 1.6199
S2 1.6133 1.6133 1.6347
S3 1.5874 1.6005 1.6323
S4 1.5615 1.5746 1.6252
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6451 1.6262 0.0189 1.2% 0.0126 0.8% 43% False False 26,252
10 1.6521 1.6260 0.0261 1.6% 0.0125 0.8% 32% False False 13,302
20 1.6521 1.6046 0.0475 2.9% 0.0125 0.8% 63% False False 6,746
40 1.6708 1.6046 0.0662 4.1% 0.0105 0.6% 45% False False 3,421
60 1.6708 1.5910 0.0798 4.9% 0.0093 0.6% 54% False False 2,294
80 1.6708 1.5910 0.0798 4.9% 0.0072 0.4% 54% False False 1,721
100 1.6708 1.5750 0.0958 5.9% 0.0061 0.4% 62% False False 1,378
120 1.6708 1.5325 0.1383 8.5% 0.0051 0.3% 74% False False 1,149
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6920
2.618 1.6739
1.618 1.6628
1.000 1.6559
0.618 1.6517
HIGH 1.6448
0.618 1.6406
0.500 1.6393
0.382 1.6379
LOW 1.6337
0.618 1.6268
1.000 1.6226
1.618 1.6157
2.618 1.6046
4.250 1.5865
Fisher Pivots for day following 09-Jun-2011
Pivot 1 day 3 day
R1 1.6393 1.6377
PP 1.6376 1.6366
S1 1.6360 1.6355

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

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