CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 17-Jun-2011
Day Change Summary
Previous Current
16-Jun-2011 17-Jun-2011 Change Change % Previous Week
Open 1.6176 1.6144 -0.0032 -0.2% 1.6225
High 1.6207 1.6180 -0.0027 -0.2% 1.6423
Low 1.6060 1.6075 0.0015 0.1% 1.6060
Close 1.6087 1.6158 0.0071 0.4% 1.6158
Range 0.0147 0.0105 -0.0042 -28.6% 0.0363
ATR 0.0134 0.0132 -0.0002 -1.5% 0.0000
Volume 132,670 85,829 -46,841 -35.3% 546,909
Daily Pivots for day following 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.6453 1.6410 1.6216
R3 1.6348 1.6305 1.6187
R2 1.6243 1.6243 1.6177
R1 1.6200 1.6200 1.6168 1.6222
PP 1.6138 1.6138 1.6138 1.6148
S1 1.6095 1.6095 1.6148 1.6117
S2 1.6033 1.6033 1.6139
S3 1.5928 1.5990 1.6129
S4 1.5823 1.5885 1.6100
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.7303 1.7093 1.6358
R3 1.6940 1.6730 1.6258
R2 1.6577 1.6577 1.6225
R1 1.6367 1.6367 1.6191 1.6291
PP 1.6214 1.6214 1.6214 1.6175
S1 1.6004 1.6004 1.6125 1.5928
S2 1.5851 1.5851 1.6091
S3 1.5488 1.5641 1.6058
S4 1.5125 1.5278 1.5958
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6423 1.6060 0.0363 2.2% 0.0146 0.9% 27% False False 109,381
10 1.6451 1.6060 0.0391 2.4% 0.0138 0.9% 25% False False 81,293
20 1.6521 1.6046 0.0475 2.9% 0.0135 0.8% 24% False False 40,839
40 1.6708 1.6046 0.0662 4.1% 0.0118 0.7% 17% False False 20,477
60 1.6708 1.5910 0.0798 4.9% 0.0099 0.6% 31% False False 13,668
80 1.6708 1.5910 0.0798 4.9% 0.0083 0.5% 31% False False 10,255
100 1.6708 1.5825 0.0883 5.5% 0.0069 0.4% 38% False False 8,205
120 1.6708 1.5329 0.1379 8.5% 0.0058 0.4% 60% False False 6,838
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6626
2.618 1.6455
1.618 1.6350
1.000 1.6285
0.618 1.6245
HIGH 1.6180
0.618 1.6140
0.500 1.6128
0.382 1.6115
LOW 1.6075
0.618 1.6010
1.000 1.5970
1.618 1.5905
2.618 1.5800
4.250 1.5629
Fisher Pivots for day following 17-Jun-2011
Pivot 1 day 3 day
R1 1.6148 1.6212
PP 1.6138 1.6194
S1 1.6128 1.6176

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

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