CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 22-Jun-2011
Day Change Summary
Previous Current
21-Jun-2011 22-Jun-2011 Change Change % Previous Week
Open 1.6182 1.6223 0.0041 0.3% 1.6225
High 1.6236 1.6246 0.0010 0.1% 1.6423
Low 1.6148 1.6042 -0.0106 -0.7% 1.6060
Close 1.6229 1.6062 -0.0167 -1.0% 1.6158
Range 0.0088 0.0204 0.0116 131.8% 0.0363
ATR 0.0128 0.0134 0.0005 4.2% 0.0000
Volume 74,541 124,815 50,274 67.4% 546,909
Daily Pivots for day following 22-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.6729 1.6599 1.6174
R3 1.6525 1.6395 1.6118
R2 1.6321 1.6321 1.6099
R1 1.6191 1.6191 1.6081 1.6154
PP 1.6117 1.6117 1.6117 1.6098
S1 1.5987 1.5987 1.6043 1.5950
S2 1.5913 1.5913 1.6025
S3 1.5709 1.5783 1.6006
S4 1.5505 1.5579 1.5950
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 1.6246 1.6042 0.0204 1.3% 0.0134 0.8% 10% True True 99,516
10 1.6448 1.6042 0.0406 2.5% 0.0143 0.9% 5% False True 101,590
20 1.6521 1.6042 0.0479 3.0% 0.0136 0.8% 4% False True 54,747
40 1.6708 1.6042 0.0666 4.1% 0.0125 0.8% 3% False True 27,447
60 1.6708 1.5910 0.0798 5.0% 0.0102 0.6% 19% False False 18,318
80 1.6708 1.5910 0.0798 5.0% 0.0088 0.6% 19% False False 13,743
100 1.6708 1.5910 0.0798 5.0% 0.0073 0.5% 19% False False 10,996
120 1.6708 1.5449 0.1259 7.8% 0.0062 0.4% 49% False False 9,163
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0031
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.7113
2.618 1.6780
1.618 1.6576
1.000 1.6450
0.618 1.6372
HIGH 1.6246
0.618 1.6168
0.500 1.6144
0.382 1.6120
LOW 1.6042
0.618 1.5916
1.000 1.5838
1.618 1.5712
2.618 1.5508
4.250 1.5175
Fisher Pivots for day following 22-Jun-2011
Pivot 1 day 3 day
R1 1.6144 1.6144
PP 1.6117 1.6117
S1 1.6089 1.6089

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

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