CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 01-Jul-2011
Day Change Summary
Previous Current
30-Jun-2011 01-Jul-2011 Change Change % Previous Week
Open 1.6048 1.6029 -0.0019 -0.1% 1.5951
High 1.6102 1.6081 -0.0021 -0.1% 1.6102
Low 1.5957 1.5972 0.0015 0.1% 1.5894
Close 1.6051 1.6049 -0.0002 0.0% 1.6049
Range 0.0145 0.0109 -0.0036 -24.8% 0.0208
ATR 0.0129 0.0128 -0.0001 -1.1% 0.0000
Volume 126,094 100,899 -25,195 -20.0% 561,145
Daily Pivots for day following 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.6361 1.6314 1.6109
R3 1.6252 1.6205 1.6079
R2 1.6143 1.6143 1.6069
R1 1.6096 1.6096 1.6059 1.6120
PP 1.6034 1.6034 1.6034 1.6046
S1 1.5987 1.5987 1.6039 1.6011
S2 1.5925 1.5925 1.6029
S3 1.5816 1.5878 1.6019
S4 1.5707 1.5769 1.5989
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.6639 1.6552 1.6163
R3 1.6431 1.6344 1.6106
R2 1.6223 1.6223 1.6087
R1 1.6136 1.6136 1.6068 1.6180
PP 1.6015 1.6015 1.6015 1.6037
S1 1.5928 1.5928 1.6030 1.5972
S2 1.5807 1.5807 1.6011
S3 1.5599 1.5720 1.5992
S4 1.5391 1.5512 1.5935
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6102 1.5894 0.0208 1.3% 0.0119 0.7% 75% False False 112,229
10 1.6246 1.5894 0.0352 2.2% 0.0125 0.8% 44% False False 107,151
20 1.6451 1.5894 0.0557 3.5% 0.0131 0.8% 28% False False 94,222
40 1.6521 1.5894 0.0627 3.9% 0.0127 0.8% 25% False False 47,242
60 1.6708 1.5894 0.0814 5.1% 0.0110 0.7% 19% False False 31,522
80 1.6708 1.5894 0.0814 5.1% 0.0098 0.6% 19% False False 23,648
100 1.6708 1.5894 0.0814 5.1% 0.0079 0.5% 19% False False 18,919
120 1.6708 1.5551 0.1157 7.2% 0.0069 0.4% 43% False False 15,767
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 0.0038
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6544
2.618 1.6366
1.618 1.6257
1.000 1.6190
0.618 1.6148
HIGH 1.6081
0.618 1.6039
0.500 1.6027
0.382 1.6014
LOW 1.5972
0.618 1.5905
1.000 1.5863
1.618 1.5796
2.618 1.5687
4.250 1.5509
Fisher Pivots for day following 01-Jul-2011
Pivot 1 day 3 day
R1 1.6042 1.6042
PP 1.6034 1.6035
S1 1.6027 1.6028

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

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