CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 08-Jul-2011
Day Change Summary
Previous Current
07-Jul-2011 08-Jul-2011 Change Change % Previous Week
Open 1.5992 1.5958 -0.0034 -0.2% 1.6050
High 1.6005 1.6067 0.0062 0.4% 1.6125
Low 1.5929 1.5917 -0.0012 -0.1% 1.5917
Close 1.5947 1.6017 0.0070 0.4% 1.6017
Range 0.0076 0.0150 0.0074 97.4% 0.0208
ATR 0.0126 0.0128 0.0002 1.3% 0.0000
Volume 94,015 131,445 37,430 39.8% 436,331
Daily Pivots for day following 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.6450 1.6384 1.6100
R3 1.6300 1.6234 1.6058
R2 1.6150 1.6150 1.6045
R1 1.6084 1.6084 1.6031 1.6117
PP 1.6000 1.6000 1.6000 1.6017
S1 1.5934 1.5934 1.6003 1.5967
S2 1.5850 1.5850 1.5990
S3 1.5700 1.5784 1.5976
S4 1.5550 1.5634 1.5935
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.6644 1.6538 1.6131
R3 1.6436 1.6330 1.6074
R2 1.6228 1.6228 1.6055
R1 1.6122 1.6122 1.6036 1.6071
PP 1.6020 1.6020 1.6020 1.5994
S1 1.5914 1.5914 1.5998 1.5863
S2 1.5812 1.5812 1.5979
S3 1.5604 1.5706 1.5960
S4 1.5396 1.5498 1.5903
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6125 1.5917 0.0208 1.3% 0.0126 0.8% 48% False True 107,446
10 1.6125 1.5894 0.0231 1.4% 0.0121 0.8% 53% False False 108,877
20 1.6423 1.5894 0.0529 3.3% 0.0134 0.8% 23% False False 109,527
40 1.6521 1.5894 0.0627 3.9% 0.0129 0.8% 20% False False 58,136
60 1.6708 1.5894 0.0814 5.1% 0.0114 0.7% 15% False False 38,789
80 1.6708 1.5894 0.0814 5.1% 0.0103 0.6% 15% False False 29,102
100 1.6708 1.5894 0.0814 5.1% 0.0085 0.5% 15% False False 23,282
120 1.6708 1.5750 0.0958 6.0% 0.0073 0.5% 28% False False 19,403
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0041
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6705
2.618 1.6460
1.618 1.6310
1.000 1.6217
0.618 1.6160
HIGH 1.6067
0.618 1.6010
0.500 1.5992
0.382 1.5974
LOW 1.5917
0.618 1.5824
1.000 1.5767
1.618 1.5674
2.618 1.5524
4.250 1.5280
Fisher Pivots for day following 08-Jul-2011
Pivot 1 day 3 day
R1 1.6009 1.6010
PP 1.6000 1.6004
S1 1.5992 1.5997

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

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