CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 11-Jul-2011
Day Change Summary
Previous Current
08-Jul-2011 11-Jul-2011 Change Change % Previous Week
Open 1.5958 1.6017 0.0059 0.4% 1.6050
High 1.6067 1.6028 -0.0039 -0.2% 1.6125
Low 1.5917 1.5868 -0.0049 -0.3% 1.5917
Close 1.6017 1.5894 -0.0123 -0.8% 1.6017
Range 0.0150 0.0160 0.0010 6.7% 0.0208
ATR 0.0128 0.0130 0.0002 1.8% 0.0000
Volume 131,445 113,842 -17,603 -13.4% 436,331
Daily Pivots for day following 11-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.6410 1.6312 1.5982
R3 1.6250 1.6152 1.5938
R2 1.6090 1.6090 1.5923
R1 1.5992 1.5992 1.5909 1.5961
PP 1.5930 1.5930 1.5930 1.5915
S1 1.5832 1.5832 1.5879 1.5801
S2 1.5770 1.5770 1.5865
S3 1.5610 1.5672 1.5850
S4 1.5450 1.5512 1.5806
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 1.5868 0.0257 1.6% 0.0136 0.9% 10% False True 110,034
10 1.6125 1.5868 0.0257 1.6% 0.0127 0.8% 10% False True 111,131
20 1.6423 1.5868 0.0555 3.5% 0.0133 0.8% 5% False True 108,430
40 1.6521 1.5868 0.0653 4.1% 0.0130 0.8% 4% False True 60,980
60 1.6708 1.5868 0.0840 5.3% 0.0116 0.7% 3% False True 40,685
80 1.6708 1.5868 0.0840 5.3% 0.0104 0.7% 3% False True 30,525
100 1.6708 1.5868 0.0840 5.3% 0.0086 0.5% 3% False True 24,421
120 1.6708 1.5750 0.0958 6.0% 0.0073 0.5% 15% False False 20,352
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0040
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.6708
2.618 1.6447
1.618 1.6287
1.000 1.6188
0.618 1.6127
HIGH 1.6028
0.618 1.5967
0.500 1.5948
0.382 1.5929
LOW 1.5868
0.618 1.5769
1.000 1.5708
1.618 1.5609
2.618 1.5449
4.250 1.5188
Fisher Pivots for day following 11-Jul-2011
Pivot 1 day 3 day
R1 1.5948 1.5968
PP 1.5930 1.5943
S1 1.5912 1.5919

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

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