CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 22-Jul-2011
Day Change Summary
Previous Current
21-Jul-2011 22-Jul-2011 Change Change % Previous Week
Open 1.6143 1.6310 0.0167 1.0% 1.6118
High 1.6323 1.6317 -0.0006 0.0% 1.6323
Low 1.6111 1.6253 0.0142 0.9% 1.5993
Close 1.6304 1.6296 -0.0008 0.0% 1.6296
Range 0.0212 0.0064 -0.0148 -69.8% 0.0330
ATR 0.0137 0.0132 -0.0005 -3.8% 0.0000
Volume 120,639 73,321 -47,318 -39.2% 500,621
Daily Pivots for day following 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.6481 1.6452 1.6331
R3 1.6417 1.6388 1.6314
R2 1.6353 1.6353 1.6308
R1 1.6324 1.6324 1.6302 1.6307
PP 1.6289 1.6289 1.6289 1.6280
S1 1.6260 1.6260 1.6290 1.6243
S2 1.6225 1.6225 1.6284
S3 1.6161 1.6196 1.6278
S4 1.6097 1.6132 1.6261
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.7194 1.7075 1.6478
R3 1.6864 1.6745 1.6387
R2 1.6534 1.6534 1.6357
R1 1.6415 1.6415 1.6326 1.6475
PP 1.6204 1.6204 1.6204 1.6234
S1 1.6085 1.6085 1.6266 1.6145
S2 1.5874 1.5874 1.6236
S3 1.5544 1.5755 1.6205
S4 1.5214 1.5425 1.6115
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6323 1.5993 0.0330 2.0% 0.0128 0.8% 92% False False 100,124
10 1.6323 1.5768 0.0555 3.4% 0.0139 0.9% 95% False False 109,255
20 1.6323 1.5768 0.0555 3.4% 0.0130 0.8% 95% False False 109,066
40 1.6521 1.5768 0.0753 4.6% 0.0133 0.8% 70% False False 85,403
60 1.6708 1.5768 0.0940 5.8% 0.0127 0.8% 56% False False 56,986
80 1.6708 1.5768 0.0940 5.8% 0.0111 0.7% 56% False False 42,754
100 1.6708 1.5768 0.0940 5.8% 0.0098 0.6% 56% False False 34,207
120 1.6708 1.5768 0.0940 5.8% 0.0083 0.5% 56% False False 28,507
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Narrowest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 1.6589
2.618 1.6485
1.618 1.6421
1.000 1.6381
0.618 1.6357
HIGH 1.6317
0.618 1.6293
0.500 1.6285
0.382 1.6277
LOW 1.6253
0.618 1.6213
1.000 1.6189
1.618 1.6149
2.618 1.6085
4.250 1.5981
Fisher Pivots for day following 22-Jul-2011
Pivot 1 day 3 day
R1 1.6292 1.6261
PP 1.6289 1.6225
S1 1.6285 1.6190

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

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