CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 25-Jul-2011
Day Change Summary
Previous Current
22-Jul-2011 25-Jul-2011 Change Change % Previous Week
Open 1.6310 1.6319 0.0009 0.1% 1.6118
High 1.6317 1.6327 0.0010 0.1% 1.6323
Low 1.6253 1.6251 -0.0002 0.0% 1.5993
Close 1.6296 1.6287 -0.0009 -0.1% 1.6296
Range 0.0064 0.0076 0.0012 18.8% 0.0330
ATR 0.0132 0.0128 -0.0004 -3.0% 0.0000
Volume 73,321 61,468 -11,853 -16.2% 500,621
Daily Pivots for day following 25-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.6516 1.6478 1.6329
R3 1.6440 1.6402 1.6308
R2 1.6364 1.6364 1.6301
R1 1.6326 1.6326 1.6294 1.6307
PP 1.6288 1.6288 1.6288 1.6279
S1 1.6250 1.6250 1.6280 1.6231
S2 1.6212 1.6212 1.6273
S3 1.6136 1.6174 1.6266
S4 1.6060 1.6098 1.6245
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 1.6327 1.6034 0.0293 1.8% 0.0117 0.7% 86% True False 91,395
10 1.6327 1.5768 0.0559 3.4% 0.0131 0.8% 93% True False 104,018
20 1.6327 1.5768 0.0559 3.4% 0.0129 0.8% 93% True False 107,574
40 1.6521 1.5768 0.0753 4.6% 0.0132 0.8% 69% False False 86,934
60 1.6708 1.5768 0.0940 5.8% 0.0127 0.8% 55% False False 58,009
80 1.6708 1.5768 0.0940 5.8% 0.0111 0.7% 55% False False 43,522
100 1.6708 1.5768 0.0940 5.8% 0.0099 0.6% 55% False False 34,822
120 1.6708 1.5768 0.0940 5.8% 0.0083 0.5% 55% False False 29,019
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6650
2.618 1.6526
1.618 1.6450
1.000 1.6403
0.618 1.6374
HIGH 1.6327
0.618 1.6298
0.500 1.6289
0.382 1.6280
LOW 1.6251
0.618 1.6204
1.000 1.6175
1.618 1.6128
2.618 1.6052
4.250 1.5928
Fisher Pivots for day following 25-Jul-2011
Pivot 1 day 3 day
R1 1.6289 1.6264
PP 1.6288 1.6242
S1 1.6288 1.6219

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

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