CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 10-Aug-2011
Day Change Summary
Previous Current
09-Aug-2011 10-Aug-2011 Change Change % Previous Week
Open 1.6306 1.6322 0.0016 0.1% 1.6379
High 1.6406 1.6327 -0.0079 -0.5% 1.6468
Low 1.6168 1.6116 -0.0052 -0.3% 1.6218
Close 1.6208 1.6154 -0.0054 -0.3% 1.6356
Range 0.0238 0.0211 -0.0027 -11.3% 0.0250
ATR 0.0158 0.0162 0.0004 2.4% 0.0000
Volume 159,752 135,443 -24,309 -15.2% 568,843
Daily Pivots for day following 10-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.6832 1.6704 1.6270
R3 1.6621 1.6493 1.6212
R2 1.6410 1.6410 1.6193
R1 1.6282 1.6282 1.6173 1.6241
PP 1.6199 1.6199 1.6199 1.6178
S1 1.6071 1.6071 1.6135 1.6030
S2 1.5988 1.5988 1.6115
S3 1.5777 1.5860 1.6096
S4 1.5566 1.5649 1.6038
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.7097 1.6977 1.6494
R3 1.6847 1.6727 1.6425
R2 1.6597 1.6597 1.6402
R1 1.6477 1.6477 1.6379 1.6412
PP 1.6347 1.6347 1.6347 1.6315
S1 1.6227 1.6227 1.6333 1.6162
S2 1.6097 1.6097 1.6310
S3 1.5847 1.5977 1.6287
S4 1.5597 1.5727 1.6219
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6486 1.6116 0.0370 2.3% 0.0203 1.3% 10% False True 138,177
10 1.6486 1.6116 0.0370 2.3% 0.0184 1.1% 10% False True 118,261
20 1.6486 1.5993 0.0493 3.1% 0.0154 1.0% 33% False False 105,969
40 1.6486 1.5768 0.0718 4.4% 0.0147 0.9% 54% False False 109,653
60 1.6521 1.5768 0.0753 4.7% 0.0141 0.9% 51% False False 80,836
80 1.6708 1.5768 0.0940 5.8% 0.0129 0.8% 41% False False 60,650
100 1.6708 1.5768 0.0940 5.8% 0.0116 0.7% 41% False False 48,531
120 1.6708 1.5768 0.0940 5.8% 0.0101 0.6% 41% False False 40,443
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0047
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.7224
2.618 1.6879
1.618 1.6668
1.000 1.6538
0.618 1.6457
HIGH 1.6327
0.618 1.6246
0.500 1.6222
0.382 1.6197
LOW 1.6116
0.618 1.5986
1.000 1.5905
1.618 1.5775
2.618 1.5564
4.250 1.5219
Fisher Pivots for day following 10-Aug-2011
Pivot 1 day 3 day
R1 1.6222 1.6301
PP 1.6199 1.6252
S1 1.6177 1.6203

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

View Archives - Comment on this page... - Back to Index of Symbols