CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 16-Aug-2011
Day Change Summary
Previous Current
15-Aug-2011 16-Aug-2011 Change Change % Previous Week
Open 1.6278 1.6377 0.0099 0.6% 1.6441
High 1.6406 1.6474 0.0068 0.4% 1.6486
Low 1.6251 1.6317 0.0066 0.4% 1.6105
Close 1.6381 1.6451 0.0070 0.4% 1.6274
Range 0.0155 0.0157 0.0002 1.3% 0.0381
ATR 0.0159 0.0159 0.0000 -0.1% 0.0000
Volume 69,039 84,935 15,896 23.0% 633,606
Daily Pivots for day following 16-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.6885 1.6825 1.6537
R3 1.6728 1.6668 1.6494
R2 1.6571 1.6571 1.6480
R1 1.6511 1.6511 1.6465 1.6541
PP 1.6414 1.6414 1.6414 1.6429
S1 1.6354 1.6354 1.6437 1.6384
S2 1.6257 1.6257 1.6422
S3 1.6100 1.6197 1.6408
S4 1.5943 1.6040 1.6365
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.7431 1.7234 1.6484
R3 1.7050 1.6853 1.6379
R2 1.6669 1.6669 1.6344
R1 1.6472 1.6472 1.6309 1.6380
PP 1.6288 1.6288 1.6288 1.6243
S1 1.6091 1.6091 1.6239 1.5999
S2 1.5907 1.5907 1.6204
S3 1.5526 1.5710 1.6169
S4 1.5145 1.5329 1.6064
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6474 1.6105 0.0369 2.2% 0.0161 1.0% 94% True False 99,035
10 1.6486 1.6105 0.0381 2.3% 0.0179 1.1% 91% False False 115,400
20 1.6486 1.6057 0.0429 2.6% 0.0160 1.0% 92% False False 104,121
40 1.6486 1.5768 0.0718 4.4% 0.0147 0.9% 95% False False 107,821
60 1.6521 1.5768 0.0753 4.6% 0.0143 0.9% 91% False False 86,819
80 1.6708 1.5768 0.0940 5.7% 0.0133 0.8% 73% False False 65,143
100 1.6708 1.5768 0.0940 5.7% 0.0118 0.7% 73% False False 52,126
120 1.6708 1.5768 0.0940 5.7% 0.0105 0.6% 73% False False 43,441
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0039
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.7141
2.618 1.6885
1.618 1.6728
1.000 1.6631
0.618 1.6571
HIGH 1.6474
0.618 1.6414
0.500 1.6396
0.382 1.6377
LOW 1.6317
0.618 1.6220
1.000 1.6160
1.618 1.6063
2.618 1.5906
4.250 1.5650
Fisher Pivots for day following 16-Aug-2011
Pivot 1 day 3 day
R1 1.6433 1.6406
PP 1.6414 1.6362
S1 1.6396 1.6317

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

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