CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 06-Sep-2011
Day Change Summary
Previous Current
02-Sep-2011 06-Sep-2011 Change Change % Previous Week
Open 1.6181 1.6155 -0.0026 -0.2% 1.6341
High 1.6252 1.6205 -0.0047 -0.3% 1.6451
Low 1.6169 1.5918 -0.0251 -1.6% 1.6128
Close 1.6205 1.5933 -0.0272 -1.7% 1.6205
Range 0.0083 0.0287 0.0204 245.8% 0.0323
ATR 0.0146 0.0156 0.0010 6.9% 0.0000
Volume 70,141 168,554 98,413 140.3% 361,211
Daily Pivots for day following 06-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.6880 1.6693 1.6091
R3 1.6593 1.6406 1.6012
R2 1.6306 1.6306 1.5986
R1 1.6119 1.6119 1.5959 1.6069
PP 1.6019 1.6019 1.6019 1.5994
S1 1.5832 1.5832 1.5907 1.5782
S2 1.5732 1.5732 1.5880
S3 1.5445 1.5545 1.5854
S4 1.5158 1.5258 1.5775
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.7230 1.7041 1.6383
R3 1.6907 1.6718 1.6294
R2 1.6584 1.6584 1.6264
R1 1.6395 1.6395 1.6235 1.6328
PP 1.6261 1.6261 1.6261 1.6228
S1 1.6072 1.6072 1.6175 1.6005
S2 1.5938 1.5938 1.6146
S3 1.5615 1.5749 1.6116
S4 1.5292 1.5426 1.6027
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6416 1.5918 0.0498 3.1% 0.0153 1.0% 3% False True 95,515
10 1.6570 1.5918 0.0652 4.1% 0.0151 0.9% 2% False True 86,390
20 1.6615 1.5918 0.0697 4.4% 0.0160 1.0% 2% False True 94,129
40 1.6615 1.5768 0.0847 5.3% 0.0155 1.0% 19% False False 99,963
60 1.6615 1.5768 0.0847 5.3% 0.0148 0.9% 19% False False 102,785
80 1.6615 1.5768 0.0847 5.3% 0.0143 0.9% 19% False False 80,472
100 1.6708 1.5768 0.0940 5.9% 0.0132 0.8% 18% False False 64,396
120 1.6708 1.5768 0.0940 5.9% 0.0121 0.8% 18% False False 53,671
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 0.0029
Widest range in 189 trading days
Fibonacci Retracements and Extensions
4.250 1.7425
2.618 1.6956
1.618 1.6669
1.000 1.6492
0.618 1.6382
HIGH 1.6205
0.618 1.6095
0.500 1.6062
0.382 1.6028
LOW 1.5918
0.618 1.5741
1.000 1.5631
1.618 1.5454
2.618 1.5167
4.250 1.4698
Fisher Pivots for day following 06-Sep-2011
Pivot 1 day 3 day
R1 1.6062 1.6086
PP 1.6019 1.6035
S1 1.5976 1.5984

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

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