CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 07-Sep-2011
Day Change Summary
Previous Current
06-Sep-2011 07-Sep-2011 Change Change % Previous Week
Open 1.6155 1.5942 -0.0213 -1.3% 1.6341
High 1.6205 1.6038 -0.0167 -1.0% 1.6451
Low 1.5918 1.5914 -0.0004 0.0% 1.6128
Close 1.5933 1.5976 0.0043 0.3% 1.6205
Range 0.0287 0.0124 -0.0163 -56.8% 0.0323
ATR 0.0156 0.0154 -0.0002 -1.5% 0.0000
Volume 168,554 94,771 -73,783 -43.8% 361,211
Daily Pivots for day following 07-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.6348 1.6286 1.6044
R3 1.6224 1.6162 1.6010
R2 1.6100 1.6100 1.5999
R1 1.6038 1.6038 1.5987 1.6069
PP 1.5976 1.5976 1.5976 1.5992
S1 1.5914 1.5914 1.5965 1.5945
S2 1.5852 1.5852 1.5953
S3 1.5728 1.5790 1.5942
S4 1.5604 1.5666 1.5908
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 1.6333 1.5914 0.0419 2.6% 0.0145 0.9% 15% False True 97,780
10 1.6532 1.5914 0.0618 3.9% 0.0151 0.9% 10% False True 88,630
20 1.6615 1.5914 0.0701 4.4% 0.0154 1.0% 9% False True 90,880
40 1.6615 1.5891 0.0724 4.5% 0.0154 1.0% 12% False False 98,707
60 1.6615 1.5768 0.0847 5.3% 0.0147 0.9% 25% False False 102,652
80 1.6615 1.5768 0.0847 5.3% 0.0142 0.9% 25% False False 81,655
100 1.6708 1.5768 0.0940 5.9% 0.0132 0.8% 22% False False 65,342
120 1.6708 1.5768 0.0940 5.9% 0.0122 0.8% 22% False False 54,460
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 0.0030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6565
2.618 1.6363
1.618 1.6239
1.000 1.6162
0.618 1.6115
HIGH 1.6038
0.618 1.5991
0.500 1.5976
0.382 1.5961
LOW 1.5914
0.618 1.5837
1.000 1.5790
1.618 1.5713
2.618 1.5589
4.250 1.5387
Fisher Pivots for day following 07-Sep-2011
Pivot 1 day 3 day
R1 1.5976 1.6083
PP 1.5976 1.6047
S1 1.5976 1.6012

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

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