CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 09-Sep-2011
Day Change Summary
Previous Current
08-Sep-2011 09-Sep-2011 Change Change % Previous Week
Open 1.5984 1.5956 -0.0028 -0.2% 1.6155
High 1.6082 1.5989 -0.0093 -0.6% 1.6205
Low 1.5911 1.5842 -0.0069 -0.4% 1.5842
Close 1.5965 1.5862 -0.0103 -0.6% 1.5862
Range 0.0171 0.0147 -0.0024 -14.0% 0.0363
ATR 0.0155 0.0154 -0.0001 -0.4% 0.0000
Volume 115,413 119,563 4,150 3.6% 498,301
Daily Pivots for day following 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.6339 1.6247 1.5943
R3 1.6192 1.6100 1.5902
R2 1.6045 1.6045 1.5889
R1 1.5953 1.5953 1.5875 1.5926
PP 1.5898 1.5898 1.5898 1.5884
S1 1.5806 1.5806 1.5849 1.5779
S2 1.5751 1.5751 1.5835
S3 1.5604 1.5659 1.5822
S4 1.5457 1.5512 1.5781
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.7059 1.6823 1.6062
R3 1.6696 1.6460 1.5962
R2 1.6333 1.6333 1.5929
R1 1.6097 1.6097 1.5895 1.6034
PP 1.5970 1.5970 1.5970 1.5938
S1 1.5734 1.5734 1.5829 1.5671
S2 1.5607 1.5607 1.5795
S3 1.5244 1.5371 1.5762
S4 1.4881 1.5008 1.5662
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6252 1.5842 0.0410 2.6% 0.0162 1.0% 5% False True 113,688
10 1.6451 1.5842 0.0609 3.8% 0.0150 0.9% 3% False True 95,042
20 1.6615 1.5842 0.0773 4.9% 0.0153 1.0% 3% False True 90,465
40 1.6615 1.5842 0.0773 4.9% 0.0154 1.0% 3% False True 98,323
60 1.6615 1.5768 0.0847 5.3% 0.0147 0.9% 11% False False 102,808
80 1.6615 1.5768 0.0847 5.3% 0.0144 0.9% 11% False False 84,587
100 1.6708 1.5768 0.0940 5.9% 0.0134 0.8% 10% False False 67,691
120 1.6708 1.5768 0.0940 5.9% 0.0122 0.8% 10% False False 56,418
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 0.0033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6614
2.618 1.6374
1.618 1.6227
1.000 1.6136
0.618 1.6080
HIGH 1.5989
0.618 1.5933
0.500 1.5916
0.382 1.5898
LOW 1.5842
0.618 1.5751
1.000 1.5695
1.618 1.5604
2.618 1.5457
4.250 1.5217
Fisher Pivots for day following 09-Sep-2011
Pivot 1 day 3 day
R1 1.5916 1.5962
PP 1.5898 1.5929
S1 1.5880 1.5895

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

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