CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 28-Feb-2011
Day Change Summary
Previous Current
25-Feb-2011 28-Feb-2011 Change Change % Previous Week
Open 1.6016 1.6184 0.0168 1.0% 1.6052
High 1.6016 1.6184 0.0168 1.0% 1.6109
Low 1.6016 1.6184 0.0168 1.0% 1.6016
Close 1.6016 1.6184 0.0168 1.0% 1.6016
Range
ATR 0.0061 0.0068 0.0008 12.6% 0.0000
Volume 3 3 0 0.0% 12
Daily Pivots for day following 28-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.6184 1.6184 1.6184
R3 1.6184 1.6184 1.6184
R2 1.6184 1.6184 1.6184
R1 1.6184 1.6184 1.6184 1.6184
PP 1.6184 1.6184 1.6184 1.6184
S1 1.6184 1.6184 1.6184 1.6184
S2 1.6184 1.6184 1.6184
S3 1.6184 1.6184 1.6184
S4 1.6184 1.6184 1.6184
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.6326 1.6264 1.6067
R3 1.6233 1.6171 1.6042
R2 1.6140 1.6140 1.6033
R1 1.6078 1.6078 1.6025 1.6063
PP 1.6047 1.6047 1.6047 1.6039
S1 1.5985 1.5985 1.6007 1.5970
S2 1.5954 1.5954 1.5999
S3 1.5861 1.5892 1.5990
S4 1.5768 1.5799 1.5965
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6184 1.6016 0.0168 1.0% 0.0000 0.0% 100% True False 3
10 1.6184 1.5951 0.0233 1.4% 0.0000 0.0% 100% True False 3
20 1.6184 1.5939 0.0245 1.5% 0.0000 0.0% 100% True False 3
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.6184
2.618 1.6184
1.618 1.6184
1.000 1.6184
0.618 1.6184
HIGH 1.6184
0.618 1.6184
0.500 1.6184
0.382 1.6184
LOW 1.6184
0.618 1.6184
1.000 1.6184
1.618 1.6184
2.618 1.6184
4.250 1.6184
Fisher Pivots for day following 28-Feb-2011
Pivot 1 day 3 day
R1 1.6184 1.6156
PP 1.6184 1.6128
S1 1.6184 1.6100

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

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