CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 02-Mar-2011
Day Change Summary
Previous Current
01-Mar-2011 02-Mar-2011 Change Change % Previous Week
Open 1.6179 1.6246 0.0067 0.4% 1.6052
High 1.6179 1.6246 0.0067 0.4% 1.6109
Low 1.6179 1.6246 0.0067 0.4% 1.6016
Close 1.6179 1.6246 0.0067 0.4% 1.6016
Range
ATR 0.0064 0.0064 0.0000 0.3% 0.0000
Volume 3 3 0 0.0% 12
Daily Pivots for day following 02-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.6246 1.6246 1.6246
R3 1.6246 1.6246 1.6246
R2 1.6246 1.6246 1.6246
R1 1.6246 1.6246 1.6246 1.6246
PP 1.6246 1.6246 1.6246 1.6246
S1 1.6246 1.6246 1.6246 1.6246
S2 1.6246 1.6246 1.6246
S3 1.6246 1.6246 1.6246
S4 1.6246 1.6246 1.6246
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 1.6246 1.6016 0.0230 1.4% 0.0000 0.0% 100% True False 3
10 1.6246 1.6012 0.0234 1.4% 0.0000 0.0% 100% True False 3
20 1.6246 1.5939 0.0307 1.9% 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 1.6246
2.618 1.6246
1.618 1.6246
1.000 1.6246
0.618 1.6246
HIGH 1.6246
0.618 1.6246
0.500 1.6246
0.382 1.6246
LOW 1.6246
0.618 1.6246
1.000 1.6246
1.618 1.6246
2.618 1.6246
4.250 1.6246
Fisher Pivots for day following 02-Mar-2011
Pivot 1 day 3 day
R1 1.6246 1.6235
PP 1.6246 1.6224
S1 1.6246 1.6213

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

View Archives - Comment on this page... - Back to Index of Symbols