CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 31-Mar-2011
Day Change Summary
Previous Current
30-Mar-2011 31-Mar-2011 Change Change % Previous Week
Open 1.5996 1.5992 -0.0004 0.0% 1.6249
High 1.5996 1.5992 -0.0004 0.0% 1.6300
Low 1.5996 1.5992 -0.0004 0.0% 1.5972
Close 1.5996 1.5992 -0.0004 0.0% 1.5946
Range
ATR 0.0067 0.0063 -0.0005 -6.7% 0.0000
Volume 2 2 0 0.0% 5
Daily Pivots for day following 31-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.5992 1.5992 1.5992
R3 1.5992 1.5992 1.5992
R2 1.5992 1.5992 1.5992
R1 1.5992 1.5992 1.5992 1.5992
PP 1.5992 1.5992 1.5992 1.5992
S1 1.5992 1.5992 1.5992 1.5992
S2 1.5992 1.5992 1.5992
S3 1.5992 1.5992 1.5992
S4 1.5992 1.5992 1.5992
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.7057 1.6829 1.6126
R3 1.6729 1.6501 1.6036
R2 1.6401 1.6401 1.6006
R1 1.6173 1.6173 1.5976 1.6123
PP 1.6073 1.6073 1.6073 1.6048
S1 1.5845 1.5845 1.5916 1.5795
S2 1.5745 1.5745 1.5886
S3 1.5417 1.5517 1.5856
S4 1.5089 1.5189 1.5766
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6000 1.5923 0.0077 0.5% 0.0006 0.0% 90% False False 1
10 1.6300 1.5923 0.0377 2.4% 0.0003 0.0% 18% False False 1
20 1.6300 1.5923 0.0377 2.4% 0.0002 0.0% 18% False False 1
40 1.6300 1.5923 0.0377 2.4% 0.0001 0.0% 18% False False 2
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.5992
2.618 1.5992
1.618 1.5992
1.000 1.5992
0.618 1.5992
HIGH 1.5992
0.618 1.5992
0.500 1.5992
0.382 1.5992
LOW 1.5992
0.618 1.5992
1.000 1.5992
1.618 1.5992
2.618 1.5992
4.250 1.5992
Fisher Pivots for day following 31-Mar-2011
Pivot 1 day 3 day
R1 1.5992 1.5981
PP 1.5992 1.5970
S1 1.5992 1.5960

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

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