CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 11-May-2011
Day Change Summary
Previous Current
10-May-2011 11-May-2011 Change Change % Previous Week
Open 1.6296 1.6288 -0.0008 0.0% 1.6702
High 1.6296 1.6288 -0.0008 0.0% 1.6702
Low 1.6296 1.6288 -0.0008 0.0% 1.6335
Close 1.6296 1.6288 -0.0008 0.0% 1.6309
Range
ATR 0.0067 0.0062 -0.0004 -6.3% 0.0000
Volume 2 2 0 0.0% 11
Daily Pivots for day following 11-May-2011
Classic Woodie Camarilla DeMark
R4 1.6288 1.6288 1.6288
R3 1.6288 1.6288 1.6288
R2 1.6288 1.6288 1.6288
R1 1.6288 1.6288 1.6288 1.6288
PP 1.6288 1.6288 1.6288 1.6288
S1 1.6288 1.6288 1.6288 1.6288
S2 1.6288 1.6288 1.6288
S3 1.6288 1.6288 1.6288
S4 1.6288 1.6288 1.6288
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 1.7550 1.7296 1.6511
R3 1.7183 1.6929 1.6410
R2 1.6816 1.6816 1.6376
R1 1.6562 1.6562 1.6343 1.6506
PP 1.6449 1.6449 1.6449 1.6420
S1 1.6195 1.6195 1.6275 1.6139
S2 1.6082 1.6082 1.6242
S3 1.5715 1.5828 1.6208
S4 1.5348 1.5461 1.6107
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6370 1.6288 0.0082 0.5% 0.0004 0.0% 0% False True 2
10 1.6702 1.6288 0.0414 2.5% 0.0010 0.1% 0% False True 2
20 1.6702 1.6191 0.0511 3.1% 0.0008 0.0% 19% False False 1
40 1.6702 1.5923 0.0779 4.8% 0.0005 0.0% 47% False False 1
60 1.6702 1.5923 0.0779 4.8% 0.0004 0.0% 47% False False 1
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 1.6288
2.618 1.6288
1.618 1.6288
1.000 1.6288
0.618 1.6288
HIGH 1.6288
0.618 1.6288
0.500 1.6288
0.382 1.6288
LOW 1.6288
0.618 1.6288
1.000 1.6288
1.618 1.6288
2.618 1.6288
4.250 1.6288
Fisher Pivots for day following 11-May-2011
Pivot 1 day 3 day
R1 1.6288 1.6312
PP 1.6288 1.6304
S1 1.6288 1.6296

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

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