CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 25-May-2011
Day Change Summary
Previous Current
24-May-2011 25-May-2011 Change Change % Previous Week
Open 1.6135 1.6232 0.0097 0.6% 1.6156
High 1.6135 1.6232 0.0097 0.6% 1.6228
Low 1.6135 1.6232 0.0097 0.6% 1.6091
Close 1.6135 1.6232 0.0097 0.6% 1.6228
Range
ATR 0.0071 0.0073 0.0002 2.6% 0.0000
Volume 9 9 0 0.0% 31
Daily Pivots for day following 25-May-2011
Classic Woodie Camarilla DeMark
R4 1.6232 1.6232 1.6232
R3 1.6232 1.6232 1.6232
R2 1.6232 1.6232 1.6232
R1 1.6232 1.6232 1.6232 1.6232
PP 1.6232 1.6232 1.6232 1.6232
S1 1.6232 1.6232 1.6232 1.6232
S2 1.6232 1.6232 1.6232
S3 1.6232 1.6232 1.6232
S4 1.6232 1.6232 1.6232
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 1.6593 1.6548 1.6303
R3 1.6456 1.6411 1.6266
R2 1.6319 1.6319 1.6253
R1 1.6274 1.6274 1.6241 1.6297
PP 1.6182 1.6182 1.6182 1.6194
S1 1.6137 1.6137 1.6215 1.6160
S2 1.6045 1.6045 1.6203
S3 1.5908 1.6000 1.6190
S4 1.5771 1.5863 1.6153
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6232 1.6071 0.0161 1.0% 0.0000 0.0% 100% True False 9
10 1.6232 1.6071 0.0161 1.0% 0.0000 0.0% 100% True False 6
20 1.6702 1.6071 0.0631 3.9% 0.0005 0.0% 26% False False 4
40 1.6702 1.5992 0.0710 4.4% 0.0004 0.0% 34% False False 2
60 1.6702 1.5923 0.0779 4.8% 0.0004 0.0% 40% False False 2
80 1.6702 1.5923 0.0779 4.8% 0.0003 0.0% 40% 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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.6232
2.618 1.6232
1.618 1.6232
1.000 1.6232
0.618 1.6232
HIGH 1.6232
0.618 1.6232
0.500 1.6232
0.382 1.6232
LOW 1.6232
0.618 1.6232
1.000 1.6232
1.618 1.6232
2.618 1.6232
4.250 1.6232
Fisher Pivots for day following 25-May-2011
Pivot 1 day 3 day
R1 1.6232 1.6205
PP 1.6232 1.6178
S1 1.6232 1.6152

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

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