CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 10-Jun-2011
Day Change Summary
Previous Current
09-Jun-2011 10-Jun-2011 Change Change % Previous Week
Open 1.6361 1.6239 -0.0122 -0.7% 1.6311
High 1.6367 1.6239 -0.0128 -0.8% 1.6415
Low 1.6361 1.6239 -0.0122 -0.7% 1.6239
Close 1.6322 1.6198 -0.0124 -0.8% 1.6198
Range 0.0006 0.0000 -0.0006 -100.0% 0.0176
ATR 0.0068 0.0069 0.0001 1.6% 0.0000
Volume 3 128 125 4,166.7% 150
Daily Pivots for day following 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.6225 1.6212 1.6198
R3 1.6225 1.6212 1.6198
R2 1.6225 1.6225 1.6198
R1 1.6212 1.6212 1.6198 1.6219
PP 1.6225 1.6225 1.6225 1.6229
S1 1.6212 1.6212 1.6198 1.6219
S2 1.6225 1.6225 1.6198
S3 1.6225 1.6212 1.6198
S4 1.6225 1.6212 1.6198
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.6812 1.6681 1.6295
R3 1.6636 1.6505 1.6246
R2 1.6460 1.6460 1.6230
R1 1.6329 1.6329 1.6214 1.6307
PP 1.6284 1.6284 1.6284 1.6273
S1 1.6153 1.6153 1.6182 1.6131
S2 1.6108 1.6108 1.6166
S3 1.5932 1.5977 1.6150
S4 1.5756 1.5801 1.6101
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6415 1.6239 0.0176 1.1% 0.0021 0.1% -23% False True 30
10 1.6415 1.6239 0.0176 1.1% 0.0017 0.1% -23% False True 16
20 1.6415 1.6071 0.0344 2.1% 0.0009 0.1% 37% False False 11
40 1.6702 1.6071 0.0631 3.9% 0.0008 0.1% 20% False False 6
60 1.6702 1.5923 0.0779 4.8% 0.0006 0.0% 35% False False 4
80 1.6702 1.5923 0.0779 4.8% 0.0005 0.0% 35% False False 4
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6239
2.618 1.6239
1.618 1.6239
1.000 1.6239
0.618 1.6239
HIGH 1.6239
0.618 1.6239
0.500 1.6239
0.382 1.6239
LOW 1.6239
0.618 1.6239
1.000 1.6239
1.618 1.6239
2.618 1.6239
4.250 1.6239
Fisher Pivots for day following 10-Jun-2011
Pivot 1 day 3 day
R1 1.6239 1.6303
PP 1.6225 1.6268
S1 1.6212 1.6233

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

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