CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 21-Jun-2011
Day Change Summary
Previous Current
20-Jun-2011 21-Jun-2011 Change Change % Previous Week
Open 1.6123 1.6211 0.0088 0.5% 1.6194
High 1.6123 1.6211 0.0088 0.5% 1.6358
Low 1.6121 1.6211 0.0090 0.6% 1.6080
Close 1.6145 1.6211 0.0066 0.4% 1.6140
Range 0.0002 0.0000 -0.0002 -100.0% 0.0278
ATR 0.0070 0.0070 0.0000 -0.4% 0.0000
Volume 3 10 7 233.3% 48
Daily Pivots for day following 21-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.6211 1.6211 1.6211
R3 1.6211 1.6211 1.6211
R2 1.6211 1.6211 1.6211
R1 1.6211 1.6211 1.6211 1.6211
PP 1.6211 1.6211 1.6211 1.6211
S1 1.6211 1.6211 1.6211 1.6211
S2 1.6211 1.6211 1.6211
S3 1.6211 1.6211 1.6211
S4 1.6211 1.6211 1.6211
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.7027 1.6861 1.6293
R3 1.6749 1.6583 1.6216
R2 1.6471 1.6471 1.6191
R1 1.6305 1.6305 1.6165 1.6249
PP 1.6193 1.6193 1.6193 1.6165
S1 1.6027 1.6027 1.6115 1.5971
S2 1.5915 1.5915 1.6089
S3 1.5637 1.5749 1.6064
S4 1.5359 1.5471 1.5987
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6322 1.6080 0.0242 1.5% 0.0054 0.3% 54% False False 9
10 1.6367 1.6080 0.0287 1.8% 0.0036 0.2% 46% False False 19
20 1.6415 1.6080 0.0335 2.1% 0.0026 0.2% 39% False False 12
40 1.6702 1.6071 0.0631 3.9% 0.0017 0.1% 22% False False 8
60 1.6702 1.5923 0.0779 4.8% 0.0011 0.1% 37% False False 5
80 1.6702 1.5923 0.0779 4.8% 0.0009 0.1% 37% False False 4
100 1.6702 1.5797 0.0905 5.6% 0.0007 0.0% 46% False False 4
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0001
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.6211
2.618 1.6211
1.618 1.6211
1.000 1.6211
0.618 1.6211
HIGH 1.6211
0.618 1.6211
0.500 1.6211
0.382 1.6211
LOW 1.6211
0.618 1.6211
1.000 1.6211
1.618 1.6211
2.618 1.6211
4.250 1.6211
Fisher Pivots for day following 21-Jun-2011
Pivot 1 day 3 day
R1 1.6211 1.6195
PP 1.6211 1.6178
S1 1.6211 1.6162

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

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