CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 22-Jun-2011
Day Change Summary
Previous Current
21-Jun-2011 22-Jun-2011 Change Change % Previous Week
Open 1.6211 1.6037 -0.0174 -1.1% 1.6194
High 1.6211 1.6037 -0.0174 -1.1% 1.6358
Low 1.6211 1.6035 -0.0176 -1.1% 1.6080
Close 1.6211 1.6044 -0.0167 -1.0% 1.6140
Range 0.0000 0.0002 0.0002 0.0278
ATR 0.0070 0.0077 0.0008 10.9% 0.0000
Volume 10 10 0 0.0% 48
Daily Pivots for day following 22-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.6045 1.6046 1.6045
R3 1.6043 1.6044 1.6045
R2 1.6041 1.6041 1.6044
R1 1.6042 1.6042 1.6044 1.6042
PP 1.6039 1.6039 1.6039 1.6038
S1 1.6040 1.6040 1.6044 1.6040
S2 1.6037 1.6037 1.6044
S3 1.6035 1.6038 1.6043
S4 1.6033 1.6036 1.6043
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 1.6211 1.6035 0.0176 1.1% 0.0024 0.1% 5% False True 11
10 1.6367 1.6035 0.0332 2.1% 0.0036 0.2% 3% False True 20
20 1.6415 1.6035 0.0380 2.4% 0.0026 0.2% 2% False True 12
40 1.6702 1.6035 0.0667 4.2% 0.0016 0.1% 1% False True 8
60 1.6702 1.5923 0.0779 4.9% 0.0011 0.1% 16% False False 5
80 1.6702 1.5923 0.0779 4.9% 0.0009 0.1% 16% False False 4
100 1.6702 1.5923 0.0779 4.9% 0.0007 0.0% 16% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6046
2.618 1.6042
1.618 1.6040
1.000 1.6039
0.618 1.6038
HIGH 1.6037
0.618 1.6036
0.500 1.6036
0.382 1.6036
LOW 1.6035
0.618 1.6034
1.000 1.6033
1.618 1.6032
2.618 1.6030
4.250 1.6027
Fisher Pivots for day following 22-Jun-2011
Pivot 1 day 3 day
R1 1.6041 1.6123
PP 1.6039 1.6097
S1 1.6036 1.6070

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

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