CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 24-Jun-2011
Day Change Summary
Previous Current
23-Jun-2011 24-Jun-2011 Change Change % Previous Week
Open 1.6000 1.5988 -0.0012 -0.1% 1.6123
High 1.6000 1.6000 0.0000 0.0% 1.6211
Low 1.5915 1.5931 0.0016 0.1% 1.5915
Close 1.5964 1.5940 -0.0024 -0.2% 1.5940
Range 0.0085 0.0069 -0.0016 -18.8% 0.0296
ATR 0.0081 0.0080 -0.0001 -1.1% 0.0000
Volume 19 8 -11 -57.9% 50
Daily Pivots for day following 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.6164 1.6121 1.5978
R3 1.6095 1.6052 1.5959
R2 1.6026 1.6026 1.5953
R1 1.5983 1.5983 1.5946 1.5970
PP 1.5957 1.5957 1.5957 1.5951
S1 1.5914 1.5914 1.5934 1.5901
S2 1.5888 1.5888 1.5927
S3 1.5819 1.5845 1.5921
S4 1.5750 1.5776 1.5902
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.6910 1.6721 1.6103
R3 1.6614 1.6425 1.6021
R2 1.6318 1.6318 1.5994
R1 1.6129 1.6129 1.5967 1.6076
PP 1.6022 1.6022 1.6022 1.5995
S1 1.5833 1.5833 1.5913 1.5780
S2 1.5726 1.5726 1.5886
S3 1.5430 1.5537 1.5859
S4 1.5134 1.5241 1.5777
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6211 1.5915 0.0296 1.9% 0.0032 0.2% 8% False False 10
10 1.6358 1.5915 0.0443 2.8% 0.0051 0.3% 6% False False 9
20 1.6415 1.5915 0.0500 3.1% 0.0034 0.2% 5% False False 13
40 1.6702 1.5915 0.0787 4.9% 0.0020 0.1% 3% False False 8
60 1.6702 1.5915 0.0787 4.9% 0.0014 0.1% 3% False False 6
80 1.6702 1.5915 0.0787 4.9% 0.0011 0.1% 3% False False 5
100 1.6702 1.5915 0.0787 4.9% 0.0009 0.1% 3% 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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6293
2.618 1.6181
1.618 1.6112
1.000 1.6069
0.618 1.6043
HIGH 1.6000
0.618 1.5974
0.500 1.5966
0.382 1.5957
LOW 1.5931
0.618 1.5888
1.000 1.5862
1.618 1.5819
2.618 1.5750
4.250 1.5638
Fisher Pivots for day following 24-Jun-2011
Pivot 1 day 3 day
R1 1.5966 1.5976
PP 1.5957 1.5964
S1 1.5949 1.5952

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

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