CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 01-Jul-2011
Day Change Summary
Previous Current
30-Jun-2011 01-Jul-2011 Change Change % Previous Week
Open 1.6038 1.5981 -0.0057 -0.4% 1.5919
High 1.6073 1.6055 -0.0018 -0.1% 1.6073
Low 1.5970 1.5959 -0.0011 -0.1% 1.5890
Close 1.6034 1.6032 -0.0002 0.0% 1.6032
Range 0.0103 0.0096 -0.0007 -6.8% 0.0183
ATR 0.0083 0.0084 0.0001 1.1% 0.0000
Volume 30 75 45 150.0% 151
Daily Pivots for day following 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.6303 1.6264 1.6085
R3 1.6207 1.6168 1.6058
R2 1.6111 1.6111 1.6050
R1 1.6072 1.6072 1.6041 1.6092
PP 1.6015 1.6015 1.6015 1.6025
S1 1.5976 1.5976 1.6023 1.5996
S2 1.5919 1.5919 1.6014
S3 1.5823 1.5880 1.6006
S4 1.5727 1.5784 1.5979
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.6547 1.6473 1.6133
R3 1.6364 1.6290 1.6082
R2 1.6181 1.6181 1.6066
R1 1.6107 1.6107 1.6049 1.6144
PP 1.5998 1.5998 1.5998 1.6017
S1 1.5924 1.5924 1.6015 1.5961
S2 1.5815 1.5815 1.5998
S3 1.5632 1.5741 1.5982
S4 1.5449 1.5558 1.5931
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6073 1.5890 0.0183 1.1% 0.0082 0.5% 78% False False 30
10 1.6211 1.5890 0.0321 2.0% 0.0057 0.4% 44% False False 20
20 1.6415 1.5890 0.0525 3.3% 0.0051 0.3% 27% False False 19
40 1.6415 1.5890 0.0525 3.3% 0.0027 0.2% 27% False False 12
60 1.6702 1.5890 0.0812 5.1% 0.0021 0.1% 17% False False 8
80 1.6702 1.5890 0.0812 5.1% 0.0016 0.1% 17% False False 6
100 1.6702 1.5890 0.0812 5.1% 0.0013 0.1% 17% False False 6
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6463
2.618 1.6306
1.618 1.6210
1.000 1.6151
0.618 1.6114
HIGH 1.6055
0.618 1.6018
0.500 1.6007
0.382 1.5996
LOW 1.5959
0.618 1.5900
1.000 1.5863
1.618 1.5804
2.618 1.5708
4.250 1.5551
Fisher Pivots for day following 01-Jul-2011
Pivot 1 day 3 day
R1 1.6024 1.6027
PP 1.6015 1.6021
S1 1.6007 1.6016

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

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