CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 05-Jul-2011
Day Change Summary
Previous Current
01-Jul-2011 05-Jul-2011 Change Change % Previous Week
Open 1.5981 1.6033 0.0052 0.3% 1.5919
High 1.6055 1.6098 0.0043 0.3% 1.6073
Low 1.5959 1.5977 0.0018 0.1% 1.5890
Close 1.6032 1.6016 -0.0016 -0.1% 1.6032
Range 0.0096 0.0121 0.0025 26.0% 0.0183
ATR 0.0084 0.0087 0.0003 3.1% 0.0000
Volume 75 44 -31 -41.3% 151
Daily Pivots for day following 05-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.6393 1.6326 1.6083
R3 1.6272 1.6205 1.6049
R2 1.6151 1.6151 1.6038
R1 1.6084 1.6084 1.6027 1.6057
PP 1.6030 1.6030 1.6030 1.6017
S1 1.5963 1.5963 1.6005 1.5936
S2 1.5909 1.5909 1.5994
S3 1.5788 1.5842 1.5983
S4 1.5667 1.5721 1.5949
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 1.6098 1.5890 0.0208 1.3% 0.0092 0.6% 61% True False 35
10 1.6211 1.5890 0.0321 2.0% 0.0069 0.4% 39% False False 24
20 1.6415 1.5890 0.0525 3.3% 0.0057 0.4% 24% False False 21
40 1.6415 1.5890 0.0525 3.3% 0.0030 0.2% 24% False False 13
60 1.6702 1.5890 0.0812 5.1% 0.0023 0.1% 16% False False 9
80 1.6702 1.5890 0.0812 5.1% 0.0018 0.1% 16% False False 7
100 1.6702 1.5890 0.0812 5.1% 0.0014 0.1% 16% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.6612
2.618 1.6415
1.618 1.6294
1.000 1.6219
0.618 1.6173
HIGH 1.6098
0.618 1.6052
0.500 1.6038
0.382 1.6023
LOW 1.5977
0.618 1.5902
1.000 1.5856
1.618 1.5781
2.618 1.5660
4.250 1.5463
Fisher Pivots for day following 05-Jul-2011
Pivot 1 day 3 day
R1 1.6038 1.6029
PP 1.6030 1.6024
S1 1.6023 1.6020

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

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