CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 07-Jul-2011
Day Change Summary
Previous Current
06-Jul-2011 07-Jul-2011 Change Change % Previous Week
Open 1.5969 1.5953 -0.0016 -0.1% 1.5919
High 1.5995 1.5953 -0.0042 -0.3% 1.6073
Low 1.5961 1.5953 -0.0008 -0.1% 1.5890
Close 1.5950 1.5930 -0.0020 -0.1% 1.6032
Range 0.0034 0.0000 -0.0034 -100.0% 0.0183
ATR 0.0085 0.0079 -0.0006 -6.9% 0.0000
Volume 74 17 -57 -77.0% 151
Daily Pivots for day following 07-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.5945 1.5938 1.5930
R3 1.5945 1.5938 1.5930
R2 1.5945 1.5945 1.5930
R1 1.5938 1.5938 1.5930 1.5942
PP 1.5945 1.5945 1.5945 1.5947
S1 1.5938 1.5938 1.5930 1.5942
S2 1.5945 1.5945 1.5930
S3 1.5945 1.5938 1.5930
S4 1.5945 1.5938 1.5930
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 1.5953 0.0145 0.9% 0.0071 0.4% -16% False True 48
10 1.6098 1.5890 0.0208 1.3% 0.0072 0.5% 19% False False 31
20 1.6367 1.5890 0.0477 3.0% 0.0054 0.3% 8% False False 25
40 1.6415 1.5890 0.0525 3.3% 0.0031 0.2% 8% False False 15
60 1.6702 1.5890 0.0812 5.1% 0.0024 0.1% 5% False False 10
80 1.6702 1.5890 0.0812 5.1% 0.0018 0.1% 5% False False 8
100 1.6702 1.5890 0.0812 5.1% 0.0015 0.1% 5% False False 7
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 0.0015
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.5953
2.618 1.5953
1.618 1.5953
1.000 1.5953
0.618 1.5953
HIGH 1.5953
0.618 1.5953
0.500 1.5953
0.382 1.5953
LOW 1.5953
0.618 1.5953
1.000 1.5953
1.618 1.5953
2.618 1.5953
4.250 1.5953
Fisher Pivots for day following 07-Jul-2011
Pivot 1 day 3 day
R1 1.5953 1.6026
PP 1.5945 1.5994
S1 1.5938 1.5962

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

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