CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 14-Jul-2011
Day Change Summary
Previous Current
13-Jul-2011 14-Jul-2011 Change Change % Previous Week
Open 1.5915 1.6097 0.0182 1.1% 1.6033
High 1.6078 1.6145 0.0067 0.4% 1.6098
Low 1.5915 1.6097 0.0182 1.1% 1.5912
Close 1.6078 1.6101 0.0023 0.1% 1.6000
Range 0.0163 0.0048 -0.0115 -70.6% 0.0186
ATR 0.0093 0.0091 -0.0002 -2.0% 0.0000
Volume 34 50 16 47.1% 136
Daily Pivots for day following 14-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.6258 1.6228 1.6127
R3 1.6210 1.6180 1.6114
R2 1.6162 1.6162 1.6110
R1 1.6132 1.6132 1.6105 1.6147
PP 1.6114 1.6114 1.6114 1.6122
S1 1.6084 1.6084 1.6097 1.6099
S2 1.6066 1.6066 1.6092
S3 1.6018 1.6036 1.6088
S4 1.5970 1.5988 1.6075
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.6561 1.6467 1.6102
R3 1.6375 1.6281 1.6051
R2 1.6189 1.6189 1.6034
R1 1.6095 1.6095 1.6017 1.6049
PP 1.6003 1.6003 1.6003 1.5981
S1 1.5909 1.5909 1.5983 1.5863
S2 1.5817 1.5817 1.5966
S3 1.5631 1.5723 1.5949
S4 1.5445 1.5537 1.5898
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6145 1.5802 0.0343 2.1% 0.0100 0.6% 87% True False 45
10 1.6145 1.5802 0.0343 2.1% 0.0085 0.5% 87% True False 46
20 1.6211 1.5802 0.0409 2.5% 0.0067 0.4% 73% False False 29
40 1.6415 1.5802 0.0613 3.8% 0.0044 0.3% 49% False False 20
60 1.6702 1.5802 0.0900 5.6% 0.0032 0.2% 33% False False 14
80 1.6702 1.5802 0.0900 5.6% 0.0024 0.2% 33% False False 11
100 1.6702 1.5802 0.0900 5.6% 0.0020 0.1% 33% False False 9
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0018
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.6349
2.618 1.6271
1.618 1.6223
1.000 1.6193
0.618 1.6175
HIGH 1.6145
0.618 1.6127
0.500 1.6121
0.382 1.6115
LOW 1.6097
0.618 1.6067
1.000 1.6049
1.618 1.6019
2.618 1.5971
4.250 1.5893
Fisher Pivots for day following 14-Jul-2011
Pivot 1 day 3 day
R1 1.6121 1.6059
PP 1.6114 1.6016
S1 1.6108 1.5974

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

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