CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 20-Jul-2011
Day Change Summary
Previous Current
19-Jul-2011 20-Jul-2011 Change Change % Previous Week
Open 1.6114 1.6099 -0.0015 -0.1% 1.5929
High 1.6131 1.6099 -0.0032 -0.2% 1.6145
Low 1.6098 1.6099 0.0001 0.0% 1.5802
Close 1.6092 1.6134 0.0042 0.3% 1.6095
Range 0.0033 0.0000 -0.0033 -100.0% 0.0343
ATR 0.0090 0.0084 -0.0006 -6.6% 0.0000
Volume 13 45 32 246.2% 250
Daily Pivots for day following 20-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.6111 1.6122 1.6134
R3 1.6111 1.6122 1.6134
R2 1.6111 1.6111 1.6134
R1 1.6122 1.6122 1.6134 1.6117
PP 1.6111 1.6111 1.6111 1.6108
S1 1.6122 1.6122 1.6134 1.6117
S2 1.6111 1.6111 1.6134
S3 1.6111 1.6122 1.6134
S4 1.6111 1.6122 1.6134
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.7043 1.6912 1.6284
R3 1.6700 1.6569 1.6189
R2 1.6357 1.6357 1.6158
R1 1.6226 1.6226 1.6126 1.6292
PP 1.6014 1.6014 1.6014 1.6047
S1 1.5883 1.5883 1.6064 1.5949
S2 1.5671 1.5671 1.6032
S3 1.5328 1.5540 1.6001
S4 1.4985 1.5197 1.5906
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6145 1.5996 0.0149 0.9% 0.0038 0.2% 93% False False 27
10 1.6145 1.5802 0.0343 2.1% 0.0064 0.4% 97% False False 33
20 1.6145 1.5802 0.0343 2.1% 0.0068 0.4% 97% False False 31
40 1.6415 1.5802 0.0613 3.8% 0.0047 0.3% 54% False False 22
60 1.6702 1.5802 0.0900 5.6% 0.0034 0.2% 37% False False 15
80 1.6702 1.5802 0.0900 5.6% 0.0026 0.2% 37% False False 12
100 1.6702 1.5802 0.0900 5.6% 0.0021 0.1% 37% False False 10
120 1.6702 1.5797 0.0905 5.6% 0.0018 0.1% 37% False False 9
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.6099
2.618 1.6099
1.618 1.6099
1.000 1.6099
0.618 1.6099
HIGH 1.6099
0.618 1.6099
0.500 1.6099
0.382 1.6099
LOW 1.6099
0.618 1.6099
1.000 1.6099
1.618 1.6099
2.618 1.6099
4.250 1.6099
Fisher Pivots for day following 20-Jul-2011
Pivot 1 day 3 day
R1 1.6122 1.6111
PP 1.6111 1.6087
S1 1.6099 1.6064

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

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