CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 25-Jul-2011
Day Change Summary
Previous Current
22-Jul-2011 25-Jul-2011 Change Change % Previous Week
Open 1.6297 1.6268 -0.0029 -0.2% 1.6070
High 1.6297 1.6280 -0.0017 -0.1% 1.6297
Low 1.6285 1.6251 -0.0034 -0.2% 1.5996
Close 1.6277 1.6269 -0.0008 0.0% 1.6277
Range 0.0012 0.0029 0.0017 141.7% 0.0301
ATR 0.0083 0.0079 -0.0004 -4.6% 0.0000
Volume 24 5 -19 -79.2% 93
Daily Pivots for day following 25-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.6354 1.6340 1.6285
R3 1.6325 1.6311 1.6277
R2 1.6296 1.6296 1.6274
R1 1.6282 1.6282 1.6272 1.6289
PP 1.6267 1.6267 1.6267 1.6270
S1 1.6253 1.6253 1.6266 1.6260
S2 1.6238 1.6238 1.6264
S3 1.6209 1.6224 1.6261
S4 1.6180 1.6195 1.6253
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.7093 1.6986 1.6443
R3 1.6792 1.6685 1.6360
R2 1.6491 1.6491 1.6332
R1 1.6384 1.6384 1.6305 1.6438
PP 1.6190 1.6190 1.6190 1.6217
S1 1.6083 1.6083 1.6249 1.6137
S2 1.5889 1.5889 1.6222
S3 1.5588 1.5782 1.6194
S4 1.5287 1.5481 1.6111
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6297 1.6098 0.0199 1.2% 0.0045 0.3% 86% False False 18
10 1.6297 1.5802 0.0495 3.0% 0.0067 0.4% 94% False False 30
20 1.6297 1.5802 0.0495 3.0% 0.0070 0.4% 94% False False 31
40 1.6415 1.5802 0.0613 3.8% 0.0052 0.3% 76% False False 22
60 1.6702 1.5802 0.0900 5.5% 0.0036 0.2% 52% False False 16
80 1.6702 1.5802 0.0900 5.5% 0.0028 0.2% 52% False False 12
100 1.6702 1.5802 0.0900 5.5% 0.0023 0.1% 52% False False 10
120 1.6702 1.5802 0.0900 5.5% 0.0019 0.1% 52% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6403
2.618 1.6356
1.618 1.6327
1.000 1.6309
0.618 1.6298
HIGH 1.6280
0.618 1.6269
0.500 1.6266
0.382 1.6262
LOW 1.6251
0.618 1.6233
1.000 1.6222
1.618 1.6204
2.618 1.6175
4.250 1.6128
Fisher Pivots for day following 25-Jul-2011
Pivot 1 day 3 day
R1 1.6268 1.6251
PP 1.6267 1.6232
S1 1.6266 1.6214

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

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