CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 29-Jul-2011
Day Change Summary
Previous Current
28-Jul-2011 29-Jul-2011 Change Change % Previous Week
Open 1.6296 1.6300 0.0004 0.0% 1.6268
High 1.6349 1.6440 0.0091 0.6% 1.6440
Low 1.6277 1.6300 0.0023 0.1% 1.6251
Close 1.6319 1.6406 0.0087 0.5% 1.6406
Range 0.0072 0.0140 0.0068 94.4% 0.0189
ATR 0.0084 0.0088 0.0004 4.8% 0.0000
Volume 37 18 -19 -51.4% 85
Daily Pivots for day following 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.6802 1.6744 1.6483
R3 1.6662 1.6604 1.6445
R2 1.6522 1.6522 1.6432
R1 1.6464 1.6464 1.6419 1.6493
PP 1.6382 1.6382 1.6382 1.6397
S1 1.6324 1.6324 1.6393 1.6353
S2 1.6242 1.6242 1.6380
S3 1.6102 1.6184 1.6368
S4 1.5962 1.6044 1.6329
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.6933 1.6858 1.6510
R3 1.6744 1.6669 1.6458
R2 1.6555 1.6555 1.6441
R1 1.6480 1.6480 1.6423 1.6518
PP 1.6366 1.6366 1.6366 1.6384
S1 1.6291 1.6291 1.6389 1.6329
S2 1.6177 1.6177 1.6371
S3 1.5988 1.6102 1.6354
S4 1.5799 1.5913 1.6302
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6440 1.6251 0.0189 1.2% 0.0090 0.5% 82% True False 17
10 1.6440 1.5996 0.0444 2.7% 0.0072 0.4% 92% True False 17
20 1.6440 1.5802 0.0638 3.9% 0.0075 0.5% 95% True False 31
40 1.6440 1.5802 0.0638 3.9% 0.0061 0.4% 95% True False 24
60 1.6440 1.5802 0.0638 3.9% 0.0042 0.3% 95% True False 17
80 1.6702 1.5802 0.0900 5.5% 0.0033 0.2% 67% False False 13
100 1.6702 1.5802 0.0900 5.5% 0.0027 0.2% 67% False False 11
120 1.6702 1.5802 0.0900 5.5% 0.0023 0.1% 67% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.7035
2.618 1.6807
1.618 1.6667
1.000 1.6580
0.618 1.6527
HIGH 1.6440
0.618 1.6387
0.500 1.6370
0.382 1.6353
LOW 1.6300
0.618 1.6213
1.000 1.6160
1.618 1.6073
2.618 1.5933
4.250 1.5705
Fisher Pivots for day following 29-Jul-2011
Pivot 1 day 3 day
R1 1.6394 1.6390
PP 1.6382 1.6374
S1 1.6370 1.6359

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

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