CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 23-Aug-2011
Day Change Summary
Previous Current
22-Aug-2011 23-Aug-2011 Change Change % Previous Week
Open 1.6462 1.6450 -0.0012 -0.1% 1.6265
High 1.6471 1.6550 0.0079 0.5% 1.6586
Low 1.6430 1.6450 0.0020 0.1% 1.6250
Close 1.6465 1.6482 0.0017 0.1% 1.6462
Range 0.0041 0.0100 0.0059 143.9% 0.0336
ATR 0.0120 0.0119 -0.0001 -1.2% 0.0000
Volume 102 27 -75 -73.5% 717
Daily Pivots for day following 23-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.6794 1.6738 1.6537
R3 1.6694 1.6638 1.6510
R2 1.6594 1.6594 1.6500
R1 1.6538 1.6538 1.6491 1.6566
PP 1.6494 1.6494 1.6494 1.6508
S1 1.6438 1.6438 1.6473 1.6466
S2 1.6394 1.6394 1.6464
S3 1.6294 1.6338 1.6455
S4 1.6194 1.6238 1.6427
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.7441 1.7287 1.6647
R3 1.7105 1.6951 1.6554
R2 1.6769 1.6769 1.6524
R1 1.6615 1.6615 1.6493 1.6692
PP 1.6433 1.6433 1.6433 1.6471
S1 1.6279 1.6279 1.6431 1.6356
S2 1.6097 1.6097 1.6400
S3 1.5761 1.5943 1.6370
S4 1.5425 1.5607 1.6277
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6586 1.6327 0.0259 1.6% 0.0125 0.8% 60% False False 123
10 1.6586 1.6095 0.0491 3.0% 0.0127 0.8% 79% False False 116
20 1.6586 1.6095 0.0491 3.0% 0.0127 0.8% 79% False False 82
40 1.6586 1.5802 0.0784 4.8% 0.0099 0.6% 87% False False 57
60 1.6586 1.5802 0.0784 4.8% 0.0079 0.5% 87% False False 42
80 1.6702 1.5802 0.0900 5.5% 0.0059 0.4% 76% False False 33
100 1.6702 1.5802 0.0900 5.5% 0.0049 0.3% 76% False False 26
120 1.6702 1.5802 0.0900 5.5% 0.0041 0.2% 76% False False 22
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6975
2.618 1.6812
1.618 1.6712
1.000 1.6650
0.618 1.6612
HIGH 1.6550
0.618 1.6512
0.500 1.6500
0.382 1.6488
LOW 1.6450
0.618 1.6388
1.000 1.6350
1.618 1.6288
2.618 1.6188
4.250 1.6025
Fisher Pivots for day following 23-Aug-2011
Pivot 1 day 3 day
R1 1.6500 1.6508
PP 1.6494 1.6499
S1 1.6488 1.6491

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

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