CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 24-Aug-2011
Day Change Summary
Previous Current
23-Aug-2011 24-Aug-2011 Change Change % Previous Week
Open 1.6450 1.6475 0.0025 0.2% 1.6265
High 1.6550 1.6475 -0.0075 -0.5% 1.6586
Low 1.6450 1.6358 -0.0092 -0.6% 1.6250
Close 1.6482 1.6351 -0.0131 -0.8% 1.6462
Range 0.0100 0.0117 0.0017 17.0% 0.0336
ATR 0.0119 0.0119 0.0000 0.3% 0.0000
Volume 27 99 72 266.7% 717
Daily Pivots for day following 24-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.6746 1.6665 1.6415
R3 1.6629 1.6548 1.6383
R2 1.6512 1.6512 1.6372
R1 1.6431 1.6431 1.6362 1.6413
PP 1.6395 1.6395 1.6395 1.6386
S1 1.6314 1.6314 1.6340 1.6296
S2 1.6278 1.6278 1.6330
S3 1.6161 1.6197 1.6319
S4 1.6044 1.6080 1.6287
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 1.6358 0.0228 1.4% 0.0102 0.6% -3% False True 129
10 1.6586 1.6095 0.0491 3.0% 0.0121 0.7% 52% False False 109
20 1.6586 1.6095 0.0491 3.0% 0.0127 0.8% 52% False False 87
40 1.6586 1.5802 0.0784 4.8% 0.0099 0.6% 70% False False 59
60 1.6586 1.5802 0.0784 4.8% 0.0081 0.5% 70% False False 44
80 1.6586 1.5802 0.0784 4.8% 0.0061 0.4% 70% False False 34
100 1.6702 1.5802 0.0900 5.5% 0.0050 0.3% 61% False False 27
120 1.6702 1.5802 0.0900 5.5% 0.0042 0.3% 61% False False 23
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 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6972
2.618 1.6781
1.618 1.6664
1.000 1.6592
0.618 1.6547
HIGH 1.6475
0.618 1.6430
0.500 1.6417
0.382 1.6403
LOW 1.6358
0.618 1.6286
1.000 1.6241
1.618 1.6169
2.618 1.6052
4.250 1.5861
Fisher Pivots for day following 24-Aug-2011
Pivot 1 day 3 day
R1 1.6417 1.6454
PP 1.6395 1.6420
S1 1.6373 1.6385

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

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