CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 26-Aug-2011
Day Change Summary
Previous Current
25-Aug-2011 26-Aug-2011 Change Change % Previous Week
Open 1.6353 1.6299 -0.0054 -0.3% 1.6462
High 1.6374 1.6341 -0.0033 -0.2% 1.6550
Low 1.6244 1.6190 -0.0054 -0.3% 1.6190
Close 1.6265 1.6316 0.0051 0.3% 1.6316
Range 0.0130 0.0151 0.0021 16.2% 0.0360
ATR 0.0120 0.0122 0.0002 1.9% 0.0000
Volume 81 266 185 228.4% 575
Daily Pivots for day following 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.6735 1.6677 1.6399
R3 1.6584 1.6526 1.6358
R2 1.6433 1.6433 1.6344
R1 1.6375 1.6375 1.6330 1.6404
PP 1.6282 1.6282 1.6282 1.6297
S1 1.6224 1.6224 1.6302 1.6253
S2 1.6131 1.6131 1.6288
S3 1.5980 1.6073 1.6274
S4 1.5829 1.5922 1.6233
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.7432 1.7234 1.6514
R3 1.7072 1.6874 1.6415
R2 1.6712 1.6712 1.6382
R1 1.6514 1.6514 1.6349 1.6433
PP 1.6352 1.6352 1.6352 1.6312
S1 1.6154 1.6154 1.6283 1.6073
S2 1.5992 1.5992 1.6250
S3 1.5632 1.5794 1.6217
S4 1.5272 1.5434 1.6118
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6550 1.6190 0.0360 2.2% 0.0108 0.7% 35% False True 115
10 1.6586 1.6190 0.0396 2.4% 0.0129 0.8% 32% False True 129
20 1.6586 1.6095 0.0491 3.0% 0.0131 0.8% 45% False False 101
40 1.6586 1.5802 0.0784 4.8% 0.0103 0.6% 66% False False 66
60 1.6586 1.5802 0.0784 4.8% 0.0084 0.5% 66% False False 50
80 1.6586 1.5802 0.0784 4.8% 0.0064 0.4% 66% False False 38
100 1.6702 1.5802 0.0900 5.5% 0.0053 0.3% 57% False False 31
120 1.6702 1.5802 0.0900 5.5% 0.0044 0.3% 57% False False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.6983
2.618 1.6736
1.618 1.6585
1.000 1.6492
0.618 1.6434
HIGH 1.6341
0.618 1.6283
0.500 1.6266
0.382 1.6248
LOW 1.6190
0.618 1.6097
1.000 1.6039
1.618 1.5946
2.618 1.5795
4.250 1.5548
Fisher Pivots for day following 26-Aug-2011
Pivot 1 day 3 day
R1 1.6299 1.6333
PP 1.6282 1.6327
S1 1.6266 1.6322

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

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