CME British Pound Future December 2011

Trading Metrics calculated at close of trading on 06-Sep-2011

Day Change Summary
	Previous	Current
	02-Sep-2011	06-Sep-2011	Change	Change %	Previous Week
Open	1.6164	1.6148	-0.0016	-0.1%	1.6332
High	1.6234	1.6189	-0.0045	-0.3%	1.6430
Low	1.6158	1.5906	-0.0252	-1.6%	1.6113
Close	1.6189	1.5919	-0.0270	-1.7%	1.6189
Range	0.0076	0.0283	0.0207	272.4%	0.0317
ATR	0.0118	0.0130	0.0012	10.0%	0.0000
Volume	465	4,243	3,778	812.5%	1,752

Daily Pivots for day following 06-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6854	1.6669	1.6075
R3	1.6571	1.6386	1.5997
R2	1.6288	1.6288	1.5971
R1	1.6103	1.6103	1.5945	1.6054
PP	1.6005	1.6005	1.6005	1.5980
S1	1.5820	1.5820	1.5893	1.5771
S2	1.5722	1.5722	1.5867
S3	1.5439	1.5537	1.5841
S4	1.5156	1.5254	1.5763

Weekly Pivots for week ending 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.7195	1.7009	1.6363
R3	1.6878	1.6692	1.6276
R2	1.6561	1.6561	1.6247
R1	1.6375	1.6375	1.6218	1.6310
PP	1.6244	1.6244	1.6244	1.6211
S1	1.6058	1.6058	1.6160	1.5993
S2	1.5927	1.5927	1.6131
S3	1.5610	1.5741	1.6102
S4	1.5293	1.5424	1.6015

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6398	1.5906	0.0492	3.1%	0.0144	0.9%	3%	False	True	1,157
10	1.6550	1.5906	0.0644	4.0%	0.0133	0.8%	2%	False	True	646
20	1.6586	1.5906	0.0680	4.3%	0.0134	0.8%	2%	False	True	385
40	1.6586	1.5802	0.0784	4.9%	0.0114	0.7%	15%	False	False	210
60	1.6586	1.5802	0.0784	4.9%	0.0096	0.6%	15%	False	False	147
80	1.6586	1.5802	0.0784	4.9%	0.0074	0.5%	15%	False	False	113
100	1.6702	1.5802	0.0900	5.7%	0.0061	0.4%	13%	False	False	91
120	1.6702	1.5802	0.0900	5.7%	0.0051	0.3%	13%	False	False	76

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	0.0016
Widest range in 157 trading days

Fibonacci Retracements and Extensions
4.250	1.7392
2.618	1.6930
1.618	1.6647
1.000	1.6472
0.618	1.6364
HIGH	1.6189
0.618	1.6081
0.500	1.6048
0.382	1.6014
LOW	1.5906
0.618	1.5731
1.000	1.5623
1.618	1.5448
2.618	1.5165
4.250	1.4703

Fisher Pivots for day following 06-Sep-2011
Pivot	1 day	3 day
R1	1.6048	1.6070
PP	1.6005	1.6020
S1	1.5962	1.5969

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols