CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 12-Sep-2011
Day Change Summary
Previous Current
09-Sep-2011 12-Sep-2011 Change Change % Previous Week
Open 1.5956 1.5810 -0.0146 -0.9% 1.6148
High 1.5972 1.5872 -0.0100 -0.6% 1.6189
Low 1.5828 1.5759 -0.0069 -0.4% 1.5828
Close 1.5848 1.5799 -0.0049 -0.3% 1.5848
Range 0.0144 0.0113 -0.0031 -21.5% 0.0361
ATR 0.0132 0.0131 -0.0001 -1.0% 0.0000
Volume 13,045 16,390 3,345 25.6% 28,367
Daily Pivots for day following 12-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.6149 1.6087 1.5861
R3 1.6036 1.5974 1.5830
R2 1.5923 1.5923 1.5820
R1 1.5861 1.5861 1.5809 1.5836
PP 1.5810 1.5810 1.5810 1.5797
S1 1.5748 1.5748 1.5789 1.5723
S2 1.5697 1.5697 1.5778
S3 1.5584 1.5635 1.5768
S4 1.5471 1.5522 1.5737
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.7038 1.6804 1.6047
R3 1.6677 1.6443 1.5947
R2 1.6316 1.6316 1.5914
R1 1.6082 1.6082 1.5881 1.6019
PP 1.5955 1.5955 1.5955 1.5923
S1 1.5721 1.5721 1.5815 1.5658
S2 1.5594 1.5594 1.5782
S3 1.5233 1.5360 1.5749
S4 1.4872 1.4999 1.5649
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6189 1.5759 0.0430 2.7% 0.0164 1.0% 9% False True 8,951
10 1.6430 1.5759 0.0671 4.2% 0.0137 0.9% 6% False True 4,650
20 1.6586 1.5759 0.0827 5.2% 0.0133 0.8% 5% False True 2,390
40 1.6586 1.5759 0.0827 5.2% 0.0118 0.7% 5% False True 1,218
60 1.6586 1.5759 0.0827 5.2% 0.0100 0.6% 5% False True 822
80 1.6586 1.5759 0.0827 5.2% 0.0081 0.5% 5% False True 619
100 1.6702 1.5759 0.0943 6.0% 0.0067 0.4% 4% False True 496
120 1.6702 1.5759 0.0943 6.0% 0.0056 0.4% 4% False True 413
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0027
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6352
2.618 1.6168
1.618 1.6055
1.000 1.5985
0.618 1.5942
HIGH 1.5872
0.618 1.5829
0.500 1.5816
0.382 1.5802
LOW 1.5759
0.618 1.5689
1.000 1.5646
1.618 1.5576
2.618 1.5463
4.250 1.5279
Fisher Pivots for day following 12-Sep-2011
Pivot 1 day 3 day
R1 1.5816 1.5913
PP 1.5810 1.5875
S1 1.5805 1.5837

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

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