CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 21-Sep-2011
Day Change Summary
Previous Current
20-Sep-2011 21-Sep-2011 Change Change % Previous Week
Open 1.5688 1.5726 0.0038 0.2% 1.5810
High 1.5735 1.5730 -0.0005 0.0% 1.5872
Low 1.5641 1.5474 -0.0167 -1.1% 1.5692
Close 1.5716 1.5566 -0.0150 -1.0% 1.5774
Range 0.0094 0.0256 0.0162 172.3% 0.0180
ATR 0.0126 0.0135 0.0009 7.4% 0.0000
Volume 92,161 148,087 55,926 60.7% 278,790
Daily Pivots for day following 21-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.6358 1.6218 1.5707
R3 1.6102 1.5962 1.5636
R2 1.5846 1.5846 1.5613
R1 1.5706 1.5706 1.5589 1.5648
PP 1.5590 1.5590 1.5590 1.5561
S1 1.5450 1.5450 1.5543 1.5392
S2 1.5334 1.5334 1.5519
S3 1.5078 1.5194 1.5496
S4 1.4822 1.4938 1.5425
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.6319 1.6227 1.5873
R3 1.6139 1.6047 1.5824
R2 1.5959 1.5959 1.5807
R1 1.5867 1.5867 1.5791 1.5823
PP 1.5779 1.5779 1.5779 1.5758
S1 1.5687 1.5687 1.5758 1.5643
S2 1.5599 1.5599 1.5741
S3 1.5419 1.5507 1.5725
S4 1.5239 1.5327 1.5675
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5852 1.5474 0.0378 2.4% 0.0141 0.9% 24% False True 101,650
10 1.6067 1.5474 0.0593 3.8% 0.0135 0.9% 16% False True 63,388
20 1.6475 1.5474 0.1001 6.4% 0.0135 0.9% 9% False True 32,169
40 1.6586 1.5474 0.1112 7.1% 0.0131 0.8% 8% False True 16,125
60 1.6586 1.5474 0.1112 7.1% 0.0111 0.7% 8% False True 10,761
80 1.6586 1.5474 0.1112 7.1% 0.0093 0.6% 8% False True 8,074
100 1.6702 1.5474 0.1228 7.9% 0.0074 0.5% 7% False True 6,460
120 1.6702 1.5474 0.1228 7.9% 0.0063 0.4% 7% False True 5,383
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 0.0035
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.6818
2.618 1.6400
1.618 1.6144
1.000 1.5986
0.618 1.5888
HIGH 1.5730
0.618 1.5632
0.500 1.5602
0.382 1.5572
LOW 1.5474
0.618 1.5316
1.000 1.5218
1.618 1.5060
2.618 1.4804
4.250 1.4386
Fisher Pivots for day following 21-Sep-2011
Pivot 1 day 3 day
R1 1.5602 1.5608
PP 1.5590 1.5594
S1 1.5578 1.5580

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

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