CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 26-Sep-2011
Day Change Summary
Previous Current
23-Sep-2011 26-Sep-2011 Change Change % Previous Week
Open 1.5330 1.5463 0.0133 0.9% 1.5705
High 1.5481 1.5558 0.0077 0.5% 1.5741
Low 1.5328 1.5412 0.0084 0.5% 1.5316
Close 1.5412 1.5511 0.0099 0.6% 1.5412
Range 0.0153 0.0146 -0.0007 -4.6% 0.0425
ATR 0.0144 0.0144 0.0000 0.1% 0.0000
Volume 125,132 112,109 -13,023 -10.4% 611,893
Daily Pivots for day following 26-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.5932 1.5867 1.5591
R3 1.5786 1.5721 1.5551
R2 1.5640 1.5640 1.5538
R1 1.5575 1.5575 1.5524 1.5608
PP 1.5494 1.5494 1.5494 1.5510
S1 1.5429 1.5429 1.5498 1.5462
S2 1.5348 1.5348 1.5484
S3 1.5202 1.5283 1.5471
S4 1.5056 1.5137 1.5431
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.6765 1.6513 1.5646
R3 1.6340 1.6088 1.5529
R2 1.5915 1.5915 1.5490
R1 1.5663 1.5663 1.5451 1.5577
PP 1.5490 1.5490 1.5490 1.5446
S1 1.5238 1.5238 1.5373 1.5152
S2 1.5065 1.5065 1.5334
S3 1.4640 1.4813 1.5295
S4 1.4215 1.4388 1.5178
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5735 1.5316 0.0419 2.7% 0.0168 1.1% 47% False False 126,044
10 1.5857 1.5316 0.0541 3.5% 0.0141 0.9% 36% False False 98,640
20 1.6430 1.5316 0.1114 7.2% 0.0139 0.9% 18% False False 51,645
40 1.6586 1.5316 0.1270 8.2% 0.0135 0.9% 15% False False 25,873
60 1.6586 1.5316 0.1270 8.2% 0.0115 0.7% 15% False False 17,259
80 1.6586 1.5316 0.1270 8.2% 0.0098 0.6% 15% False False 12,948
100 1.6586 1.5316 0.1270 8.2% 0.0079 0.5% 15% False False 10,360
120 1.6702 1.5316 0.1386 8.9% 0.0067 0.4% 14% False False 8,633
Crabel Price Patterns
NR True
NR4 True
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 0.0028
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6179
2.618 1.5940
1.618 1.5794
1.000 1.5704
0.618 1.5648
HIGH 1.5558
0.618 1.5502
0.500 1.5485
0.382 1.5468
LOW 1.5412
0.618 1.5322
1.000 1.5266
1.618 1.5176
2.618 1.5030
4.250 1.4792
Fisher Pivots for day following 26-Sep-2011
Pivot 1 day 3 day
R1 1.5502 1.5486
PP 1.5494 1.5462
S1 1.5485 1.5437

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

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