CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 28-Sep-2011
Day Change Summary
Previous Current
27-Sep-2011 28-Sep-2011 Change Change % Previous Week
Open 1.5544 1.5624 0.0080 0.5% 1.5705
High 1.5693 1.5666 -0.0027 -0.2% 1.5741
Low 1.5511 1.5553 0.0042 0.3% 1.5316
Close 1.5644 1.5589 -0.0055 -0.4% 1.5412
Range 0.0182 0.0113 -0.0069 -37.9% 0.0425
ATR 0.0147 0.0144 -0.0002 -1.6% 0.0000
Volume 123,257 99,267 -23,990 -19.5% 611,893
Daily Pivots for day following 28-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.5942 1.5878 1.5651
R3 1.5829 1.5765 1.5620
R2 1.5716 1.5716 1.5610
R1 1.5652 1.5652 1.5599 1.5628
PP 1.5603 1.5603 1.5603 1.5590
S1 1.5539 1.5539 1.5579 1.5515
S2 1.5490 1.5490 1.5568
S3 1.5377 1.5426 1.5558
S4 1.5264 1.5313 1.5527
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 1.5693 1.5316 0.0377 2.4% 0.0157 1.0% 72% False False 122,499
10 1.5852 1.5316 0.0536 3.4% 0.0149 1.0% 51% False False 112,074
20 1.6316 1.5316 0.1000 6.4% 0.0141 0.9% 27% False False 62,750
40 1.6586 1.5316 0.1270 8.1% 0.0137 0.9% 21% False False 31,434
60 1.6586 1.5316 0.1270 8.1% 0.0116 0.7% 21% False False 20,966
80 1.6586 1.5316 0.1270 8.1% 0.0102 0.7% 21% False False 15,730
100 1.6586 1.5316 0.1270 8.1% 0.0082 0.5% 21% False False 12,585
120 1.6702 1.5316 0.1386 8.9% 0.0070 0.4% 20% False False 10,487
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0030
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.6146
2.618 1.5962
1.618 1.5849
1.000 1.5779
0.618 1.5736
HIGH 1.5666
0.618 1.5623
0.500 1.5610
0.382 1.5596
LOW 1.5553
0.618 1.5483
1.000 1.5440
1.618 1.5370
2.618 1.5257
4.250 1.5073
Fisher Pivots for day following 28-Sep-2011
Pivot 1 day 3 day
R1 1.5610 1.5577
PP 1.5603 1.5565
S1 1.5596 1.5553

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

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