CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 07-Oct-2011
Day Change Summary
Previous Current
06-Oct-2011 07-Oct-2011 Change Change % Previous Week
Open 1.5452 1.5429 -0.0023 -0.1% 1.5542
High 1.5493 1.5636 0.0143 0.9% 1.5636
Low 1.5179 1.5414 0.0235 1.5% 1.5179
Close 1.5422 1.5544 0.0122 0.8% 1.5544
Range 0.0314 0.0222 -0.0092 -29.3% 0.0457
ATR 0.0160 0.0164 0.0004 2.8% 0.0000
Volume 168,650 134,119 -34,531 -20.5% 647,433
Daily Pivots for day following 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.6197 1.6093 1.5666
R3 1.5975 1.5871 1.5605
R2 1.5753 1.5753 1.5585
R1 1.5649 1.5649 1.5564 1.5701
PP 1.5531 1.5531 1.5531 1.5558
S1 1.5427 1.5427 1.5524 1.5479
S2 1.5309 1.5309 1.5503
S3 1.5087 1.5205 1.5483
S4 1.4865 1.4983 1.5422
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.6824 1.6641 1.5795
R3 1.6367 1.6184 1.5670
R2 1.5910 1.5910 1.5628
R1 1.5727 1.5727 1.5586 1.5819
PP 1.5453 1.5453 1.5453 1.5499
S1 1.5270 1.5270 1.5502 1.5362
S2 1.4996 1.4996 1.5460
S3 1.4539 1.4813 1.5418
S4 1.4082 1.4356 1.5293
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5636 1.5179 0.0457 2.9% 0.0196 1.3% 80% True False 129,486
10 1.5706 1.5179 0.0527 3.4% 0.0173 1.1% 69% False False 121,039
20 1.5872 1.5179 0.0693 4.5% 0.0155 1.0% 53% False False 105,053
40 1.6586 1.5179 0.1407 9.1% 0.0144 0.9% 26% False False 53,313
60 1.6586 1.5179 0.1407 9.1% 0.0129 0.8% 26% False False 35,557
80 1.6586 1.5179 0.1407 9.1% 0.0113 0.7% 26% False False 26,675
100 1.6586 1.5179 0.1407 9.1% 0.0095 0.6% 26% False False 21,342
120 1.6702 1.5179 0.1523 9.8% 0.0080 0.5% 24% False False 17,785
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 0.0041
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6580
2.618 1.6217
1.618 1.5995
1.000 1.5858
0.618 1.5773
HIGH 1.5636
0.618 1.5551
0.500 1.5525
0.382 1.5499
LOW 1.5414
0.618 1.5277
1.000 1.5192
1.618 1.5055
2.618 1.4833
4.250 1.4471
Fisher Pivots for day following 07-Oct-2011
Pivot 1 day 3 day
R1 1.5538 1.5499
PP 1.5531 1.5453
S1 1.5525 1.5408

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.