CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 21-Oct-2011
Day Change Summary
Previous Current
20-Oct-2011 21-Oct-2011 Change Change % Previous Week
Open 1.5760 1.5782 0.0022 0.1% 1.5809
High 1.5797 1.5964 0.0167 1.1% 1.5964
Low 1.5672 1.5745 0.0073 0.5% 1.5621
Close 1.5777 1.5929 0.0152 1.0% 1.5929
Range 0.0125 0.0219 0.0094 75.2% 0.0343
ATR 0.0158 0.0162 0.0004 2.8% 0.0000
Volume 119,213 100,298 -18,915 -15.9% 518,965
Daily Pivots for day following 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.6536 1.6452 1.6049
R3 1.6317 1.6233 1.5989
R2 1.6098 1.6098 1.5969
R1 1.6014 1.6014 1.5949 1.6056
PP 1.5879 1.5879 1.5879 1.5901
S1 1.5795 1.5795 1.5909 1.5837
S2 1.5660 1.5660 1.5889
S3 1.5441 1.5576 1.5869
S4 1.5222 1.5357 1.5809
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.6867 1.6741 1.6118
R3 1.6524 1.6398 1.6023
R2 1.6181 1.6181 1.5992
R1 1.6055 1.6055 1.5960 1.6118
PP 1.5838 1.5838 1.5838 1.5870
S1 1.5712 1.5712 1.5898 1.5775
S2 1.5495 1.5495 1.5866
S3 1.5152 1.5369 1.5835
S4 1.4809 1.5026 1.5740
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5964 1.5621 0.0343 2.2% 0.0162 1.0% 90% True False 103,793
10 1.5964 1.5517 0.0447 2.8% 0.0157 1.0% 92% True False 97,614
20 1.5964 1.5179 0.0785 4.9% 0.0165 1.0% 96% True False 109,326
40 1.6430 1.5179 0.1251 7.9% 0.0152 1.0% 60% False False 77,690
60 1.6586 1.5179 0.1407 8.8% 0.0145 0.9% 53% False False 51,823
80 1.6586 1.5179 0.1407 8.8% 0.0127 0.8% 53% False False 38,875
100 1.6586 1.5179 0.1407 8.8% 0.0111 0.7% 53% False False 31,103
120 1.6586 1.5179 0.1407 8.8% 0.0092 0.6% 53% False False 25,920
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 0.0036
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.6895
2.618 1.6537
1.618 1.6318
1.000 1.6183
0.618 1.6099
HIGH 1.5964
0.618 1.5880
0.500 1.5855
0.382 1.5829
LOW 1.5745
0.618 1.5610
1.000 1.5526
1.618 1.5391
2.618 1.5172
4.250 1.4814
Fisher Pivots for day following 21-Oct-2011
Pivot 1 day 3 day
R1 1.5904 1.5892
PP 1.5879 1.5855
S1 1.5855 1.5818

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

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