CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 27-Oct-2011
Day Change Summary
Previous Current
26-Oct-2011 27-Oct-2011 Change Change % Previous Week
Open 1.5999 1.5956 -0.0043 -0.3% 1.5809
High 1.6033 1.6133 0.0100 0.6% 1.5964
Low 1.5881 1.5945 0.0064 0.4% 1.5621
Close 1.5948 1.6106 0.0158 1.0% 1.5929
Range 0.0152 0.0188 0.0036 23.7% 0.0343
ATR 0.0153 0.0155 0.0003 1.7% 0.0000
Volume 100,485 119,401 18,916 18.8% 518,965
Daily Pivots for day following 27-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.6625 1.6554 1.6209
R3 1.6437 1.6366 1.6158
R2 1.6249 1.6249 1.6140
R1 1.6178 1.6178 1.6123 1.6214
PP 1.6061 1.6061 1.6061 1.6079
S1 1.5990 1.5990 1.6089 1.6026
S2 1.5873 1.5873 1.6072
S3 1.5685 1.5802 1.6054
S4 1.5497 1.5614 1.6003
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 1.6133 1.5745 0.0388 2.4% 0.0150 0.9% 93% True False 99,452
10 1.6133 1.5621 0.0512 3.2% 0.0147 0.9% 95% True False 99,694
20 1.6133 1.5179 0.0954 5.9% 0.0161 1.0% 97% True False 106,811
40 1.6234 1.5179 0.1055 6.6% 0.0153 0.9% 88% False False 87,588
60 1.6586 1.5179 0.1407 8.7% 0.0146 0.9% 66% False False 58,437
80 1.6586 1.5179 0.1407 8.7% 0.0129 0.8% 66% False False 43,834
100 1.6586 1.5179 0.1407 8.7% 0.0114 0.7% 66% False False 35,072
120 1.6586 1.5179 0.1407 8.7% 0.0097 0.6% 66% False False 29,228
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0036
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6932
2.618 1.6625
1.618 1.6437
1.000 1.6321
0.618 1.6249
HIGH 1.6133
0.618 1.6061
0.500 1.6039
0.382 1.6017
LOW 1.5945
0.618 1.5829
1.000 1.5757
1.618 1.5641
2.618 1.5453
4.250 1.5146
Fisher Pivots for day following 27-Oct-2011
Pivot 1 day 3 day
R1 1.6084 1.6073
PP 1.6061 1.6040
S1 1.6039 1.6007

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

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