CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 28-Oct-2011
Day Change Summary
Previous Current
27-Oct-2011 28-Oct-2011 Change Change % Previous Week
Open 1.5956 1.6097 0.0141 0.9% 1.5933
High 1.6133 1.6144 0.0011 0.1% 1.6144
Low 1.5945 1.6062 0.0117 0.7% 1.5881
Close 1.6106 1.6108 0.0002 0.0% 1.6108
Range 0.0188 0.0082 -0.0106 -56.4% 0.0263
ATR 0.0155 0.0150 -0.0005 -3.4% 0.0000
Volume 119,401 78,372 -41,029 -34.4% 475,336
Daily Pivots for day following 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.6351 1.6311 1.6153
R3 1.6269 1.6229 1.6131
R2 1.6187 1.6187 1.6123
R1 1.6147 1.6147 1.6116 1.6167
PP 1.6105 1.6105 1.6105 1.6115
S1 1.6065 1.6065 1.6100 1.6085
S2 1.6023 1.6023 1.6093
S3 1.5941 1.5983 1.6085
S4 1.5859 1.5901 1.6063
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.6833 1.6734 1.6253
R3 1.6570 1.6471 1.6180
R2 1.6307 1.6307 1.6156
R1 1.6208 1.6208 1.6132 1.6258
PP 1.6044 1.6044 1.6044 1.6069
S1 1.5945 1.5945 1.6084 1.5995
S2 1.5781 1.5781 1.6060
S3 1.5518 1.5682 1.6036
S4 1.5255 1.5419 1.5963
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6144 1.5881 0.0263 1.6% 0.0123 0.8% 86% True False 95,067
10 1.6144 1.5621 0.0523 3.2% 0.0142 0.9% 93% True False 99,430
20 1.6144 1.5179 0.0965 6.0% 0.0158 1.0% 96% True False 104,945
40 1.6234 1.5179 0.1055 6.5% 0.0152 0.9% 88% False False 89,534
60 1.6586 1.5179 0.1407 8.7% 0.0145 0.9% 66% False False 59,742
80 1.6586 1.5179 0.1407 8.7% 0.0130 0.8% 66% False False 44,814
100 1.6586 1.5179 0.1407 8.7% 0.0115 0.7% 66% False False 35,856
120 1.6586 1.5179 0.1407 8.7% 0.0097 0.6% 66% False False 29,881
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0036
Narrowest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 1.6493
2.618 1.6359
1.618 1.6277
1.000 1.6226
0.618 1.6195
HIGH 1.6144
0.618 1.6113
0.500 1.6103
0.382 1.6093
LOW 1.6062
0.618 1.6011
1.000 1.5980
1.618 1.5929
2.618 1.5847
4.250 1.5714
Fisher Pivots for day following 28-Oct-2011
Pivot 1 day 3 day
R1 1.6106 1.6076
PP 1.6105 1.6044
S1 1.6103 1.6013

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

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