CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 01-Nov-2011
Day Change Summary
Previous Current
31-Oct-2011 01-Nov-2011 Change Change % Previous Week
Open 1.6119 1.6083 -0.0036 -0.2% 1.5933
High 1.6158 1.6090 -0.0068 -0.4% 1.6144
Low 1.5958 1.5883 -0.0075 -0.5% 1.5881
Close 1.6126 1.5955 -0.0171 -1.1% 1.6108
Range 0.0200 0.0207 0.0007 3.5% 0.0263
ATR 0.0154 0.0160 0.0006 4.2% 0.0000
Volume 130,690 125,062 -5,628 -4.3% 475,336
Daily Pivots for day following 01-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.6597 1.6483 1.6069
R3 1.6390 1.6276 1.6012
R2 1.6183 1.6183 1.5993
R1 1.6069 1.6069 1.5974 1.6023
PP 1.5976 1.5976 1.5976 1.5953
S1 1.5862 1.5862 1.5936 1.5816
S2 1.5769 1.5769 1.5917
S3 1.5562 1.5655 1.5898
S4 1.5355 1.5448 1.5841
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 1.6158 1.5881 0.0277 1.7% 0.0166 1.0% 27% False False 110,802
10 1.6158 1.5672 0.0486 3.0% 0.0152 1.0% 58% False False 105,381
20 1.6158 1.5179 0.0979 6.1% 0.0161 1.0% 79% False False 105,984
40 1.6158 1.5179 0.0979 6.1% 0.0153 1.0% 79% False False 95,810
60 1.6586 1.5179 0.1407 8.8% 0.0147 0.9% 55% False False 64,002
80 1.6586 1.5179 0.1407 8.8% 0.0133 0.8% 55% False False 48,010
100 1.6586 1.5179 0.1407 8.8% 0.0119 0.7% 55% False False 38,412
120 1.6586 1.5179 0.1407 8.8% 0.0101 0.6% 55% False False 32,012
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 0.0029
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.6970
2.618 1.6632
1.618 1.6425
1.000 1.6297
0.618 1.6218
HIGH 1.6090
0.618 1.6011
0.500 1.5987
0.382 1.5962
LOW 1.5883
0.618 1.5755
1.000 1.5676
1.618 1.5548
2.618 1.5341
4.250 1.5003
Fisher Pivots for day following 01-Nov-2011
Pivot 1 day 3 day
R1 1.5987 1.6021
PP 1.5976 1.5999
S1 1.5966 1.5977

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

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