CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 08-Nov-2011
Day Change Summary
Previous Current
07-Nov-2011 08-Nov-2011 Change Change % Previous Week
Open 1.6051 1.6047 -0.0004 0.0% 1.6119
High 1.6073 1.6124 0.0051 0.3% 1.6158
Low 1.5972 1.6029 0.0057 0.4% 1.5867
Close 1.6050 1.6113 0.0063 0.4% 1.6032
Range 0.0101 0.0095 -0.0006 -5.9% 0.0291
ATR 0.0153 0.0149 -0.0004 -2.7% 0.0000
Volume 72,690 69,379 -3,311 -4.6% 567,794
Daily Pivots for day following 08-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.6374 1.6338 1.6165
R3 1.6279 1.6243 1.6139
R2 1.6184 1.6184 1.6130
R1 1.6148 1.6148 1.6122 1.6166
PP 1.6089 1.6089 1.6089 1.6098
S1 1.6053 1.6053 1.6104 1.6071
S2 1.5994 1.5994 1.6096
S3 1.5899 1.5958 1.6087
S4 1.5804 1.5863 1.6061
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.6892 1.6753 1.6192
R3 1.6601 1.6462 1.6112
R2 1.6310 1.6310 1.6085
R1 1.6171 1.6171 1.6059 1.6095
PP 1.6019 1.6019 1.6019 1.5981
S1 1.5880 1.5880 1.6005 1.5804
S2 1.5728 1.5728 1.5979
S3 1.5437 1.5589 1.5952
S4 1.5146 1.5298 1.5872
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6124 1.5867 0.0257 1.6% 0.0128 0.8% 96% True False 90,822
10 1.6158 1.5867 0.0291 1.8% 0.0147 0.9% 85% False False 100,812
20 1.6158 1.5532 0.0626 3.9% 0.0149 0.9% 93% False False 100,167
40 1.6158 1.5179 0.0979 6.1% 0.0153 0.9% 95% False False 105,474
60 1.6586 1.5179 0.1407 8.7% 0.0146 0.9% 66% False False 71,562
80 1.6586 1.5179 0.1407 8.7% 0.0136 0.8% 66% False False 53,684
100 1.6586 1.5179 0.1407 8.7% 0.0122 0.8% 66% False False 42,953
120 1.6586 1.5179 0.1407 8.7% 0.0106 0.7% 66% False False 35,796
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 0.0030
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.6528
2.618 1.6373
1.618 1.6278
1.000 1.6219
0.618 1.6183
HIGH 1.6124
0.618 1.6088
0.500 1.6077
0.382 1.6065
LOW 1.6029
0.618 1.5970
1.000 1.5934
1.618 1.5875
2.618 1.5780
4.250 1.5625
Fisher Pivots for day following 08-Nov-2011
Pivot 1 day 3 day
R1 1.6101 1.6086
PP 1.6089 1.6058
S1 1.6077 1.6031

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

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