CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 16-Nov-2011
Day Change Summary
Previous Current
15-Nov-2011 16-Nov-2011 Change Change % Previous Week
Open 1.5895 1.5810 -0.0085 -0.5% 1.6051
High 1.5927 1.5817 -0.0110 -0.7% 1.6124
Low 1.5793 1.5716 -0.0077 -0.5% 1.5863
Close 1.5827 1.5769 -0.0058 -0.4% 1.6056
Range 0.0134 0.0101 -0.0033 -24.6% 0.0261
ATR 0.0157 0.0154 -0.0003 -2.1% 0.0000
Volume 80,630 94,511 13,881 17.2% 438,164
Daily Pivots for day following 16-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.6070 1.6021 1.5825
R3 1.5969 1.5920 1.5797
R2 1.5868 1.5868 1.5788
R1 1.5819 1.5819 1.5778 1.5793
PP 1.5767 1.5767 1.5767 1.5755
S1 1.5718 1.5718 1.5760 1.5692
S2 1.5666 1.5666 1.5750
S3 1.5565 1.5617 1.5741
S4 1.5464 1.5516 1.5713
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.6797 1.6688 1.6200
R3 1.6536 1.6427 1.6128
R2 1.6275 1.6275 1.6104
R1 1.6166 1.6166 1.6080 1.6221
PP 1.6014 1.6014 1.6014 1.6042
S1 1.5905 1.5905 1.6032 1.5960
S2 1.5753 1.5753 1.6008
S3 1.5492 1.5644 1.5984
S4 1.5231 1.5383 1.5912
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6090 1.5716 0.0374 2.4% 0.0153 1.0% 14% False True 88,075
10 1.6124 1.5716 0.0408 2.6% 0.0148 0.9% 13% False True 90,427
20 1.6158 1.5672 0.0486 3.1% 0.0149 0.9% 20% False False 97,587
40 1.6158 1.5179 0.0979 6.2% 0.0157 1.0% 60% False False 104,916
60 1.6475 1.5179 0.1296 8.2% 0.0150 0.9% 46% False False 80,667
80 1.6586 1.5179 0.1407 8.9% 0.0144 0.9% 42% False False 60,520
100 1.6586 1.5179 0.1407 8.9% 0.0129 0.8% 42% False False 48,423
120 1.6586 1.5179 0.1407 8.9% 0.0114 0.7% 42% False False 40,354
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0031
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.6246
2.618 1.6081
1.618 1.5980
1.000 1.5918
0.618 1.5879
HIGH 1.5817
0.618 1.5778
0.500 1.5767
0.382 1.5755
LOW 1.5716
0.618 1.5654
1.000 1.5615
1.618 1.5553
2.618 1.5452
4.250 1.5287
Fisher Pivots for day following 16-Nov-2011
Pivot 1 day 3 day
R1 1.5768 1.5903
PP 1.5767 1.5858
S1 1.5767 1.5814

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

View Archives - Comment on this page... - Back to Index of Symbols