CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 18-Nov-2011
Day Change Summary
Previous Current
17-Nov-2011 18-Nov-2011 Change Change % Previous Week
Open 1.5723 1.5758 0.0035 0.2% 1.6063
High 1.5810 1.5885 0.0075 0.5% 1.6090
Low 1.5686 1.5733 0.0047 0.3% 1.5686
Close 1.5751 1.5780 0.0029 0.2% 1.5780
Range 0.0124 0.0152 0.0028 22.6% 0.0404
ATR 0.0152 0.0152 0.0000 0.0% 0.0000
Volume 88,856 76,919 -11,937 -13.4% 416,718
Daily Pivots for day following 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.6255 1.6170 1.5864
R3 1.6103 1.6018 1.5822
R2 1.5951 1.5951 1.5808
R1 1.5866 1.5866 1.5794 1.5909
PP 1.5799 1.5799 1.5799 1.5821
S1 1.5714 1.5714 1.5766 1.5757
S2 1.5647 1.5647 1.5752
S3 1.5495 1.5562 1.5738
S4 1.5343 1.5410 1.5696
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.7064 1.6826 1.6002
R3 1.6660 1.6422 1.5891
R2 1.6256 1.6256 1.5854
R1 1.6018 1.6018 1.5817 1.5935
PP 1.5852 1.5852 1.5852 1.5811
S1 1.5614 1.5614 1.5743 1.5531
S2 1.5448 1.5448 1.5706
S3 1.5044 1.5210 1.5669
S4 1.4640 1.4806 1.5558
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6090 1.5686 0.0404 2.6% 0.0145 0.9% 23% False False 83,343
10 1.6124 1.5686 0.0438 2.8% 0.0145 0.9% 21% False False 85,488
20 1.6158 1.5686 0.0472 3.0% 0.0146 0.9% 20% False False 94,900
40 1.6158 1.5179 0.0979 6.2% 0.0155 1.0% 61% False False 102,113
60 1.6430 1.5179 0.1251 7.9% 0.0150 1.0% 48% False False 83,426
80 1.6586 1.5179 0.1407 8.9% 0.0145 0.9% 43% False False 62,592
100 1.6586 1.5179 0.1407 8.9% 0.0131 0.8% 43% False False 50,080
120 1.6586 1.5179 0.1407 8.9% 0.0116 0.7% 43% False False 41,736
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 0.0028
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6531
2.618 1.6283
1.618 1.6131
1.000 1.6037
0.618 1.5979
HIGH 1.5885
0.618 1.5827
0.500 1.5809
0.382 1.5791
LOW 1.5733
0.618 1.5639
1.000 1.5581
1.618 1.5487
2.618 1.5335
4.250 1.5087
Fisher Pivots for day following 18-Nov-2011
Pivot 1 day 3 day
R1 1.5809 1.5786
PP 1.5799 1.5784
S1 1.5790 1.5782

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

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