CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 02-Dec-2011
Day Change Summary
Previous Current
01-Dec-2011 02-Dec-2011 Change Change % Previous Week
Open 1.5697 1.5687 -0.0010 -0.1% 1.5489
High 1.5753 1.5727 -0.0026 -0.2% 1.5780
Low 1.5634 1.5574 -0.0060 -0.4% 1.5432
Close 1.5683 1.5593 -0.0090 -0.6% 1.5593
Range 0.0119 0.0153 0.0034 28.6% 0.0348
ATR 0.0158 0.0158 0.0000 -0.2% 0.0000
Volume 97,599 78,386 -19,213 -19.7% 473,013
Daily Pivots for day following 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.6090 1.5995 1.5677
R3 1.5937 1.5842 1.5635
R2 1.5784 1.5784 1.5621
R1 1.5689 1.5689 1.5607 1.5660
PP 1.5631 1.5631 1.5631 1.5617
S1 1.5536 1.5536 1.5579 1.5507
S2 1.5478 1.5478 1.5565
S3 1.5325 1.5383 1.5551
S4 1.5172 1.5230 1.5509
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.6646 1.6467 1.5784
R3 1.6298 1.6119 1.5689
R2 1.5950 1.5950 1.5657
R1 1.5771 1.5771 1.5625 1.5861
PP 1.5602 1.5602 1.5602 1.5646
S1 1.5423 1.5423 1.5561 1.5513
S2 1.5254 1.5254 1.5529
S3 1.4906 1.5075 1.5497
S4 1.4558 1.4727 1.5402
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5780 1.5432 0.0348 2.2% 0.0176 1.1% 46% False False 94,602
10 1.5885 1.5420 0.0465 3.0% 0.0163 1.0% 37% False False 87,533
20 1.6124 1.5420 0.0704 4.5% 0.0152 1.0% 25% False False 86,921
40 1.6158 1.5414 0.0744 4.8% 0.0154 1.0% 24% False False 95,167
60 1.6158 1.5179 0.0979 6.3% 0.0153 1.0% 42% False False 96,444
80 1.6586 1.5179 0.1407 9.0% 0.0148 0.9% 29% False False 72,565
100 1.6586 1.5179 0.1407 9.0% 0.0137 0.9% 29% False False 58,060
120 1.6586 1.5179 0.1407 9.0% 0.0127 0.8% 29% False False 48,388
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6377
2.618 1.6128
1.618 1.5975
1.000 1.5880
0.618 1.5822
HIGH 1.5727
0.618 1.5669
0.500 1.5651
0.382 1.5632
LOW 1.5574
0.618 1.5479
1.000 1.5421
1.618 1.5326
2.618 1.5173
4.250 1.4924
Fisher Pivots for day following 02-Dec-2011
Pivot 1 day 3 day
R1 1.5651 1.5652
PP 1.5631 1.5632
S1 1.5612 1.5613

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

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