CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 09-Dec-2011
Day Change Summary
Previous Current
08-Dec-2011 09-Dec-2011 Change Change % Previous Week
Open 1.5706 1.5625 -0.0081 -0.5% 1.5599
High 1.5769 1.5734 -0.0035 -0.2% 1.5769
Low 1.5608 1.5584 -0.0024 -0.2% 1.5560
Close 1.5641 1.5661 0.0020 0.1% 1.5661
Range 0.0161 0.0150 -0.0011 -6.8% 0.0209
ATR 0.0152 0.0152 0.0000 -0.1% 0.0000
Volume 99,142 87,269 -11,873 -12.0% 448,829
Daily Pivots for day following 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.6110 1.6035 1.5744
R3 1.5960 1.5885 1.5702
R2 1.5810 1.5810 1.5689
R1 1.5735 1.5735 1.5675 1.5773
PP 1.5660 1.5660 1.5660 1.5678
S1 1.5585 1.5585 1.5647 1.5623
S2 1.5510 1.5510 1.5634
S3 1.5360 1.5435 1.5620
S4 1.5210 1.5285 1.5579
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.6290 1.6185 1.5776
R3 1.6081 1.5976 1.5718
R2 1.5872 1.5872 1.5699
R1 1.5767 1.5767 1.5680 1.5820
PP 1.5663 1.5663 1.5663 1.5690
S1 1.5558 1.5558 1.5642 1.5611
S2 1.5454 1.5454 1.5623
S3 1.5245 1.5349 1.5604
S4 1.5036 1.5140 1.5546
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5769 1.5560 0.0209 1.3% 0.0138 0.9% 48% False False 89,765
10 1.5780 1.5432 0.0348 2.2% 0.0157 1.0% 66% False False 92,184
20 1.6090 1.5420 0.0670 4.3% 0.0154 1.0% 36% False False 87,061
40 1.6158 1.5420 0.0738 4.7% 0.0150 1.0% 33% False False 93,630
60 1.6158 1.5179 0.0979 6.3% 0.0155 1.0% 49% False False 100,449
80 1.6586 1.5179 0.1407 9.0% 0.0148 0.9% 34% False False 78,169
100 1.6586 1.5179 0.1407 9.0% 0.0142 0.9% 34% False False 62,547
120 1.6586 1.5179 0.1407 9.0% 0.0130 0.8% 34% False False 52,128
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0042
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6372
2.618 1.6127
1.618 1.5977
1.000 1.5884
0.618 1.5827
HIGH 1.5734
0.618 1.5677
0.500 1.5659
0.382 1.5641
LOW 1.5584
0.618 1.5491
1.000 1.5434
1.618 1.5341
2.618 1.5191
4.250 1.4947
Fisher Pivots for day following 09-Dec-2011
Pivot 1 day 3 day
R1 1.5660 1.5677
PP 1.5660 1.5671
S1 1.5659 1.5666

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

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