CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 01-Jun-2011
Day Change Summary
Previous Current
31-May-2011 01-Jun-2011 Change Change % Previous Week
Open 1.6380 1.6289 -0.0091 -0.6% 1.6087
High 1.6380 1.6289 -0.0091 -0.6% 1.6419
Low 1.6380 1.6289 -0.0091 -0.6% 1.6087
Close 1.6380 1.6289 -0.0091 -0.6% 1.6419
Range
ATR 0.0063 0.0065 0.0002 3.3% 0.0000
Volume 1 1 0 0.0% 6
Daily Pivots for day following 01-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.6289 1.6289 1.6289
R3 1.6289 1.6289 1.6289
R2 1.6289 1.6289 1.6289
R1 1.6289 1.6289 1.6289 1.6289
PP 1.6289 1.6289 1.6289 1.6289
S1 1.6289 1.6289 1.6289 1.6289
S2 1.6289 1.6289 1.6289
S3 1.6289 1.6289 1.6289
S4 1.6289 1.6289 1.6289
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 1.7304 1.7194 1.6602
R3 1.6972 1.6862 1.6510
R2 1.6640 1.6640 1.6480
R1 1.6530 1.6530 1.6449 1.6585
PP 1.6308 1.6308 1.6308 1.6336
S1 1.6198 1.6198 1.6389 1.6253
S2 1.5976 1.5976 1.6358
S3 1.5644 1.5866 1.6328
S4 1.5312 1.5534 1.6236
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6419 1.6207 0.0212 1.3% 0.0000 0.0% 39% False False 1
10 1.6419 1.6064 0.0355 2.2% 0.0000 0.0% 63% False False 1
20 1.6428 1.6064 0.0364 2.2% 0.0000 0.0% 62% False False 1
Crabel Price Patterns
NR False
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 False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.6289
2.618 1.6289
1.618 1.6289
1.000 1.6289
0.618 1.6289
HIGH 1.6289
0.618 1.6289
0.500 1.6289
0.382 1.6289
LOW 1.6289
0.618 1.6289
1.000 1.6289
1.618 1.6289
2.618 1.6289
4.250 1.6289
Fisher Pivots for day following 01-Jun-2011
Pivot 1 day 3 day
R1 1.6289 1.6354
PP 1.6289 1.6332
S1 1.6289 1.6311

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

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