CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 02-Jun-2011
Day Change Summary
Previous Current
01-Jun-2011 02-Jun-2011 Change Change % Previous Week
Open 1.6289 1.6200 -0.0089 -0.5% 1.6087
High 1.6289 1.6200 -0.0089 -0.5% 1.6419
Low 1.6289 1.6200 -0.0089 -0.5% 1.6087
Close 1.6289 1.6292 0.0003 0.0% 1.6419
Range
ATR 0.0065 0.0066 0.0002 2.7% 0.0000
Volume 1 1 0 0.0% 6
Daily Pivots for day following 02-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.6231 1.6261 1.6292
R3 1.6231 1.6261 1.6292
R2 1.6231 1.6231 1.6292
R1 1.6261 1.6261 1.6292 1.6246
PP 1.6231 1.6231 1.6231 1.6223
S1 1.6261 1.6261 1.6292 1.6246
S2 1.6231 1.6231 1.6292
S3 1.6231 1.6261 1.6292
S4 1.6231 1.6261 1.6292
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 1.6200 0.0219 1.3% 0.0000 0.0% 42% False True 1
10 1.6419 1.6087 0.0332 2.0% 0.0000 0.0% 62% False False 1
20 1.6419 1.6064 0.0355 2.2% 0.0000 0.0% 64% 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 1.6200
2.618 1.6200
1.618 1.6200
1.000 1.6200
0.618 1.6200
HIGH 1.6200
0.618 1.6200
0.500 1.6200
0.382 1.6200
LOW 1.6200
0.618 1.6200
1.000 1.6200
1.618 1.6200
2.618 1.6200
4.250 1.6200
Fisher Pivots for day following 02-Jun-2011
Pivot 1 day 3 day
R1 1.6261 1.6291
PP 1.6231 1.6291
S1 1.6200 1.6290

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

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