CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 14-Jun-2011
Day Change Summary
Previous Current
13-Jun-2011 14-Jun-2011 Change Change % Previous Week
Open 1.6310 1.6315 0.0005 0.0% 1.6283
High 1.6310 1.6315 0.0005 0.0% 1.6382
Low 1.6310 1.6315 0.0005 0.0% 1.6177
Close 1.6310 1.6319 0.0009 0.1% 1.6177
Range
ATR 0.0073 0.0068 -0.0005 -6.7% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 14-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.6316 1.6318 1.6319
R3 1.6316 1.6318 1.6319
R2 1.6316 1.6316 1.6319
R1 1.6318 1.6318 1.6319 1.6317
PP 1.6316 1.6316 1.6316 1.6316
S1 1.6318 1.6318 1.6319 1.6317
S2 1.6316 1.6316 1.6319
S3 1.6316 1.6318 1.6319
S4 1.6316 1.6318 1.6319
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.6860 1.6724 1.6290
R3 1.6655 1.6519 1.6233
R2 1.6450 1.6450 1.6215
R1 1.6314 1.6314 1.6196 1.6280
PP 1.6245 1.6245 1.6245 1.6228
S1 1.6109 1.6109 1.6158 1.6075
S2 1.6040 1.6040 1.6139
S3 1.5835 1.5904 1.6121
S4 1.5630 1.5699 1.6064
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6323 1.6177 0.0146 0.9% 0.0000 0.0% 97% False False 1
10 1.6382 1.6177 0.0205 1.3% 0.0000 0.0% 69% False False 1
20 1.6419 1.6064 0.0355 2.2% 0.0000 0.0% 72% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.6315
2.618 1.6315
1.618 1.6315
1.000 1.6315
0.618 1.6315
HIGH 1.6315
0.618 1.6315
0.500 1.6315
0.382 1.6315
LOW 1.6315
0.618 1.6315
1.000 1.6315
1.618 1.6315
2.618 1.6315
4.250 1.6315
Fisher Pivots for day following 14-Jun-2011
Pivot 1 day 3 day
R1 1.6318 1.6295
PP 1.6316 1.6270
S1 1.6315 1.6246

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

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