CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 15-Jun-2011
Day Change Summary
Previous Current
14-Jun-2011 15-Jun-2011 Change Change % Previous Week
Open 1.6315 1.6119 -0.0196 -1.2% 1.6283
High 1.6315 1.6119 -0.0196 -1.2% 1.6382
Low 1.6315 1.6119 -0.0196 -1.2% 1.6177
Close 1.6319 1.6119 -0.0200 -1.2% 1.6177
Range
ATR 0.0068 0.0077 0.0009 13.8% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 15-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.6119 1.6119 1.6119
R3 1.6119 1.6119 1.6119
R2 1.6119 1.6119 1.6119
R1 1.6119 1.6119 1.6119 1.6119
PP 1.6119 1.6119 1.6119 1.6119
S1 1.6119 1.6119 1.6119 1.6119
S2 1.6119 1.6119 1.6119
S3 1.6119 1.6119 1.6119
S4 1.6119 1.6119 1.6119
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 1.6315 1.6119 0.0196 1.2% 0.0000 0.0% 0% False True 1
10 1.6382 1.6119 0.0263 1.6% 0.0000 0.0% 0% False True 1
20 1.6419 1.6064 0.0355 2.2% 0.0000 0.0% 15% 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 1.6119
2.618 1.6119
1.618 1.6119
1.000 1.6119
0.618 1.6119
HIGH 1.6119
0.618 1.6119
0.500 1.6119
0.382 1.6119
LOW 1.6119
0.618 1.6119
1.000 1.6119
1.618 1.6119
2.618 1.6119
4.250 1.6119
Fisher Pivots for day following 15-Jun-2011
Pivot 1 day 3 day
R1 1.6119 1.6217
PP 1.6119 1.6184
S1 1.6119 1.6152

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

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