CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 01-Jul-2011
Day Change Summary
Previous Current
30-Jun-2011 01-Jul-2011 Change Change % Previous Week
Open 1.6015 1.6013 -0.0002 0.0% 1.5929
High 1.6015 1.6013 -0.0002 0.0% 1.6015
Low 1.6015 1.6013 -0.0002 0.0% 1.5929
Close 1.6015 1.6013 -0.0002 0.0% 1.6013
Range
ATR 0.0061 0.0057 -0.0004 -6.9% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.6013 1.6013 1.6013
R3 1.6013 1.6013 1.6013
R2 1.6013 1.6013 1.6013
R1 1.6013 1.6013 1.6013 1.6013
PP 1.6013 1.6013 1.6013 1.6013
S1 1.6013 1.6013 1.6013 1.6013
S2 1.6013 1.6013 1.6013
S3 1.6013 1.6013 1.6013
S4 1.6013 1.6013 1.6013
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.6244 1.6214 1.6060
R3 1.6158 1.6128 1.6037
R2 1.6072 1.6072 1.6029
R1 1.6042 1.6042 1.6021 1.6057
PP 1.5986 1.5986 1.5986 1.5993
S1 1.5956 1.5956 1.6005 1.5971
S2 1.5900 1.5900 1.5997
S3 1.5814 1.5870 1.5989
S4 1.5728 1.5784 1.5966
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6015 1.5929 0.0086 0.5% 0.0000 0.0% 98% False False 1
10 1.6191 1.5923 0.0268 1.7% 0.0000 0.0% 34% False False 1
20 1.6382 1.5923 0.0459 2.9% 0.0000 0.0% 20% False False 1
40 1.6419 1.5923 0.0496 3.1% 0.0000 0.0% 18% 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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.6013
2.618 1.6013
1.618 1.6013
1.000 1.6013
0.618 1.6013
HIGH 1.6013
0.618 1.6013
0.500 1.6013
0.382 1.6013
LOW 1.6013
0.618 1.6013
1.000 1.6013
1.618 1.6013
2.618 1.6013
4.250 1.6013
Fisher Pivots for day following 01-Jul-2011
Pivot 1 day 3 day
R1 1.6013 1.6012
PP 1.6013 1.6010
S1 1.6013 1.6009

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

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