CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 06-Jul-2011
Day Change Summary
Previous Current
05-Jul-2011 06-Jul-2011 Change Change % Previous Week
Open 1.5998 1.5934 -0.0064 -0.4% 1.5929
High 1.5998 1.5934 -0.0064 -0.4% 1.6015
Low 1.5998 1.5934 -0.0064 -0.4% 1.5929
Close 1.5998 1.5934 -0.0064 -0.4% 1.6013
Range
ATR 0.0054 0.0055 0.0001 1.3% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 06-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.5934 1.5934 1.5934
R3 1.5934 1.5934 1.5934
R2 1.5934 1.5934 1.5934
R1 1.5934 1.5934 1.5934 1.5934
PP 1.5934 1.5934 1.5934 1.5934
S1 1.5934 1.5934 1.5934 1.5934
S2 1.5934 1.5934 1.5934
S3 1.5934 1.5934 1.5934
S4 1.5934 1.5934 1.5934
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 1.5934 0.0081 0.5% 0.0000 0.0% 0% False True 1
10 1.6025 1.5923 0.0102 0.6% 0.0000 0.0% 11% False False 1
20 1.6323 1.5923 0.0400 2.5% 0.0000 0.0% 3% False False 1
40 1.6419 1.5923 0.0496 3.1% 0.0000 0.0% 2% 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 True
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.5934
2.618 1.5934
1.618 1.5934
1.000 1.5934
0.618 1.5934
HIGH 1.5934
0.618 1.5934
0.500 1.5934
0.382 1.5934
LOW 1.5934
0.618 1.5934
1.000 1.5934
1.618 1.5934
2.618 1.5934
4.250 1.5934
Fisher Pivots for day following 06-Jul-2011
Pivot 1 day 3 day
R1 1.5934 1.5974
PP 1.5934 1.5960
S1 1.5934 1.5947

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

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