CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 03-Nov-2011
Day Change Summary
Previous Current
02-Nov-2011 03-Nov-2011 Change Change % Previous Week
Open 1.5900 1.5893 -0.0007 0.0% 1.5929
High 1.6006 1.6016 0.0010 0.1% 1.6112
Low 1.5900 1.5873 -0.0027 -0.2% 1.5872
Close 1.5940 1.6016 0.0076 0.5% 1.6090
Range 0.0106 0.0143 0.0037 34.9% 0.0240
ATR 0.0117 0.0119 0.0002 1.6% 0.0000
Volume 23 24 1 4.3% 295
Daily Pivots for day following 03-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.6397 1.6350 1.6095
R3 1.6254 1.6207 1.6055
R2 1.6111 1.6111 1.6042
R1 1.6064 1.6064 1.6029 1.6088
PP 1.5968 1.5968 1.5968 1.5980
S1 1.5921 1.5921 1.6003 1.5945
S2 1.5825 1.5825 1.5990
S3 1.5682 1.5778 1.5977
S4 1.5539 1.5635 1.5937
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.6745 1.6657 1.6222
R3 1.6505 1.6417 1.6156
R2 1.6265 1.6265 1.6134
R1 1.6177 1.6177 1.6112 1.6221
PP 1.6025 1.6025 1.6025 1.6047
S1 1.5937 1.5937 1.6068 1.5981
S2 1.5785 1.5785 1.6046
S3 1.5545 1.5697 1.6024
S4 1.5305 1.5457 1.5958
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6120 1.5873 0.0247 1.5% 0.0128 0.8% 58% False True 35
10 1.6120 1.5772 0.0348 2.2% 0.0113 0.7% 70% False False 44
20 1.6120 1.5426 0.0694 4.3% 0.0108 0.7% 85% False False 43
40 1.6120 1.5267 0.0853 5.3% 0.0085 0.5% 88% False False 31
60 1.6503 1.5267 0.1236 7.7% 0.0058 0.4% 61% False False 21
80 1.6503 1.5267 0.1236 7.7% 0.0044 0.3% 61% False False 16
100 1.6503 1.5267 0.1236 7.7% 0.0035 0.2% 61% False False 13
120 1.6503 1.5267 0.1236 7.7% 0.0030 0.2% 61% False False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6624
2.618 1.6390
1.618 1.6247
1.000 1.6159
0.618 1.6104
HIGH 1.6016
0.618 1.5961
0.500 1.5945
0.382 1.5928
LOW 1.5873
0.618 1.5785
1.000 1.5730
1.618 1.5642
2.618 1.5499
4.250 1.5265
Fisher Pivots for day following 03-Nov-2011
Pivot 1 day 3 day
R1 1.5992 1.5998
PP 1.5968 1.5980
S1 1.5945 1.5962

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.