CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 16-Sep-2011
Day Change Summary
Previous Current
15-Sep-2011 16-Sep-2011 Change Change % Previous Week
Open 1.5766 1.5749 -0.0017 -0.1% 1.5778
High 1.5766 1.5749 -0.0017 -0.1% 1.5778
Low 1.5766 1.5749 -0.0017 -0.1% 1.5732
Close 1.5766 1.5749 -0.0017 -0.1% 1.5749
Range
ATR 0.0064 0.0061 -0.0003 -5.2% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.5749 1.5749 1.5749
R3 1.5749 1.5749 1.5749
R2 1.5749 1.5749 1.5749
R1 1.5749 1.5749 1.5749 1.5749
PP 1.5749 1.5749 1.5749 1.5749
S1 1.5749 1.5749 1.5749 1.5749
S2 1.5749 1.5749 1.5749
S3 1.5749 1.5749 1.5749
S4 1.5749 1.5749 1.5749
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.5891 1.5866 1.5774
R3 1.5845 1.5820 1.5762
R2 1.5799 1.5799 1.5757
R1 1.5774 1.5774 1.5753 1.5764
PP 1.5753 1.5753 1.5753 1.5748
S1 1.5728 1.5728 1.5745 1.5718
S2 1.5707 1.5707 1.5741
S3 1.5661 1.5682 1.5736
S4 1.5615 1.5636 1.5724
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5778 1.5732 0.0046 0.3% 0.0000 0.0% 37% False False 2
10 1.6153 1.5732 0.0421 2.7% 0.0000 0.0% 4% False False 2
20 1.6450 1.5732 0.0718 4.6% 0.0000 0.0% 2% False False 2
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 1.5749
2.618 1.5749
1.618 1.5749
1.000 1.5749
0.618 1.5749
HIGH 1.5749
0.618 1.5749
0.500 1.5749
0.382 1.5749
LOW 1.5749
0.618 1.5749
1.000 1.5749
1.618 1.5749
2.618 1.5749
4.250 1.5749
Fisher Pivots for day following 16-Sep-2011
Pivot 1 day 3 day
R1 1.5749 1.5749
PP 1.5749 1.5749
S1 1.5749 1.5749

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

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