CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 30-Sep-2011
Day Change Summary
Previous Current
29-Sep-2011 30-Sep-2011 Change Change % Previous Week
Open 1.5558 1.5587 0.0029 0.2% 1.5490
High 1.5558 1.5587 0.0029 0.2% 1.5621
Low 1.5558 1.5587 0.0029 0.2% 1.5490
Close 1.5558 1.5587 0.0029 0.2% 1.5587
Range
ATR 0.0076 0.0072 -0.0003 -4.4% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.5587 1.5587 1.5587
R3 1.5587 1.5587 1.5587
R2 1.5587 1.5587 1.5587
R1 1.5587 1.5587 1.5587 1.5587
PP 1.5587 1.5587 1.5587 1.5587
S1 1.5587 1.5587 1.5587 1.5587
S2 1.5587 1.5587 1.5587
S3 1.5587 1.5587 1.5587
S4 1.5587 1.5587 1.5587
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.5959 1.5904 1.5659
R3 1.5828 1.5773 1.5623
R2 1.5697 1.5697 1.5611
R1 1.5642 1.5642 1.5599 1.5670
PP 1.5566 1.5566 1.5566 1.5580
S1 1.5511 1.5511 1.5575 1.5539
S2 1.5435 1.5435 1.5563
S3 1.5304 1.5380 1.5551
S4 1.5173 1.5249 1.5515
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5621 1.5490 0.0131 0.8% 0.0000 0.0% 74% False False 2
10 1.5690 1.5322 0.0368 2.4% 0.0000 0.0% 72% False False 2
20 1.6153 1.5322 0.0831 5.3% 0.0000 0.0% 32% False False 2
40 1.6514 1.5322 0.1192 7.6% 0.0000 0.0% 22% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.5587
2.618 1.5587
1.618 1.5587
1.000 1.5587
0.618 1.5587
HIGH 1.5587
0.618 1.5587
0.500 1.5587
0.382 1.5587
LOW 1.5587
0.618 1.5587
1.000 1.5587
1.618 1.5587
2.618 1.5587
4.250 1.5587
Fisher Pivots for day following 30-Sep-2011
Pivot 1 day 3 day
R1 1.5587 1.5582
PP 1.5587 1.5577
S1 1.5587 1.5573

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

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