CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 28-Oct-2011
Day Change Summary
Previous Current
27-Oct-2011 28-Oct-2011 Change Change % Previous Week
Open 1.6075 1.6074 -0.0001 0.0% 1.5960
High 1.6075 1.6074 -0.0001 0.0% 1.6075
Low 1.6075 1.6074 -0.0001 0.0% 1.5916
Close 1.6075 1.6074 -0.0001 0.0% 1.6074
Range
ATR 0.0076 0.0071 -0.0005 -7.0% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.6074 1.6074 1.6074
R3 1.6074 1.6074 1.6074
R2 1.6074 1.6074 1.6074
R1 1.6074 1.6074 1.6074 1.6074
PP 1.6074 1.6074 1.6074 1.6074
S1 1.6074 1.6074 1.6074 1.6074
S2 1.6074 1.6074 1.6074
S3 1.6074 1.6074 1.6074
S4 1.6074 1.6074 1.6074
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.6499 1.6445 1.6161
R3 1.6340 1.6286 1.6118
R2 1.6181 1.6181 1.6103
R1 1.6127 1.6127 1.6089 1.6154
PP 1.6022 1.6022 1.6022 1.6035
S1 1.5968 1.5968 1.6059 1.5995
S2 1.5863 1.5863 1.6045
S3 1.5704 1.5809 1.6030
S4 1.5545 1.5650 1.5987
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6075 1.5916 0.0159 1.0% 0.0000 0.0% 99% False False 2
10 1.6075 1.5679 0.0396 2.5% 0.0000 0.0% 100% False False 2
20 1.6075 1.5350 0.0725 4.5% 0.0000 0.0% 100% False False 2
40 1.6153 1.5322 0.0831 5.2% 0.0000 0.0% 90% False False 2
60 1.6514 1.5322 0.1192 7.4% 0.0000 0.0% 63% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.6074
2.618 1.6074
1.618 1.6074
1.000 1.6074
0.618 1.6074
HIGH 1.6074
0.618 1.6074
0.500 1.6074
0.382 1.6074
LOW 1.6074
0.618 1.6074
1.000 1.6074
1.618 1.6074
2.618 1.6074
4.250 1.6074
Fisher Pivots for day following 28-Oct-2011
Pivot 1 day 3 day
R1 1.6074 1.6048
PP 1.6074 1.6022
S1 1.6074 1.5996

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

View Archives - Comment on this page... - Back to Index of Symbols