CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 02-Nov-2011
Day Change Summary
Previous Current
01-Nov-2011 02-Nov-2011 Change Change % Previous Week
Open 1.5924 1.5923 -0.0001 0.0% 1.5960
High 1.5924 1.5923 -0.0001 0.0% 1.6075
Low 1.5924 1.5923 -0.0001 0.0% 1.5916
Close 1.5924 1.5923 -0.0001 0.0% 1.6074
Range
ATR 0.0074 0.0069 -0.0005 -7.0% 0.0000
Volume 2 0 -2 -100.0% 10
Daily Pivots for day following 02-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.5923 1.5923 1.5923
R3 1.5923 1.5923 1.5923
R2 1.5923 1.5923 1.5923
R1 1.5923 1.5923 1.5923 1.5923
PP 1.5923 1.5923 1.5923 1.5923
S1 1.5923 1.5923 1.5923 1.5923
S2 1.5923 1.5923 1.5923
S3 1.5923 1.5923 1.5923
S4 1.5923 1.5923 1.5923
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 1.6094 1.5923 0.0171 1.1% 0.0000 0.0% 0% False True 1
10 1.6094 1.5750 0.0344 2.2% 0.0000 0.0% 50% False False 1
20 1.6094 1.5404 0.0690 4.3% 0.0000 0.0% 75% False False 1
40 1.6094 1.5322 0.0772 4.8% 0.0000 0.0% 78% False False 1
60 1.6514 1.5322 0.1192 7.5% 0.0000 0.0% 50% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.5923
2.618 1.5923
1.618 1.5923
1.000 1.5923
0.618 1.5923
HIGH 1.5923
0.618 1.5923
0.500 1.5923
0.382 1.5923
LOW 1.5923
0.618 1.5923
1.000 1.5923
1.618 1.5923
2.618 1.5923
4.250 1.5923
Fisher Pivots for day following 02-Nov-2011
Pivot 1 day 3 day
R1 1.5923 1.6009
PP 1.5923 1.5980
S1 1.5923 1.5952

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

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