CME British Pound Future June 2011


Trading Metrics calculated at close of trading on 25-Apr-2011
Day Change Summary
Previous Current
21-Apr-2011 25-Apr-2011 Change Change % Previous Week
Open 1.6387 1.6505 0.0118 0.7% 1.6311
High 1.6590 1.6542 -0.0048 -0.3% 1.6590
Low 1.6376 1.6458 0.0082 0.5% 1.6154
Close 1.6538 1.6496 -0.0042 -0.3% 1.6538
Range 0.0214 0.0084 -0.0130 -60.7% 0.0436
ATR 0.0132 0.0128 -0.0003 -2.6% 0.0000
Volume 137,357 138,520 1,163 0.8% 515,944
Daily Pivots for day following 25-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.6751 1.6707 1.6542
R3 1.6667 1.6623 1.6519
R2 1.6583 1.6583 1.6511
R1 1.6539 1.6539 1.6504 1.6519
PP 1.6499 1.6499 1.6499 1.6489
S1 1.6455 1.6455 1.6488 1.6435
S2 1.6415 1.6415 1.6481
S3 1.6331 1.6371 1.6473
S4 1.6247 1.6287 1.6450
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.7735 1.7573 1.6778
R3 1.7299 1.7137 1.6658
R2 1.6863 1.6863 1.6618
R1 1.6701 1.6701 1.6578 1.6782
PP 1.6427 1.6427 1.6427 1.6468
S1 1.6265 1.6265 1.6498 1.6346
S2 1.5991 1.5991 1.6458
S3 1.5555 1.5829 1.6418
S4 1.5119 1.5393 1.6298
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6590 1.6154 0.0436 2.6% 0.0139 0.8% 78% False False 130,892
10 1.6590 1.6154 0.0436 2.6% 0.0122 0.7% 78% False False 115,652
20 1.6590 1.5921 0.0669 4.1% 0.0122 0.7% 86% False False 114,210
40 1.6590 1.5921 0.0669 4.1% 0.0133 0.8% 86% False False 92,961
60 1.6590 1.5811 0.0779 4.7% 0.0127 0.8% 88% False False 62,045
80 1.6590 1.5364 0.1226 7.4% 0.0128 0.8% 92% False False 46,560
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.6899
2.618 1.6762
1.618 1.6678
1.000 1.6626
0.618 1.6594
HIGH 1.6542
0.618 1.6510
0.500 1.6500
0.382 1.6490
LOW 1.6458
0.618 1.6406
1.000 1.6374
1.618 1.6322
2.618 1.6238
4.250 1.6101
Fisher Pivots for day following 25-Apr-2011
Pivot 1 day 3 day
R1 1.6500 1.6478
PP 1.6499 1.6461
S1 1.6497 1.6443

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

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