CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 22-Dec-2010
Day Change Summary
Previous Current
21-Dec-2010 22-Dec-2010 Change Change % Previous Week
Open 1.5417 1.5325 -0.0092 -0.6% 1.5758
High 1.5417 1.5325 -0.0092 -0.6% 1.5857
Low 1.5417 1.5325 -0.0092 -0.6% 1.5466
Close 1.5417 1.5325 -0.0092 -0.6% 1.5466
Range
ATR
Volume 2 2 0 0.0% 16
Daily Pivots for day following 22-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.5325 1.5325 1.5325
R3 1.5325 1.5325 1.5325
R2 1.5325 1.5325 1.5325
R1 1.5325 1.5325 1.5325 1.5325
PP 1.5325 1.5325 1.5325 1.5325
S1 1.5325 1.5325 1.5325 1.5325
S2 1.5325 1.5325 1.5325
S3 1.5325 1.5325 1.5325
S4 1.5325 1.5325 1.5325
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.6769 1.6509 1.5681
R3 1.6378 1.6118 1.5574
R2 1.5987 1.5987 1.5538
R1 1.5727 1.5727 1.5502 1.5662
PP 1.5596 1.5596 1.5596 1.5564
S1 1.5336 1.5336 1.5430 1.5271
S2 1.5205 1.5205 1.5394
S3 1.4814 1.4945 1.5358
S4 1.4423 1.4554 1.5251
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5562 1.5325 0.0237 1.5% 0.0005 0.0% 0% False True 2
10 1.5857 1.5325 0.0532 3.5% 0.0012 0.1% 0% False True 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 1.5325
2.618 1.5325
1.618 1.5325
1.000 1.5325
0.618 1.5325
HIGH 1.5325
0.618 1.5325
0.500 1.5325
0.382 1.5325
LOW 1.5325
0.618 1.5325
1.000 1.5325
1.618 1.5325
2.618 1.5325
4.250 1.5325
Fisher Pivots for day following 22-Dec-2010
Pivot 1 day 3 day
R1 1.5325 1.5407
PP 1.5325 1.5380
S1 1.5325 1.5352

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

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