CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 23-Dec-2010
Day Change Summary
Previous Current
22-Dec-2010 23-Dec-2010 Change Change % Previous Week
Open 1.5325 1.5371 0.0046 0.3% 1.5758
High 1.5325 1.5371 0.0046 0.3% 1.5857
Low 1.5325 1.5371 0.0046 0.3% 1.5466
Close 1.5325 1.5371 0.0046 0.3% 1.5466
Range
ATR
Volume 2 2 0 0.0% 16
Daily Pivots for day following 23-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.5371 1.5371 1.5371
R3 1.5371 1.5371 1.5371
R2 1.5371 1.5371 1.5371
R1 1.5371 1.5371 1.5371 1.5371
PP 1.5371 1.5371 1.5371 1.5371
S1 1.5371 1.5371 1.5371 1.5371
S2 1.5371 1.5371 1.5371
S3 1.5371 1.5371 1.5371
S4 1.5371 1.5371 1.5371
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 1.5489 1.5325 0.0164 1.1% 0.0005 0.0% 28% False False 2
10 1.5857 1.5325 0.0532 3.5% 0.0012 0.1% 9% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.5371
2.618 1.5371
1.618 1.5371
1.000 1.5371
0.618 1.5371
HIGH 1.5371
0.618 1.5371
0.500 1.5371
0.382 1.5371
LOW 1.5371
0.618 1.5371
1.000 1.5371
1.618 1.5371
2.618 1.5371
4.250 1.5371
Fisher Pivots for day following 23-Dec-2010
Pivot 1 day 3 day
R1 1.5371 1.5371
PP 1.5371 1.5371
S1 1.5371 1.5371

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

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