CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 29-Dec-2010
Day Change Summary
Previous Current
28-Dec-2010 29-Dec-2010 Change Change % Previous Week
Open 1.5329 1.5469 0.0140 0.9% 1.5489
High 1.5329 1.5469 0.0140 0.9% 1.5489
Low 1.5329 1.5469 0.0140 0.9% 1.5325
Close 1.5329 1.5469 0.0140 0.9% 1.5371
Range
ATR 0.0056 0.0062 0.0006 10.6% 0.0000
Volume 2 2 0 0.0% 9
Daily Pivots for day following 29-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.5469 1.5469 1.5469
R3 1.5469 1.5469 1.5469
R2 1.5469 1.5469 1.5469
R1 1.5469 1.5469 1.5469 1.5469
PP 1.5469 1.5469 1.5469 1.5469
S1 1.5469 1.5469 1.5469 1.5469
S2 1.5469 1.5469 1.5469
S3 1.5469 1.5469 1.5469
S4 1.5469 1.5469 1.5469
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.5887 1.5793 1.5461
R3 1.5723 1.5629 1.5416
R2 1.5559 1.5559 1.5401
R1 1.5465 1.5465 1.5386 1.5430
PP 1.5395 1.5395 1.5395 1.5378
S1 1.5301 1.5301 1.5356 1.5266
S2 1.5231 1.5231 1.5341
S3 1.5067 1.5137 1.5326
S4 1.4903 1.4973 1.5281
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5469 1.5325 0.0144 0.9% 0.0000 0.0% 100% True False 2
10 1.5630 1.5325 0.0305 2.0% 0.0002 0.0% 47% 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 1.5469
2.618 1.5469
1.618 1.5469
1.000 1.5469
0.618 1.5469
HIGH 1.5469
0.618 1.5469
0.500 1.5469
0.382 1.5469
LOW 1.5469
0.618 1.5469
1.000 1.5469
1.618 1.5469
2.618 1.5469
4.250 1.5469
Fisher Pivots for day following 29-Dec-2010
Pivot 1 day 3 day
R1 1.5469 1.5446
PP 1.5469 1.5422
S1 1.5469 1.5399

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

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