CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 21-Jan-2011
Day Change Summary
Previous Current
20-Jan-2011 21-Jan-2011 Change Change % Previous Week
Open 1.5861 1.5951 0.0090 0.6% 1.5840
High 1.5861 1.5951 0.0090 0.6% 1.5951
Low 1.5861 1.5951 0.0090 0.6% 1.5840
Close 1.5861 1.5951 0.0090 0.6% 1.5951
Range
ATR 0.0072 0.0074 0.0001 1.8% 0.0000
Volume 3 3 0 0.0% 11
Daily Pivots for day following 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.5951 1.5951 1.5951
R3 1.5951 1.5951 1.5951
R2 1.5951 1.5951 1.5951
R1 1.5951 1.5951 1.5951 1.5951
PP 1.5951 1.5951 1.5951 1.5951
S1 1.5951 1.5951 1.5951 1.5951
S2 1.5951 1.5951 1.5951
S3 1.5951 1.5951 1.5951
S4 1.5951 1.5951 1.5951
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.6247 1.6210 1.6012
R3 1.6136 1.6099 1.5982
R2 1.6025 1.6025 1.5971
R1 1.5988 1.5988 1.5961 1.6007
PP 1.5914 1.5914 1.5914 1.5923
S1 1.5877 1.5877 1.5941 1.5896
S2 1.5803 1.5803 1.5931
S3 1.5692 1.5766 1.5920
S4 1.5581 1.5655 1.5890
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5951 1.5830 0.0121 0.8% 0.0022 0.1% 100% True False 2
10 1.5951 1.5503 0.0448 2.8% 0.0011 0.1% 100% True False 2
20 1.5951 1.5329 0.0622 3.9% 0.0006 0.0% 100% True 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 1.5951
2.618 1.5951
1.618 1.5951
1.000 1.5951
0.618 1.5951
HIGH 1.5951
0.618 1.5951
0.500 1.5951
0.382 1.5951
LOW 1.5951
0.618 1.5951
1.000 1.5951
1.618 1.5951
2.618 1.5951
4.250 1.5951
Fisher Pivots for day following 21-Jan-2011
Pivot 1 day 3 day
R1 1.5951 1.5936
PP 1.5951 1.5921
S1 1.5951 1.5906

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

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