CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 25-Feb-2011
Day Change Summary
Previous Current
24-Feb-2011 25-Feb-2011 Change Change % Previous Week
Open 1.6075 1.6050 -0.0025 -0.2% 1.6075
High 1.6075 1.6050 -0.0025 -0.2% 1.6235
Low 1.6075 1.6050 -0.0025 -0.2% 1.6050
Close 1.6089 1.6050 -0.0039 -0.2% 1.6050
Range
ATR 0.0074 0.0071 -0.0002 -3.4% 0.0000
Volume 6 5 -1 -16.7% 27
Daily Pivots for day following 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.6050 1.6050 1.6050
R3 1.6050 1.6050 1.6050
R2 1.6050 1.6050 1.6050
R1 1.6050 1.6050 1.6050 1.6050
PP 1.6050 1.6050 1.6050 1.6050
S1 1.6050 1.6050 1.6050 1.6050
S2 1.6050 1.6050 1.6050
S3 1.6050 1.6050 1.6050
S4 1.6050 1.6050 1.6050
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.6667 1.6543 1.6152
R3 1.6482 1.6358 1.6101
R2 1.6297 1.6297 1.6084
R1 1.6173 1.6173 1.6067 1.6143
PP 1.6112 1.6112 1.6112 1.6096
S1 1.5988 1.5988 1.6033 1.5958
S2 1.5927 1.5927 1.6016
S3 1.5742 1.5803 1.5999
S4 1.5557 1.5618 1.5948
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6235 1.6050 0.0185 1.2% 0.0009 0.1% 0% False True 5
10 1.6235 1.5929 0.0306 1.9% 0.0005 0.0% 40% False False 4
20 1.6235 1.5825 0.0410 2.6% 0.0009 0.1% 55% False False 7
40 1.6235 1.5375 0.0860 5.4% 0.0008 0.1% 78% False False 4
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 1.6050
2.618 1.6050
1.618 1.6050
1.000 1.6050
0.618 1.6050
HIGH 1.6050
0.618 1.6050
0.500 1.6050
0.382 1.6050
LOW 1.6050
0.618 1.6050
1.000 1.6050
1.618 1.6050
2.618 1.6050
4.250 1.6050
Fisher Pivots for day following 25-Feb-2011
Pivot 1 day 3 day
R1 1.6050 1.6143
PP 1.6050 1.6112
S1 1.6050 1.6081

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

View Archives - Comment on this page... - Back to Index of Symbols