CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 04-Mar-2011
Day Change Summary
Previous Current
03-Mar-2011 04-Mar-2011 Change Change % Previous Week
Open 1.6292 1.6222 -0.0070 -0.4% 1.6200
High 1.6292 1.6222 -0.0070 -0.4% 1.6292
Low 1.6292 1.6180 -0.0112 -0.7% 1.6180
Close 1.6224 1.6213 -0.0011 -0.1% 1.6213
Range 0.0000 0.0042 0.0042 0.0112
ATR 0.0067 0.0066 -0.0002 -2.5% 0.0000
Volume 6 1 -5 -83.3% 24
Daily Pivots for day following 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.6331 1.6314 1.6236
R3 1.6289 1.6272 1.6225
R2 1.6247 1.6247 1.6221
R1 1.6230 1.6230 1.6217 1.6218
PP 1.6205 1.6205 1.6205 1.6199
S1 1.6188 1.6188 1.6209 1.6176
S2 1.6163 1.6163 1.6205
S3 1.6121 1.6146 1.6201
S4 1.6079 1.6104 1.6190
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.6564 1.6501 1.6275
R3 1.6452 1.6389 1.6244
R2 1.6340 1.6340 1.6234
R1 1.6277 1.6277 1.6223 1.6309
PP 1.6228 1.6228 1.6228 1.6244
S1 1.6165 1.6165 1.6203 1.6197
S2 1.6116 1.6116 1.6192
S3 1.6004 1.6053 1.6182
S4 1.5892 1.5941 1.6151
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6292 1.6180 0.0112 0.7% 0.0008 0.1% 29% False True 4
10 1.6292 1.6050 0.0242 1.5% 0.0009 0.1% 67% False False 5
20 1.6292 1.5929 0.0363 2.2% 0.0004 0.0% 78% False False 5
40 1.6292 1.5503 0.0789 4.9% 0.0009 0.1% 90% False False 5
60 1.6292 1.5325 0.0967 6.0% 0.0008 0.1% 92% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.6401
2.618 1.6332
1.618 1.6290
1.000 1.6264
0.618 1.6248
HIGH 1.6222
0.618 1.6206
0.500 1.6201
0.382 1.6196
LOW 1.6180
0.618 1.6154
1.000 1.6138
1.618 1.6112
2.618 1.6070
4.250 1.6002
Fisher Pivots for day following 04-Mar-2011
Pivot 1 day 3 day
R1 1.6209 1.6236
PP 1.6205 1.6228
S1 1.6201 1.6221

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

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