CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 08-Mar-2011
Day Change Summary
Previous Current
07-Mar-2011 08-Mar-2011 Change Change % Previous Week
Open 1.6175 1.6120 -0.0055 -0.3% 1.6200
High 1.6175 1.6120 -0.0055 -0.3% 1.6292
Low 1.6162 1.6120 -0.0042 -0.3% 1.6180
Close 1.6151 1.6111 -0.0040 -0.2% 1.6213
Range 0.0013 0.0000 -0.0013 -100.0% 0.0112
ATR 0.0064 0.0062 -0.0002 -3.7% 0.0000
Volume 2 6 4 200.0% 24
Daily Pivots for day following 08-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.6117 1.6114 1.6111
R3 1.6117 1.6114 1.6111
R2 1.6117 1.6117 1.6111
R1 1.6114 1.6114 1.6111 1.6116
PP 1.6117 1.6117 1.6117 1.6118
S1 1.6114 1.6114 1.6111 1.6116
S2 1.6117 1.6117 1.6111
S3 1.6117 1.6114 1.6111
S4 1.6117 1.6114 1.6111
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 1.6120 0.0172 1.1% 0.0011 0.1% -5% False True 4
10 1.6292 1.6050 0.0242 1.5% 0.0010 0.1% 25% False False 4
20 1.6292 1.5929 0.0363 2.3% 0.0005 0.0% 50% False False 4
40 1.6292 1.5533 0.0759 4.7% 0.0010 0.1% 76% False False 5
60 1.6292 1.5325 0.0967 6.0% 0.0008 0.1% 81% False False 4
Crabel Price Patterns
NR True
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6120
2.618 1.6120
1.618 1.6120
1.000 1.6120
0.618 1.6120
HIGH 1.6120
0.618 1.6120
0.500 1.6120
0.382 1.6120
LOW 1.6120
0.618 1.6120
1.000 1.6120
1.618 1.6120
2.618 1.6120
4.250 1.6120
Fisher Pivots for day following 08-Mar-2011
Pivot 1 day 3 day
R1 1.6120 1.6171
PP 1.6117 1.6151
S1 1.6114 1.6131

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

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