CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 23-Mar-2011
Day Change Summary
Previous Current
22-Mar-2011 23-Mar-2011 Change Change % Previous Week
Open 1.6307 1.6290 -0.0017 -0.1% 1.6132
High 1.6350 1.6290 -0.0060 -0.4% 1.6150
Low 1.6306 1.6179 -0.0127 -0.8% 1.5961
Close 1.6337 1.6201 -0.0136 -0.8% 1.6175
Range 0.0044 0.0111 0.0067 152.3% 0.0189
ATR 0.0079 0.0085 0.0006 7.1% 0.0000
Volume 29 137 108 372.4% 64
Daily Pivots for day following 23-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.6556 1.6490 1.6262
R3 1.6445 1.6379 1.6232
R2 1.6334 1.6334 1.6221
R1 1.6268 1.6268 1.6211 1.6246
PP 1.6223 1.6223 1.6223 1.6212
S1 1.6157 1.6157 1.6191 1.6135
S2 1.6112 1.6112 1.6181
S3 1.6001 1.6046 1.6170
S4 1.5890 1.5935 1.6140
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.6662 1.6608 1.6279
R3 1.6473 1.6419 1.6227
R2 1.6284 1.6284 1.6210
R1 1.6230 1.6230 1.6192 1.6257
PP 1.6095 1.6095 1.6095 1.6109
S1 1.6041 1.6041 1.6158 1.6068
S2 1.5906 1.5906 1.6140
S3 1.5717 1.5852 1.6123
S4 1.5528 1.5663 1.6071
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6350 1.6036 0.0314 1.9% 0.0086 0.5% 53% False False 44
10 1.6350 1.5961 0.0389 2.4% 0.0064 0.4% 62% False False 25
20 1.6350 1.5961 0.0389 2.4% 0.0035 0.2% 62% False False 15
40 1.6350 1.5825 0.0525 3.2% 0.0023 0.1% 72% False False 10
60 1.6350 1.5329 0.1021 6.3% 0.0017 0.1% 85% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0005
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6762
2.618 1.6581
1.618 1.6470
1.000 1.6401
0.618 1.6359
HIGH 1.6290
0.618 1.6248
0.500 1.6235
0.382 1.6221
LOW 1.6179
0.618 1.6110
1.000 1.6068
1.618 1.5999
2.618 1.5888
4.250 1.5707
Fisher Pivots for day following 23-Mar-2011
Pivot 1 day 3 day
R1 1.6235 1.6263
PP 1.6223 1.6242
S1 1.6212 1.6222

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.