CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 30-Mar-2011
Day Change Summary
Previous Current
29-Mar-2011 30-Mar-2011 Change Change % Previous Week
Open 1.5910 1.5969 0.0059 0.4% 1.6175
High 1.5913 1.5990 0.0077 0.5% 1.6350
Low 1.5910 1.5958 0.0048 0.3% 1.5980
Close 1.5950 1.6027 0.0077 0.5% 1.5973
Range 0.0003 0.0032 0.0029 966.7% 0.0370
ATR 0.0083 0.0080 -0.0003 -3.7% 0.0000
Volume 38 4 -34 -89.5% 276
Daily Pivots for day following 30-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.6088 1.6089 1.6045
R3 1.6056 1.6057 1.6036
R2 1.6024 1.6024 1.6033
R1 1.6025 1.6025 1.6030 1.6025
PP 1.5992 1.5992 1.5992 1.5991
S1 1.5993 1.5993 1.6024 1.5993
S2 1.5960 1.5960 1.6021
S3 1.5928 1.5961 1.6018
S4 1.5896 1.5929 1.6009
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.7211 1.6962 1.6177
R3 1.6841 1.6592 1.6075
R2 1.6471 1.6471 1.6041
R1 1.6222 1.6222 1.6007 1.6162
PP 1.6101 1.6101 1.6101 1.6071
S1 1.5852 1.5852 1.5939 1.5792
S2 1.5731 1.5731 1.5905
S3 1.5361 1.5482 1.5871
S4 1.4991 1.5112 1.5770
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6206 1.5910 0.0296 1.8% 0.0057 0.4% 40% False False 28
10 1.6350 1.5910 0.0440 2.7% 0.0072 0.4% 27% False False 36
20 1.6350 1.5910 0.0440 2.7% 0.0049 0.3% 27% False False 20
40 1.6350 1.5910 0.0440 2.7% 0.0026 0.2% 27% False False 13
60 1.6350 1.5449 0.0901 5.6% 0.0022 0.1% 64% False False 10
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6126
2.618 1.6074
1.618 1.6042
1.000 1.6022
0.618 1.6010
HIGH 1.5990
0.618 1.5978
0.500 1.5974
0.382 1.5970
LOW 1.5958
0.618 1.5938
1.000 1.5926
1.618 1.5906
2.618 1.5874
4.250 1.5822
Fisher Pivots for day following 30-Mar-2011
Pivot 1 day 3 day
R1 1.6009 1.6001
PP 1.5992 1.5976
S1 1.5974 1.5950

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.