CME British Pound Future September 2011


Trading Metrics calculated at close of trading on 04-Apr-2011
Day Change Summary
Previous Current
01-Apr-2011 04-Apr-2011 Change Change % Previous Week
Open 1.5953 1.6082 0.0129 0.8% 1.5970
High 1.6073 1.6082 0.0009 0.1% 1.6093
Low 1.5953 1.6082 0.0129 0.8% 1.5910
Close 1.6074 1.6082 0.0008 0.0% 1.6074
Range 0.0120 0.0000 -0.0120 -100.0% 0.0183
ATR 0.0082 0.0077 -0.0005 -6.4% 0.0000
Volume 7 29 22 314.3% 80
Daily Pivots for day following 04-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.6082 1.6082 1.6082
R3 1.6082 1.6082 1.6082
R2 1.6082 1.6082 1.6082
R1 1.6082 1.6082 1.6082 1.6082
PP 1.6082 1.6082 1.6082 1.6082
S1 1.6082 1.6082 1.6082 1.6082
S2 1.6082 1.6082 1.6082
S3 1.6082 1.6082 1.6082
S4 1.6082 1.6082 1.6082
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.6575 1.6507 1.6175
R3 1.6392 1.6324 1.6124
R2 1.6209 1.6209 1.6108
R1 1.6141 1.6141 1.6091 1.6175
PP 1.6026 1.6026 1.6026 1.6043
S1 1.5958 1.5958 1.6057 1.5992
S2 1.5843 1.5843 1.6040
S3 1.5660 1.5775 1.6024
S4 1.5477 1.5592 1.5973
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6093 1.5910 0.0183 1.1% 0.0039 0.2% 94% False False 19
10 1.6350 1.5910 0.0440 2.7% 0.0060 0.4% 39% False False 36
20 1.6350 1.5910 0.0440 2.7% 0.0055 0.3% 39% False False 23
40 1.6350 1.5910 0.0440 2.7% 0.0030 0.2% 39% False False 14
60 1.6350 1.5503 0.0847 5.3% 0.0025 0.2% 68% False False 11
80 1.6350 1.5325 0.1025 6.4% 0.0020 0.1% 74% False False 8
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0004
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.6082
2.618 1.6082
1.618 1.6082
1.000 1.6082
0.618 1.6082
HIGH 1.6082
0.618 1.6082
0.500 1.6082
0.382 1.6082
LOW 1.6082
0.618 1.6082
1.000 1.6082
1.618 1.6082
2.618 1.6082
4.250 1.6082
Fisher Pivots for day following 04-Apr-2011
Pivot 1 day 3 day
R1 1.6082 1.6062
PP 1.6082 1.6043
S1 1.6082 1.6023

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

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