CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 25-Mar-2011
Day Change Summary
Previous Current
24-Mar-2011 25-Mar-2011 Change Change % Previous Week
Open 1.6037 1.6000 -0.0037 -0.2% 1.6249
High 1.6037 1.6000 -0.0037 -0.2% 1.6300
Low 1.6037 1.5972 -0.0065 -0.4% 1.5972
Close 1.6037 1.5946 -0.0091 -0.6% 1.5946
Range 0.0000 0.0028 0.0028 0.0328
ATR 0.0077 0.0076 -0.0001 -1.1% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.6057 1.6029 1.5961
R3 1.6029 1.6001 1.5954
R2 1.6001 1.6001 1.5951
R1 1.5973 1.5973 1.5949 1.5973
PP 1.5973 1.5973 1.5973 1.5973
S1 1.5945 1.5945 1.5943 1.5945
S2 1.5945 1.5945 1.5941
S3 1.5917 1.5917 1.5938
S4 1.5889 1.5889 1.5931
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.7057 1.6829 1.6126
R3 1.6729 1.6501 1.6036
R2 1.6401 1.6401 1.6006
R1 1.6173 1.6173 1.5976 1.6123
PP 1.6073 1.6073 1.6073 1.6048
S1 1.5845 1.5845 1.5916 1.5795
S2 1.5745 1.5745 1.5886
S3 1.5417 1.5517 1.5856
S4 1.5089 1.5189 1.5766
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6300 1.5972 0.0328 2.1% 0.0006 0.0% -8% False True 1
10 1.6300 1.5965 0.0335 2.1% 0.0003 0.0% -6% False False 1
20 1.6300 1.5965 0.0335 2.1% 0.0002 0.0% -6% False False 2
40 1.6300 1.5797 0.0503 3.2% 0.0001 0.0% 30% False False 2
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 44 trading days
Fibonacci Retracements and Extensions
4.250 1.6119
2.618 1.6073
1.618 1.6045
1.000 1.6028
0.618 1.6017
HIGH 1.6000
0.618 1.5989
0.500 1.5986
0.382 1.5983
LOW 1.5972
0.618 1.5955
1.000 1.5944
1.618 1.5927
2.618 1.5899
4.250 1.5853
Fisher Pivots for day following 25-Mar-2011
Pivot 1 day 3 day
R1 1.5986 1.6072
PP 1.5973 1.6030
S1 1.5959 1.5988

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

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