CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 02-May-2011
Day Change Summary
Previous Current
29-Apr-2011 02-May-2011 Change Change % Previous Week
Open 1.6612 1.6702 0.0090 0.5% 1.6448
High 1.6612 1.6702 0.0090 0.5% 1.6612
Low 1.6530 1.6702 0.0172 1.0% 1.6377
Close 1.6650 1.6622 -0.0028 -0.2% 1.6650
Range 0.0082 0.0000 -0.0082 -100.0% 0.0235
ATR 0.0065 0.0064 -0.0001 -1.4% 0.0000
Volume 2 2 0 0.0% 8
Daily Pivots for day following 02-May-2011
Classic Woodie Camarilla DeMark
R4 1.6675 1.6649 1.6622
R3 1.6675 1.6649 1.6622
R2 1.6675 1.6675 1.6622
R1 1.6649 1.6649 1.6622 1.6662
PP 1.6675 1.6675 1.6675 1.6682
S1 1.6649 1.6649 1.6622 1.6662
S2 1.6675 1.6675 1.6622
S3 1.6675 1.6649 1.6622
S4 1.6675 1.6649 1.6622
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.7251 1.7186 1.6779
R3 1.7016 1.6951 1.6715
R2 1.6781 1.6781 1.6693
R1 1.6716 1.6716 1.6672 1.6749
PP 1.6546 1.6546 1.6546 1.6563
S1 1.6481 1.6481 1.6628 1.6514
S2 1.6311 1.6311 1.6607
S3 1.6076 1.6246 1.6585
S4 1.5841 1.6011 1.6521
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6702 1.6377 0.0325 2.0% 0.0028 0.2% 75% True False 1
10 1.6702 1.6191 0.0511 3.1% 0.0014 0.1% 84% True False 1
20 1.6702 1.6047 0.0655 3.9% 0.0007 0.0% 88% True False 1
40 1.6702 1.5923 0.0779 4.7% 0.0005 0.0% 90% True False 1
60 1.6702 1.5923 0.0779 4.7% 0.0003 0.0% 90% True False 2
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 True
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6702
2.618 1.6702
1.618 1.6702
1.000 1.6702
0.618 1.6702
HIGH 1.6702
0.618 1.6702
0.500 1.6702
0.382 1.6702
LOW 1.6702
0.618 1.6702
1.000 1.6702
1.618 1.6702
2.618 1.6702
4.250 1.6702
Fisher Pivots for day following 02-May-2011
Pivot 1 day 3 day
R1 1.6702 1.6620
PP 1.6675 1.6618
S1 1.6649 1.6616

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

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