CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 06-Jun-2011
Day Change Summary
Previous Current
03-Jun-2011 06-Jun-2011 Change Change % Previous Week
Open 1.6330 1.6311 -0.0019 -0.1% 1.6406
High 1.6345 1.6311 -0.0034 -0.2% 1.6406
Low 1.6330 1.6311 -0.0019 -0.1% 1.6270
Close 1.6372 1.6307 -0.0065 -0.4% 1.6372
Range 0.0015 0.0000 -0.0015 -100.0% 0.0136
ATR 0.0068 0.0067 0.0000 -0.7% 0.0000
Volume 10 12 2 20.0% 13
Daily Pivots for day following 06-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.6310 1.6308 1.6307
R3 1.6310 1.6308 1.6307
R2 1.6310 1.6310 1.6307
R1 1.6308 1.6308 1.6307 1.6309
PP 1.6310 1.6310 1.6310 1.6310
S1 1.6308 1.6308 1.6307 1.6309
S2 1.6310 1.6310 1.6307
S3 1.6310 1.6308 1.6307
S4 1.6310 1.6308 1.6307
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.6757 1.6701 1.6447
R3 1.6621 1.6565 1.6409
R2 1.6485 1.6485 1.6397
R1 1.6429 1.6429 1.6384 1.6389
PP 1.6349 1.6349 1.6349 1.6330
S1 1.6293 1.6293 1.6360 1.6253
S2 1.6213 1.6213 1.6347
S3 1.6077 1.6157 1.6335
S4 1.5941 1.6021 1.6297
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6406 1.6270 0.0136 0.8% 0.0013 0.1% 27% False False 5
10 1.6406 1.6071 0.0335 2.1% 0.0007 0.0% 70% False False 6
20 1.6406 1.6071 0.0335 2.1% 0.0003 0.0% 70% False False 5
40 1.6702 1.6071 0.0631 3.9% 0.0006 0.0% 37% False False 3
60 1.6702 1.5923 0.0779 4.8% 0.0004 0.0% 49% False False 2
80 1.6702 1.5923 0.0779 4.8% 0.0003 0.0% 49% False 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 False
Stretch 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6311
2.618 1.6311
1.618 1.6311
1.000 1.6311
0.618 1.6311
HIGH 1.6311
0.618 1.6311
0.500 1.6311
0.382 1.6311
LOW 1.6311
0.618 1.6311
1.000 1.6311
1.618 1.6311
2.618 1.6311
4.250 1.6311
Fisher Pivots for day following 06-Jun-2011
Pivot 1 day 3 day
R1 1.6311 1.6308
PP 1.6310 1.6307
S1 1.6308 1.6307

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

View Archives - Comment on this page... - Back to Index of Symbols