CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 22-Jul-2011
Day Change Summary
Previous Current
21-Jul-2011 22-Jul-2011 Change Change % Previous Week
Open 1.6143 1.6297 0.0154 1.0% 1.6070
High 1.6280 1.6297 0.0017 0.1% 1.6297
Low 1.6130 1.6285 0.0155 1.0% 1.5996
Close 1.6286 1.6277 -0.0009 -0.1% 1.6277
Range 0.0150 0.0012 -0.0138 -92.0% 0.0301
ATR 0.0088 0.0083 -0.0005 -6.2% 0.0000
Volume 6 24 18 300.0% 93
Daily Pivots for day following 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.6322 1.6312 1.6284
R3 1.6310 1.6300 1.6280
R2 1.6298 1.6298 1.6279
R1 1.6288 1.6288 1.6278 1.6287
PP 1.6286 1.6286 1.6286 1.6286
S1 1.6276 1.6276 1.6276 1.6275
S2 1.6274 1.6274 1.6275
S3 1.6262 1.6264 1.6274
S4 1.6250 1.6252 1.6270
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.7093 1.6986 1.6443
R3 1.6792 1.6685 1.6360
R2 1.6491 1.6491 1.6332
R1 1.6384 1.6384 1.6305 1.6438
PP 1.6190 1.6190 1.6190 1.6217
S1 1.6083 1.6083 1.6249 1.6137
S2 1.5889 1.5889 1.6222
S3 1.5588 1.5782 1.6194
S4 1.5287 1.5481 1.6111
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6297 1.5996 0.0301 1.8% 0.0054 0.3% 93% True False 18
10 1.6297 1.5802 0.0495 3.0% 0.0070 0.4% 96% True False 34
20 1.6297 1.5802 0.0495 3.0% 0.0072 0.4% 96% True False 31
40 1.6415 1.5802 0.0613 3.8% 0.0051 0.3% 77% False False 22
60 1.6702 1.5802 0.0900 5.5% 0.0036 0.2% 53% False False 16
80 1.6702 1.5802 0.0900 5.5% 0.0028 0.2% 53% False False 12
100 1.6702 1.5802 0.0900 5.5% 0.0023 0.1% 53% False False 10
120 1.6702 1.5802 0.0900 5.5% 0.0019 0.1% 53% False False 9
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6348
2.618 1.6328
1.618 1.6316
1.000 1.6309
0.618 1.6304
HIGH 1.6297
0.618 1.6292
0.500 1.6291
0.382 1.6290
LOW 1.6285
0.618 1.6278
1.000 1.6273
1.618 1.6266
2.618 1.6254
4.250 1.6234
Fisher Pivots for day following 22-Jul-2011
Pivot 1 day 3 day
R1 1.6291 1.6251
PP 1.6286 1.6224
S1 1.6282 1.6198

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.