CME British Pound Future December 2011


Trading Metrics calculated at close of trading on 22-Nov-2011
Day Change Summary
Previous Current
21-Nov-2011 22-Nov-2011 Change Change % Previous Week
Open 1.5783 1.5642 -0.0141 -0.9% 1.6063
High 1.5787 1.5688 -0.0099 -0.6% 1.6090
Low 1.5607 1.5577 -0.0030 -0.2% 1.5686
Close 1.5641 1.5621 -0.0020 -0.1% 1.5780
Range 0.0180 0.0111 -0.0069 -38.3% 0.0404
ATR 0.0154 0.0151 -0.0003 -2.0% 0.0000
Volume 82,134 72,699 -9,435 -11.5% 416,718
Daily Pivots for day following 22-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.5962 1.5902 1.5682
R3 1.5851 1.5791 1.5652
R2 1.5740 1.5740 1.5641
R1 1.5680 1.5680 1.5631 1.5655
PP 1.5629 1.5629 1.5629 1.5616
S1 1.5569 1.5569 1.5611 1.5544
S2 1.5518 1.5518 1.5601
S3 1.5407 1.5458 1.5590
S4 1.5296 1.5347 1.5560
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.7064 1.6826 1.6002
R3 1.6660 1.6422 1.5891
R2 1.6256 1.6256 1.5854
R1 1.6018 1.6018 1.5817 1.5935
PP 1.5852 1.5852 1.5852 1.5811
S1 1.5614 1.5614 1.5743 1.5531
S2 1.5448 1.5448 1.5706
S3 1.5044 1.5210 1.5669
S4 1.4640 1.4806 1.5558
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5885 1.5577 0.0308 2.0% 0.0134 0.9% 14% False True 83,023
10 1.6114 1.5577 0.0537 3.4% 0.0155 1.0% 8% False True 86,764
20 1.6158 1.5577 0.0581 3.7% 0.0151 1.0% 8% False True 93,788
40 1.6158 1.5179 0.0979 6.3% 0.0154 1.0% 45% False False 100,100
60 1.6398 1.5179 0.1219 7.8% 0.0150 1.0% 36% False False 85,999
80 1.6586 1.5179 0.1407 9.0% 0.0145 0.9% 31% False False 64,527
100 1.6586 1.5179 0.1407 9.0% 0.0132 0.8% 31% False False 51,627
120 1.6586 1.5179 0.1407 9.0% 0.0118 0.8% 31% False False 43,026
Crabel Price Patterns
NR True
NR4 True
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 0.0029
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6160
2.618 1.5979
1.618 1.5868
1.000 1.5799
0.618 1.5757
HIGH 1.5688
0.618 1.5646
0.500 1.5633
0.382 1.5619
LOW 1.5577
0.618 1.5508
1.000 1.5466
1.618 1.5397
2.618 1.5286
4.250 1.5105
Fisher Pivots for day following 22-Nov-2011
Pivot 1 day 3 day
R1 1.5633 1.5731
PP 1.5629 1.5694
S1 1.5625 1.5658

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.