CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 09-Jun-2011
Day Change Summary
Previous Current
08-Jun-2011 09-Jun-2011 Change Change % Previous Week
Open 1.6323 1.6297 -0.0026 -0.2% 1.6380
High 1.6323 1.6297 -0.0026 -0.2% 1.6380
Low 1.6323 1.6297 -0.0026 -0.2% 1.6200
Close 1.6323 1.6297 -0.0026 -0.2% 1.6348
Range
ATR 0.0067 0.0064 -0.0003 -4.4% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 09-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.6297 1.6297 1.6297
R3 1.6297 1.6297 1.6297
R2 1.6297 1.6297 1.6297
R1 1.6297 1.6297 1.6297 1.6297
PP 1.6297 1.6297 1.6297 1.6297
S1 1.6297 1.6297 1.6297 1.6297
S2 1.6297 1.6297 1.6297
S3 1.6297 1.6297 1.6297
S4 1.6297 1.6297 1.6297
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.6849 1.6779 1.6447
R3 1.6669 1.6599 1.6398
R2 1.6489 1.6489 1.6381
R1 1.6419 1.6419 1.6365 1.6364
PP 1.6309 1.6309 1.6309 1.6282
S1 1.6239 1.6239 1.6332 1.6184
S2 1.6129 1.6129 1.6315
S3 1.5949 1.6059 1.6299
S4 1.5769 1.5879 1.6249
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6382 1.6283 0.0099 0.6% 0.0000 0.0% 14% False False 1
10 1.6419 1.6200 0.0219 1.3% 0.0000 0.0% 44% False False 1
20 1.6419 1.6064 0.0355 2.2% 0.0000 0.0% 66% False False 1
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 1.6297
2.618 1.6297
1.618 1.6297
1.000 1.6297
0.618 1.6297
HIGH 1.6297
0.618 1.6297
0.500 1.6297
0.382 1.6297
LOW 1.6297
0.618 1.6297
1.000 1.6297
1.618 1.6297
2.618 1.6297
4.250 1.6297
Fisher Pivots for day following 09-Jun-2011
Pivot 1 day 3 day
R1 1.6297 1.6340
PP 1.6297 1.6325
S1 1.6297 1.6311

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

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