CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 08-Sep-2011
Day Change Summary
Previous Current
07-Sep-2011 08-Sep-2011 Change Change % Previous Week
Open 1.5932 1.5919 -0.0013 -0.1% 1.6352
High 1.5932 1.5919 -0.0013 -0.1% 1.6352
Low 1.5932 1.5919 -0.0013 -0.1% 1.6122
Close 1.5932 1.5919 -0.0013 -0.1% 1.6153
Range
ATR 0.0078 0.0074 -0.0005 -6.0% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 08-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.5919 1.5919 1.5919
R3 1.5919 1.5919 1.5919
R2 1.5919 1.5919 1.5919
R1 1.5919 1.5919 1.5919 1.5919
PP 1.5919 1.5919 1.5919 1.5919
S1 1.5919 1.5919 1.5919 1.5919
S2 1.5919 1.5919 1.5919
S3 1.5919 1.5919 1.5919
S4 1.5919 1.5919 1.5919
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.6899 1.6756 1.6280
R3 1.6669 1.6526 1.6216
R2 1.6439 1.6439 1.6195
R1 1.6296 1.6296 1.6174 1.6253
PP 1.6209 1.6209 1.6209 1.6187
S1 1.6066 1.6066 1.6132 1.6023
S2 1.5979 1.5979 1.6111
S3 1.5749 1.5836 1.6090
S4 1.5519 1.5606 1.6027
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6153 1.5889 0.0264 1.7% 0.0000 0.0% 11% False False 2
10 1.6352 1.5889 0.0463 2.9% 0.0000 0.0% 6% False False 2
20 1.6514 1.5889 0.0625 3.9% 0.0000 0.0% 5% False False 2
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 1.5919
2.618 1.5919
1.618 1.5919
1.000 1.5919
0.618 1.5919
HIGH 1.5919
0.618 1.5919
0.500 1.5919
0.382 1.5919
LOW 1.5919
0.618 1.5919
1.000 1.5919
1.618 1.5919
2.618 1.5919
4.250 1.5919
Fisher Pivots for day following 08-Sep-2011
Pivot 1 day 3 day
R1 1.5919 1.5916
PP 1.5919 1.5913
S1 1.5919 1.5911

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

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