CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 14-Sep-2011
Day Change Summary
Previous Current
13-Sep-2011 14-Sep-2011 Change Change % Previous Week
Open 1.5768 1.5732 -0.0036 -0.2% 1.5889
High 1.5768 1.5732 -0.0036 -0.2% 1.5932
Low 1.5768 1.5732 -0.0036 -0.2% 1.5823
Close 1.5768 1.5732 -0.0036 -0.2% 1.5823
Range
ATR 0.0068 0.0066 -0.0002 -3.4% 0.0000
Volume 2 2 0 0.0% 8
Daily Pivots for day following 14-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.5732 1.5732 1.5732
R3 1.5732 1.5732 1.5732
R2 1.5732 1.5732 1.5732
R1 1.5732 1.5732 1.5732 1.5732
PP 1.5732 1.5732 1.5732 1.5732
S1 1.5732 1.5732 1.5732 1.5732
S2 1.5732 1.5732 1.5732
S3 1.5732 1.5732 1.5732
S4 1.5732 1.5732 1.5732
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.6186 1.6114 1.5883
R3 1.6077 1.6005 1.5853
R2 1.5968 1.5968 1.5843
R1 1.5896 1.5896 1.5833 1.5878
PP 1.5859 1.5859 1.5859 1.5850
S1 1.5787 1.5787 1.5813 1.5769
S2 1.5750 1.5750 1.5803
S3 1.5641 1.5678 1.5793
S4 1.5532 1.5569 1.5763
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5919 1.5732 0.0187 1.2% 0.0000 0.0% 0% False True 2
10 1.6186 1.5732 0.0454 2.9% 0.0000 0.0% 0% False True 2
20 1.6514 1.5732 0.0782 5.0% 0.0000 0.0% 0% False True 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 1.5732
2.618 1.5732
1.618 1.5732
1.000 1.5732
0.618 1.5732
HIGH 1.5732
0.618 1.5732
0.500 1.5732
0.382 1.5732
LOW 1.5732
0.618 1.5732
1.000 1.5732
1.618 1.5732
2.618 1.5732
4.250 1.5732
Fisher Pivots for day following 14-Sep-2011
Pivot 1 day 3 day
R1 1.5732 1.5755
PP 1.5732 1.5747
S1 1.5732 1.5740

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

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