CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 20-Sep-2011
Day Change Summary
Previous Current
19-Sep-2011 20-Sep-2011 Change Change % Previous Week
Open 1.5652 1.5690 0.0038 0.2% 1.5778
High 1.5652 1.5690 0.0038 0.2% 1.5778
Low 1.5652 1.5690 0.0038 0.2% 1.5732
Close 1.5652 1.5690 0.0038 0.2% 1.5749
Range
ATR 0.0063 0.0061 -0.0002 -2.8% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 20-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.5690 1.5690 1.5690
R3 1.5690 1.5690 1.5690
R2 1.5690 1.5690 1.5690
R1 1.5690 1.5690 1.5690 1.5690
PP 1.5690 1.5690 1.5690 1.5690
S1 1.5690 1.5690 1.5690 1.5690
S2 1.5690 1.5690 1.5690
S3 1.5690 1.5690 1.5690
S4 1.5690 1.5690 1.5690
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.5891 1.5866 1.5774
R3 1.5845 1.5820 1.5762
R2 1.5799 1.5799 1.5757
R1 1.5774 1.5774 1.5753 1.5764
PP 1.5753 1.5753 1.5753 1.5748
S1 1.5728 1.5728 1.5745 1.5718
S2 1.5707 1.5707 1.5741
S3 1.5661 1.5682 1.5736
S4 1.5615 1.5636 1.5724
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5766 1.5652 0.0114 0.7% 0.0000 0.0% 33% False False 2
10 1.5932 1.5652 0.0280 1.8% 0.0000 0.0% 14% False False 2
20 1.6450 1.5652 0.0798 5.1% 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 1.5690
2.618 1.5690
1.618 1.5690
1.000 1.5690
0.618 1.5690
HIGH 1.5690
0.618 1.5690
0.500 1.5690
0.382 1.5690
LOW 1.5690
0.618 1.5690
1.000 1.5690
1.618 1.5690
2.618 1.5690
4.250 1.5690
Fisher Pivots for day following 20-Sep-2011
Pivot 1 day 3 day
R1 1.5690 1.5701
PP 1.5690 1.5697
S1 1.5690 1.5694

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

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