CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 21-Sep-2011
Day Change Summary
Previous Current
20-Sep-2011 21-Sep-2011 Change Change % Previous Week
Open 1.5690 1.5540 -0.0150 -1.0% 1.5778
High 1.5690 1.5540 -0.0150 -1.0% 1.5778
Low 1.5690 1.5540 -0.0150 -1.0% 1.5732
Close 1.5690 1.5540 -0.0150 -1.0% 1.5749
Range
ATR 0.0061 0.0068 0.0006 10.3% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 21-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.5540 1.5540 1.5540
R3 1.5540 1.5540 1.5540
R2 1.5540 1.5540 1.5540
R1 1.5540 1.5540 1.5540 1.5540
PP 1.5540 1.5540 1.5540 1.5540
S1 1.5540 1.5540 1.5540 1.5540
S2 1.5540 1.5540 1.5540
S3 1.5540 1.5540 1.5540
S4 1.5540 1.5540 1.5540
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 1.5540 0.0226 1.5% 0.0000 0.0% 0% False True 2
10 1.5919 1.5540 0.0379 2.4% 0.0000 0.0% 0% False True 2
20 1.6352 1.5540 0.0812 5.2% 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 1.5540
2.618 1.5540
1.618 1.5540
1.000 1.5540
0.618 1.5540
HIGH 1.5540
0.618 1.5540
0.500 1.5540
0.382 1.5540
LOW 1.5540
0.618 1.5540
1.000 1.5540
1.618 1.5540
2.618 1.5540
4.250 1.5540
Fisher Pivots for day following 21-Sep-2011
Pivot 1 day 3 day
R1 1.5540 1.5615
PP 1.5540 1.5590
S1 1.5540 1.5565

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

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