CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 26-Sep-2011
Day Change Summary
Previous Current
23-Sep-2011 26-Sep-2011 Change Change % Previous Week
Open 1.5391 1.5490 0.0099 0.6% 1.5652
High 1.5391 1.5490 0.0099 0.6% 1.5690
Low 1.5391 1.5490 0.0099 0.6% 1.5322
Close 1.5391 1.5490 0.0099 0.6% 1.5391
Range
ATR 0.0078 0.0079 0.0002 2.0% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 26-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.5490 1.5490 1.5490
R3 1.5490 1.5490 1.5490
R2 1.5490 1.5490 1.5490
R1 1.5490 1.5490 1.5490 1.5490
PP 1.5490 1.5490 1.5490 1.5490
S1 1.5490 1.5490 1.5490 1.5490
S2 1.5490 1.5490 1.5490
S3 1.5490 1.5490 1.5490
S4 1.5490 1.5490 1.5490
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.6572 1.6349 1.5593
R3 1.6204 1.5981 1.5492
R2 1.5836 1.5836 1.5458
R1 1.5613 1.5613 1.5425 1.5541
PP 1.5468 1.5468 1.5468 1.5431
S1 1.5245 1.5245 1.5357 1.5173
S2 1.5100 1.5100 1.5324
S3 1.4732 1.4877 1.5290
S4 1.4364 1.4509 1.5189
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5690 1.5322 0.0368 2.4% 0.0000 0.0% 46% False False 2
10 1.5768 1.5322 0.0446 2.9% 0.0000 0.0% 38% False False 2
20 1.6352 1.5322 0.1030 6.6% 0.0000 0.0% 16% False False 2
40 1.6514 1.5322 0.1192 7.7% 0.0000 0.0% 14% 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 1.5490
2.618 1.5490
1.618 1.5490
1.000 1.5490
0.618 1.5490
HIGH 1.5490
0.618 1.5490
0.500 1.5490
0.382 1.5490
LOW 1.5490
0.618 1.5490
1.000 1.5490
1.618 1.5490
2.618 1.5490
4.250 1.5490
Fisher Pivots for day following 26-Sep-2011
Pivot 1 day 3 day
R1 1.5490 1.5462
PP 1.5490 1.5434
S1 1.5490 1.5406

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

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