CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 21-Oct-2011
Day Change Summary
Previous Current
20-Oct-2011 21-Oct-2011 Change Change % Previous Week
Open 1.5750 1.5900 0.0150 1.0% 1.5714
High 1.5750 1.5900 0.0150 1.0% 1.5900
Low 1.5750 1.5900 0.0150 1.0% 1.5679
Close 1.5750 1.5900 0.0150 1.0% 1.5900
Range
ATR 0.0070 0.0076 0.0006 8.1% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.5900 1.5900 1.5900
R3 1.5900 1.5900 1.5900
R2 1.5900 1.5900 1.5900
R1 1.5900 1.5900 1.5900 1.5900
PP 1.5900 1.5900 1.5900 1.5900
S1 1.5900 1.5900 1.5900 1.5900
S2 1.5900 1.5900 1.5900
S3 1.5900 1.5900 1.5900
S4 1.5900 1.5900 1.5900
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.6489 1.6416 1.6022
R3 1.6268 1.6195 1.5961
R2 1.6047 1.6047 1.5941
R1 1.5974 1.5974 1.5920 1.6011
PP 1.5826 1.5826 1.5826 1.5845
S1 1.5753 1.5753 1.5880 1.5790
S2 1.5605 1.5605 1.5859
S3 1.5384 1.5532 1.5839
S4 1.5163 1.5311 1.5778
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5900 1.5679 0.0221 1.4% 0.0000 0.0% 100% True False 2
10 1.5900 1.5558 0.0342 2.2% 0.0000 0.0% 100% True False 2
20 1.5900 1.5350 0.0550 3.5% 0.0000 0.0% 100% True False 2
40 1.6352 1.5322 0.1030 6.5% 0.0000 0.0% 56% 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 1.5900
2.618 1.5900
1.618 1.5900
1.000 1.5900
0.618 1.5900
HIGH 1.5900
0.618 1.5900
0.500 1.5900
0.382 1.5900
LOW 1.5900
0.618 1.5900
1.000 1.5900
1.618 1.5900
2.618 1.5900
4.250 1.5900
Fisher Pivots for day following 21-Oct-2011
Pivot 1 day 3 day
R1 1.5900 1.5871
PP 1.5900 1.5842
S1 1.5900 1.5813

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

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