CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 01-Nov-2011
Day Change Summary
Previous Current
31-Oct-2011 01-Nov-2011 Change Change % Previous Week
Open 1.6094 1.5924 -0.0170 -1.1% 1.5960
High 1.6094 1.5924 -0.0170 -1.1% 1.6075
Low 1.6094 1.5924 -0.0170 -1.1% 1.5916
Close 1.6094 1.5924 -0.0170 -1.1% 1.6074
Range
ATR 0.0067 0.0074 0.0007 11.0% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 01-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.5924 1.5924 1.5924
R3 1.5924 1.5924 1.5924
R2 1.5924 1.5924 1.5924
R1 1.5924 1.5924 1.5924 1.5924
PP 1.5924 1.5924 1.5924 1.5924
S1 1.5924 1.5924 1.5924 1.5924
S2 1.5924 1.5924 1.5924
S3 1.5924 1.5924 1.5924
S4 1.5924 1.5924 1.5924
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.6499 1.6445 1.6161
R3 1.6340 1.6286 1.6118
R2 1.6181 1.6181 1.6103
R1 1.6127 1.6127 1.6089 1.6154
PP 1.6022 1.6022 1.6022 1.6035
S1 1.5968 1.5968 1.6059 1.5995
S2 1.5863 1.5863 1.6045
S3 1.5704 1.5809 1.6030
S4 1.5545 1.5650 1.5987
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6094 1.5916 0.0178 1.1% 0.0000 0.0% 4% False False 2
10 1.6094 1.5725 0.0369 2.3% 0.0000 0.0% 54% False False 2
20 1.6094 1.5404 0.0690 4.3% 0.0000 0.0% 75% False False 2
40 1.6094 1.5322 0.0772 4.8% 0.0000 0.0% 78% False False 2
60 1.6514 1.5322 0.1192 7.5% 0.0000 0.0% 51% 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 1.5924
2.618 1.5924
1.618 1.5924
1.000 1.5924
0.618 1.5924
HIGH 1.5924
0.618 1.5924
0.500 1.5924
0.382 1.5924
LOW 1.5924
0.618 1.5924
1.000 1.5924
1.618 1.5924
2.618 1.5924
4.250 1.5924
Fisher Pivots for day following 01-Nov-2011
Pivot 1 day 3 day
R1 1.5924 1.6009
PP 1.5924 1.5981
S1 1.5924 1.5952

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

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