CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 09-Nov-2011
Day Change Summary
Previous Current
08-Nov-2011 09-Nov-2011 Change Change % Previous Week
Open 1.6077 1.5881 -0.0196 -1.2% 1.6094
High 1.6077 1.5881 -0.0196 -1.2% 1.6094
Low 1.6077 1.5881 -0.0196 -1.2% 1.5923
Close 1.6077 1.5881 -0.0196 -1.2% 1.6000
Range
ATR 0.0061 0.0071 0.0010 15.8% 0.0000
Volume 0 2 2 4
Daily Pivots for day following 09-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.5881 1.5881 1.5881
R3 1.5881 1.5881 1.5881
R2 1.5881 1.5881 1.5881
R1 1.5881 1.5881 1.5881 1.5881
PP 1.5881 1.5881 1.5881 1.5881
S1 1.5881 1.5881 1.5881 1.5881
S2 1.5881 1.5881 1.5881
S3 1.5881 1.5881 1.5881
S4 1.5881 1.5881 1.5881
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.6519 1.6430 1.6094
R3 1.6348 1.6259 1.6047
R2 1.6177 1.6177 1.6031
R1 1.6088 1.6088 1.6016 1.6047
PP 1.6006 1.6006 1.6006 1.5985
S1 1.5917 1.5917 1.5984 1.5876
S2 1.5835 1.5835 1.5969
S3 1.5664 1.5746 1.5953
S4 1.5493 1.5575 1.5906
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6077 1.5881 0.0196 1.2% 0.0003 0.0% 0% False True
10 1.6094 1.5881 0.0213 1.3% 0.0002 0.0% 0% False True 1
20 1.6094 1.5679 0.0415 2.6% 0.0001 0.0% 49% False False 1
40 1.6094 1.5322 0.0772 4.9% 0.0000 0.0% 72% False False 1
60 1.6514 1.5322 0.1192 7.5% 0.0000 0.0% 47% False False 1
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 1.5881
2.618 1.5881
1.618 1.5881
1.000 1.5881
0.618 1.5881
HIGH 1.5881
0.618 1.5881
0.500 1.5881
0.382 1.5881
LOW 1.5881
0.618 1.5881
1.000 1.5881
1.618 1.5881
2.618 1.5881
4.250 1.5881
Fisher Pivots for day following 09-Nov-2011
Pivot 1 day 3 day
R1 1.5881 1.5979
PP 1.5881 1.5946
S1 1.5881 1.5914

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

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