CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 06-Jun-2011
Day Change Summary
Previous Current
03-Jun-2011 06-Jun-2011 Change Change % Previous Week
Open 1.6348 1.6283 -0.0065 -0.4% 1.6380
High 1.6348 1.6283 -0.0065 -0.4% 1.6380
Low 1.6348 1.6283 -0.0065 -0.4% 1.6200
Close 1.6348 1.6283 -0.0065 -0.4% 1.6348
Range
ATR 0.0066 0.0066 0.0000 -0.1% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 06-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.6283 1.6283 1.6283
R3 1.6283 1.6283 1.6283
R2 1.6283 1.6283 1.6283
R1 1.6283 1.6283 1.6283 1.6283
PP 1.6283 1.6283 1.6283 1.6283
S1 1.6283 1.6283 1.6283 1.6283
S2 1.6283 1.6283 1.6283
S3 1.6283 1.6283 1.6283
S4 1.6283 1.6283 1.6283
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.6849 1.6779 1.6447
R3 1.6669 1.6599 1.6398
R2 1.6489 1.6489 1.6381
R1 1.6419 1.6419 1.6365 1.6364
PP 1.6309 1.6309 1.6309 1.6282
S1 1.6239 1.6239 1.6332 1.6184
S2 1.6129 1.6129 1.6315
S3 1.5949 1.6059 1.6299
S4 1.5769 1.5879 1.6249
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6380 1.6200 0.0180 1.1% 0.0000 0.0% 46% False False 1
10 1.6419 1.6087 0.0332 2.0% 0.0000 0.0% 59% False False 1
20 1.6419 1.6064 0.0355 2.2% 0.0000 0.0% 62% 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 1.6283
2.618 1.6283
1.618 1.6283
1.000 1.6283
0.618 1.6283
HIGH 1.6283
0.618 1.6283
0.500 1.6283
0.382 1.6283
LOW 1.6283
0.618 1.6283
1.000 1.6283
1.618 1.6283
2.618 1.6283
4.250 1.6283
Fisher Pivots for day following 06-Jun-2011
Pivot 1 day 3 day
R1 1.6283 1.6280
PP 1.6283 1.6277
S1 1.6283 1.6274

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

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