CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 20-Jun-2011
Day Change Summary
Previous Current
17-Jun-2011 20-Jun-2011 Change Change % Previous Week
Open 1.6120 1.6125 0.0005 0.0% 1.6310
High 1.6120 1.6125 0.0005 0.0% 1.6315
Low 1.6120 1.6125 0.0005 0.0% 1.6049
Close 1.6120 1.6125 0.0005 0.0% 1.6120
Range
ATR 0.0077 0.0071 -0.0005 -6.7% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 20-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.6125 1.6125 1.6125
R3 1.6125 1.6125 1.6125
R2 1.6125 1.6125 1.6125
R1 1.6125 1.6125 1.6125 1.6125
PP 1.6125 1.6125 1.6125 1.6125
S1 1.6125 1.6125 1.6125 1.6125
S2 1.6125 1.6125 1.6125
S3 1.6125 1.6125 1.6125
S4 1.6125 1.6125 1.6125
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.6959 1.6806 1.6266
R3 1.6693 1.6540 1.6193
R2 1.6427 1.6427 1.6169
R1 1.6274 1.6274 1.6144 1.6218
PP 1.6161 1.6161 1.6161 1.6133
S1 1.6008 1.6008 1.6096 1.5952
S2 1.5895 1.5895 1.6071
S3 1.5629 1.5742 1.6047
S4 1.5363 1.5476 1.5974
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6315 1.6049 0.0266 1.6% 0.0000 0.0% 29% False False 1
10 1.6382 1.6049 0.0333 2.1% 0.0000 0.0% 23% False False 1
20 1.6419 1.6049 0.0370 2.3% 0.0000 0.0% 21% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.6125
2.618 1.6125
1.618 1.6125
1.000 1.6125
0.618 1.6125
HIGH 1.6125
0.618 1.6125
0.500 1.6125
0.382 1.6125
LOW 1.6125
0.618 1.6125
1.000 1.6125
1.618 1.6125
2.618 1.6125
4.250 1.6125
Fisher Pivots for day following 20-Jun-2011
Pivot 1 day 3 day
R1 1.6125 1.6112
PP 1.6125 1.6100
S1 1.6125 1.6087

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

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