CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 11-Jul-2011
Day Change Summary
Previous Current
08-Jul-2011 11-Jul-2011 Change Change % Previous Week
Open 1.5983 1.5863 -0.0120 -0.8% 1.5998
High 1.5983 1.5863 -0.0120 -0.8% 1.5998
Low 1.5983 1.5863 -0.0120 -0.8% 1.5913
Close 1.5983 1.5863 -0.0120 -0.8% 1.5983
Range
ATR 0.0053 0.0058 0.0005 8.9% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 11-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.5863 1.5863 1.5863
R3 1.5863 1.5863 1.5863
R2 1.5863 1.5863 1.5863
R1 1.5863 1.5863 1.5863 1.5863
PP 1.5863 1.5863 1.5863 1.5863
S1 1.5863 1.5863 1.5863 1.5863
S2 1.5863 1.5863 1.5863
S3 1.5863 1.5863 1.5863
S4 1.5863 1.5863 1.5863
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.6220 1.6186 1.6030
R3 1.6135 1.6101 1.6006
R2 1.6050 1.6050 1.5999
R1 1.6016 1.6016 1.5991 1.5991
PP 1.5965 1.5965 1.5965 1.5952
S1 1.5931 1.5931 1.5975 1.5906
S2 1.5880 1.5880 1.5967
S3 1.5795 1.5846 1.5960
S4 1.5710 1.5761 1.5936
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5998 1.5863 0.0135 0.9% 0.0000 0.0% 0% False True 1
10 1.6015 1.5863 0.0152 1.0% 0.0000 0.0% 0% False True 1
20 1.6315 1.5863 0.0452 2.8% 0.0000 0.0% 0% False True 1
40 1.6419 1.5863 0.0556 3.5% 0.0000 0.0% 0% False True 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 1.5863
2.618 1.5863
1.618 1.5863
1.000 1.5863
0.618 1.5863
HIGH 1.5863
0.618 1.5863
0.500 1.5863
0.382 1.5863
LOW 1.5863
0.618 1.5863
1.000 1.5863
1.618 1.5863
2.618 1.5863
4.250 1.5863
Fisher Pivots for day following 11-Jul-2011
Pivot 1 day 3 day
R1 1.5863 1.5923
PP 1.5863 1.5903
S1 1.5863 1.5883

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

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