CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 12-Jul-2011
Day Change Summary
Previous Current
11-Jul-2011 12-Jul-2011 Change Change % Previous Week
Open 1.5863 1.5895 0.0032 0.2% 1.5998
High 1.5863 1.5895 0.0032 0.2% 1.5998
Low 1.5863 1.5895 0.0032 0.2% 1.5913
Close 1.5863 1.5895 0.0032 0.2% 1.5983
Range
ATR 0.0058 0.0056 -0.0002 -3.2% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 12-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.5895 1.5895 1.5895
R3 1.5895 1.5895 1.5895
R2 1.5895 1.5895 1.5895
R1 1.5895 1.5895 1.5895 1.5895
PP 1.5895 1.5895 1.5895 1.5895
S1 1.5895 1.5895 1.5895 1.5895
S2 1.5895 1.5895 1.5895
S3 1.5895 1.5895 1.5895
S4 1.5895 1.5895 1.5895
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 1.5983 1.5863 0.0120 0.8% 0.0000 0.0% 27% False False 1
10 1.6015 1.5863 0.0152 1.0% 0.0000 0.0% 21% False False 1
20 1.6315 1.5863 0.0452 2.8% 0.0000 0.0% 7% False False 1
40 1.6419 1.5863 0.0556 3.5% 0.0000 0.0% 6% 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 1.5895
2.618 1.5895
1.618 1.5895
1.000 1.5895
0.618 1.5895
HIGH 1.5895
0.618 1.5895
0.500 1.5895
0.382 1.5895
LOW 1.5895
0.618 1.5895
1.000 1.5895
1.618 1.5895
2.618 1.5895
4.250 1.5895
Fisher Pivots for day following 12-Jul-2011
Pivot 1 day 3 day
R1 1.5895 1.5923
PP 1.5895 1.5914
S1 1.5895 1.5904

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

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