CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 14-Jul-2011
Day Change Summary
Previous Current
13-Jul-2011 14-Jul-2011 Change Change % Previous Week
Open 1.6062 1.6085 0.0023 0.1% 1.5998
High 1.6062 1.6085 0.0023 0.1% 1.5998
Low 1.6062 1.6085 0.0023 0.1% 1.5913
Close 1.6062 1.6085 0.0023 0.1% 1.5983
Range
ATR 0.0064 0.0061 -0.0003 -4.6% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 14-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.6085 1.6085 1.6085
R3 1.6085 1.6085 1.6085
R2 1.6085 1.6085 1.6085
R1 1.6085 1.6085 1.6085 1.6085
PP 1.6085 1.6085 1.6085 1.6085
S1 1.6085 1.6085 1.6085 1.6085
S2 1.6085 1.6085 1.6085
S3 1.6085 1.6085 1.6085
S4 1.6085 1.6085 1.6085
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 1.6085 1.5863 0.0222 1.4% 0.0000 0.0% 100% True False 1
10 1.6085 1.5863 0.0222 1.4% 0.0000 0.0% 100% True False 1
20 1.6191 1.5863 0.0328 2.0% 0.0000 0.0% 68% False False 1
40 1.6419 1.5863 0.0556 3.5% 0.0000 0.0% 40% 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 1.6085
2.618 1.6085
1.618 1.6085
1.000 1.6085
0.618 1.6085
HIGH 1.6085
0.618 1.6085
0.500 1.6085
0.382 1.6085
LOW 1.6085
0.618 1.6085
1.000 1.6085
1.618 1.6085
2.618 1.6085
4.250 1.6085
Fisher Pivots for day following 14-Jul-2011
Pivot 1 day 3 day
R1 1.6085 1.6053
PP 1.6085 1.6022
S1 1.6085 1.5990

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

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