CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 20-Jul-2011
Day Change Summary
Previous Current
19-Jul-2011 20-Jul-2011 Change Change % Previous Week
Open 1.6078 1.6118 0.0040 0.2% 1.5863
High 1.6078 1.6118 0.0040 0.2% 1.6085
Low 1.6078 1.6118 0.0040 0.2% 1.5863
Close 1.6078 1.6118 0.0040 0.2% 1.6080
Range
ATR 0.0060 0.0058 -0.0001 -2.3% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 20-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.6118 1.6118 1.6118
R3 1.6118 1.6118 1.6118
R2 1.6118 1.6118 1.6118
R1 1.6118 1.6118 1.6118 1.6118
PP 1.6118 1.6118 1.6118 1.6118
S1 1.6118 1.6118 1.6118 1.6118
S2 1.6118 1.6118 1.6118
S3 1.6118 1.6118 1.6118
S4 1.6118 1.6118 1.6118
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.6675 1.6600 1.6202
R3 1.6453 1.6378 1.6141
R2 1.6231 1.6231 1.6121
R1 1.6156 1.6156 1.6100 1.6194
PP 1.6009 1.6009 1.6009 1.6028
S1 1.5934 1.5934 1.6060 1.5972
S2 1.5787 1.5787 1.6039
S3 1.5565 1.5712 1.6019
S4 1.5343 1.5490 1.5958
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6118 1.6005 0.0113 0.7% 0.0000 0.0% 100% True False 1
10 1.6118 1.5863 0.0255 1.6% 0.0000 0.0% 100% True False 1
20 1.6118 1.5863 0.0255 1.6% 0.0000 0.0% 100% True False 1
40 1.6419 1.5863 0.0556 3.4% 0.0000 0.0% 46% 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 1.6118
2.618 1.6118
1.618 1.6118
1.000 1.6118
0.618 1.6118
HIGH 1.6118
0.618 1.6118
0.500 1.6118
0.382 1.6118
LOW 1.6118
0.618 1.6118
1.000 1.6118
1.618 1.6118
2.618 1.6118
4.250 1.6118
Fisher Pivots for day following 20-Jul-2011
Pivot 1 day 3 day
R1 1.6118 1.6099
PP 1.6118 1.6080
S1 1.6118 1.6062

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

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