CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 08-Aug-2011
Day Change Summary
Previous Current
05-Aug-2011 08-Aug-2011 Change Change % Previous Week
Open 1.6248 1.6320 0.0072 0.4% 1.6261
High 1.6248 1.6320 0.0072 0.4% 1.6382
Low 1.6191 1.6320 0.0129 0.8% 1.6191
Close 1.6326 1.6320 -0.0006 0.0% 1.6326
Range 0.0057 0.0000 -0.0057 -100.0% 0.0191
ATR 0.0071 0.0067 -0.0005 -6.5% 0.0000
Volume 5 2 -3 -60.0% 13
Daily Pivots for day following 08-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.6320 1.6320 1.6320
R3 1.6320 1.6320 1.6320
R2 1.6320 1.6320 1.6320
R1 1.6320 1.6320 1.6320 1.6320
PP 1.6320 1.6320 1.6320 1.6320
S1 1.6320 1.6320 1.6320 1.6320
S2 1.6320 1.6320 1.6320
S3 1.6320 1.6320 1.6320
S4 1.6320 1.6320 1.6320
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.6873 1.6790 1.6431
R3 1.6682 1.6599 1.6379
R2 1.6491 1.6491 1.6361
R1 1.6408 1.6408 1.6344 1.6450
PP 1.6300 1.6300 1.6300 1.6320
S1 1.6217 1.6217 1.6308 1.6259
S2 1.6109 1.6109 1.6291
S3 1.5918 1.6026 1.6273
S4 1.5727 1.5835 1.6221
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6382 1.6191 0.0191 1.2% 0.0011 0.1% 68% False False 2
10 1.6391 1.6191 0.0200 1.2% 0.0006 0.0% 65% False False 1
20 1.6391 1.5895 0.0496 3.0% 0.0003 0.0% 86% False False 1
40 1.6391 1.5863 0.0528 3.2% 0.0001 0.0% 87% False False 1
60 1.6419 1.5863 0.0556 3.4% 0.0001 0.0% 82% False False 1
Crabel Price Patterns
NR True
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 True
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6320
2.618 1.6320
1.618 1.6320
1.000 1.6320
0.618 1.6320
HIGH 1.6320
0.618 1.6320
0.500 1.6320
0.382 1.6320
LOW 1.6320
0.618 1.6320
1.000 1.6320
1.618 1.6320
2.618 1.6320
4.250 1.6320
Fisher Pivots for day following 08-Aug-2011
Pivot 1 day 3 day
R1 1.6320 1.6299
PP 1.6320 1.6277
S1 1.6320 1.6256

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

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