CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 10-Aug-2011
Day Change Summary
Previous Current
09-Aug-2011 10-Aug-2011 Change Change % Previous Week
Open 1.6180 1.6130 -0.0050 -0.3% 1.6261
High 1.6180 1.6130 -0.0050 -0.3% 1.6382
Low 1.6180 1.6130 -0.0050 -0.3% 1.6191
Close 1.6182 1.6130 -0.0052 -0.3% 1.6326
Range
ATR 0.0072 0.0070 -0.0001 -2.0% 0.0000
Volume 2 1 -1 -50.0% 13
Daily Pivots for day following 10-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.6130 1.6130 1.6130
R3 1.6130 1.6130 1.6130
R2 1.6130 1.6130 1.6130
R1 1.6130 1.6130 1.6130 1.6130
PP 1.6130 1.6130 1.6130 1.6130
S1 1.6130 1.6130 1.6130 1.6130
S2 1.6130 1.6130 1.6130
S3 1.6130 1.6130 1.6130
S4 1.6130 1.6130 1.6130
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 1.6320 1.6130 0.0190 1.2% 0.0011 0.1% 0% False True 3
10 1.6391 1.6130 0.0261 1.6% 0.0006 0.0% 0% False True 2
20 1.6391 1.6005 0.0386 2.4% 0.0003 0.0% 32% False False 1
40 1.6391 1.5863 0.0528 3.3% 0.0001 0.0% 51% False False 1
60 1.6419 1.5863 0.0556 3.4% 0.0001 0.0% 48% 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 1.6130
2.618 1.6130
1.618 1.6130
1.000 1.6130
0.618 1.6130
HIGH 1.6130
0.618 1.6130
0.500 1.6130
0.382 1.6130
LOW 1.6130
0.618 1.6130
1.000 1.6130
1.618 1.6130
2.618 1.6130
4.250 1.6130
Fisher Pivots for day following 10-Aug-2011
Pivot 1 day 3 day
R1 1.6130 1.6225
PP 1.6130 1.6193
S1 1.6130 1.6162

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

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