CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 12-Aug-2011
Day Change Summary
Previous Current
11-Aug-2011 12-Aug-2011 Change Change % Previous Week
Open 1.6184 1.6247 0.0063 0.4% 1.6320
High 1.6184 1.6247 0.0063 0.4% 1.6320
Low 1.6184 1.6247 0.0063 0.4% 1.6130
Close 1.6184 1.6247 0.0063 0.4% 1.6247
Range
ATR 0.0069 0.0069 0.0000 -0.6% 0.0000
Volume 1 1 0 0.0% 7
Daily Pivots for day following 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.6247 1.6247 1.6247
R3 1.6247 1.6247 1.6247
R2 1.6247 1.6247 1.6247
R1 1.6247 1.6247 1.6247 1.6247
PP 1.6247 1.6247 1.6247 1.6247
S1 1.6247 1.6247 1.6247 1.6247
S2 1.6247 1.6247 1.6247
S3 1.6247 1.6247 1.6247
S4 1.6247 1.6247 1.6247
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.6802 1.6715 1.6352
R3 1.6612 1.6525 1.6299
R2 1.6422 1.6422 1.6282
R1 1.6335 1.6335 1.6264 1.6284
PP 1.6232 1.6232 1.6232 1.6207
S1 1.6145 1.6145 1.6230 1.6094
S2 1.6042 1.6042 1.6212
S3 1.5852 1.5955 1.6195
S4 1.5662 1.5765 1.6143
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% 0.0000 0.0% 62% False False 1
10 1.6382 1.6130 0.0252 1.6% 0.0006 0.0% 46% False False 2
20 1.6391 1.6005 0.0386 2.4% 0.0003 0.0% 63% False False 1
40 1.6391 1.5863 0.0528 3.2% 0.0001 0.0% 73% False False 1
60 1.6419 1.5863 0.0556 3.4% 0.0001 0.0% 69% 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 1.6247
2.618 1.6247
1.618 1.6247
1.000 1.6247
0.618 1.6247
HIGH 1.6247
0.618 1.6247
0.500 1.6247
0.382 1.6247
LOW 1.6247
0.618 1.6247
1.000 1.6247
1.618 1.6247
2.618 1.6247
4.250 1.6247
Fisher Pivots for day following 12-Aug-2011
Pivot 1 day 3 day
R1 1.6247 1.6228
PP 1.6247 1.6208
S1 1.6247 1.6189

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

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