CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 18-Aug-2011
Day Change Summary
Previous Current
17-Aug-2011 18-Aug-2011 Change Change % Previous Week
Open 1.6503 1.6470 -0.0033 -0.2% 1.6320
High 1.6503 1.6470 -0.0033 -0.2% 1.6320
Low 1.6481 1.6470 -0.0011 -0.1% 1.6130
Close 1.6531 1.6470 -0.0061 -0.4% 1.6247
Range 0.0022 0.0000 -0.0022 -100.0% 0.0190
ATR 0.0075 0.0074 -0.0001 -1.3% 0.0000
Volume 4 2 -2 -50.0% 7
Daily Pivots for day following 18-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.6470 1.6470 1.6470
R3 1.6470 1.6470 1.6470
R2 1.6470 1.6470 1.6470
R1 1.6470 1.6470 1.6470 1.6470
PP 1.6470 1.6470 1.6470 1.6470
S1 1.6470 1.6470 1.6470 1.6470
S2 1.6470 1.6470 1.6470
S3 1.6470 1.6470 1.6470
S4 1.6470 1.6470 1.6470
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 1.6503 1.6247 0.0256 1.6% 0.0017 0.1% 87% False False 1
10 1.6503 1.6130 0.0373 2.3% 0.0014 0.1% 91% False False 2
20 1.6503 1.6130 0.0373 2.3% 0.0007 0.0% 91% False False 1
40 1.6503 1.5863 0.0640 3.9% 0.0004 0.0% 95% False False 1
60 1.6503 1.5863 0.0640 3.9% 0.0002 0.0% 95% 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 False
Stretch 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6470
2.618 1.6470
1.618 1.6470
1.000 1.6470
0.618 1.6470
HIGH 1.6470
0.618 1.6470
0.500 1.6470
0.382 1.6470
LOW 1.6470
0.618 1.6470
1.000 1.6470
1.618 1.6470
2.618 1.6470
4.250 1.6470
Fisher Pivots for day following 18-Aug-2011
Pivot 1 day 3 day
R1 1.6470 1.6464
PP 1.6470 1.6458
S1 1.6470 1.6452

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

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