CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 22-Aug-2011
Day Change Summary
Previous Current
19-Aug-2011 22-Aug-2011 Change Change % Previous Week
Open 1.6448 1.6450 0.0002 0.0% 1.6350
High 1.6448 1.6450 0.0002 0.0% 1.6503
Low 1.6448 1.6450 0.0002 0.0% 1.6350
Close 1.6448 1.6450 0.0002 0.0% 1.6448
Range
ATR 0.0070 0.0065 -0.0005 -6.9% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 22-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.6450 1.6450 1.6450
R3 1.6450 1.6450 1.6450
R2 1.6450 1.6450 1.6450
R1 1.6450 1.6450 1.6450 1.6450
PP 1.6450 1.6450 1.6450 1.6450
S1 1.6450 1.6450 1.6450 1.6450
S2 1.6450 1.6450 1.6450
S3 1.6450 1.6450 1.6450
S4 1.6450 1.6450 1.6450
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.6893 1.6823 1.6532
R3 1.6740 1.6670 1.6490
R2 1.6587 1.6587 1.6476
R1 1.6517 1.6517 1.6462 1.6552
PP 1.6434 1.6434 1.6434 1.6451
S1 1.6364 1.6364 1.6434 1.6399
S2 1.6281 1.6281 1.6420
S3 1.6128 1.6211 1.6406
S4 1.5975 1.6058 1.6364
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6503 1.6400 0.0103 0.6% 0.0017 0.1% 49% False False 2
10 1.6503 1.6130 0.0373 2.3% 0.0009 0.1% 86% False False 1
20 1.6503 1.6130 0.0373 2.3% 0.0007 0.0% 86% False False 1
40 1.6503 1.5863 0.0640 3.9% 0.0004 0.0% 92% False False 1
60 1.6503 1.5863 0.0640 3.9% 0.0002 0.0% 92% 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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.6450
2.618 1.6450
1.618 1.6450
1.000 1.6450
0.618 1.6450
HIGH 1.6450
0.618 1.6450
0.500 1.6450
0.382 1.6450
LOW 1.6450
0.618 1.6450
1.000 1.6450
1.618 1.6450
2.618 1.6450
4.250 1.6450
Fisher Pivots for day following 22-Aug-2011
Pivot 1 day 3 day
R1 1.6450 1.6459
PP 1.6450 1.6456
S1 1.6450 1.6453

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

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