CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 26-Aug-2011
Day Change Summary
Previous Current
25-Aug-2011 26-Aug-2011 Change Change % Previous Week
Open 1.6352 1.6298 -0.0054 -0.3% 1.6450
High 1.6352 1.6298 -0.0054 -0.3% 1.6467
Low 1.6352 1.6298 -0.0054 -0.3% 1.6298
Close 1.6249 1.6298 0.0049 0.3% 1.6298
Range
ATR 0.0060 0.0059 -0.0001 -1.3% 0.0000
Volume 10 1 -9 -90.0% 17
Daily Pivots for day following 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.6298 1.6298 1.6298
R3 1.6298 1.6298 1.6298
R2 1.6298 1.6298 1.6298
R1 1.6298 1.6298 1.6298 1.6298
PP 1.6298 1.6298 1.6298 1.6298
S1 1.6298 1.6298 1.6298 1.6298
S2 1.6298 1.6298 1.6298
S3 1.6298 1.6298 1.6298
S4 1.6298 1.6298 1.6298
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.6861 1.6749 1.6391
R3 1.6692 1.6580 1.6344
R2 1.6523 1.6523 1.6329
R1 1.6411 1.6411 1.6313 1.6383
PP 1.6354 1.6354 1.6354 1.6340
S1 1.6242 1.6242 1.6283 1.6214
S2 1.6185 1.6185 1.6267
S3 1.6016 1.6073 1.6252
S4 1.5847 1.5904 1.6205
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6467 1.6298 0.0169 1.0% 0.0000 0.0% 0% False True 3
10 1.6503 1.6298 0.0205 1.3% 0.0009 0.1% 0% False True 2
20 1.6503 1.6130 0.0373 2.3% 0.0007 0.0% 45% False False 2
40 1.6503 1.5863 0.0640 3.9% 0.0004 0.0% 68% False False 1
60 1.6503 1.5863 0.0640 3.9% 0.0002 0.0% 68% False False 1
80 1.6503 1.5863 0.0640 3.9% 0.0002 0.0% 68% 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 1.6298
2.618 1.6298
1.618 1.6298
1.000 1.6298
0.618 1.6298
HIGH 1.6298
0.618 1.6298
0.500 1.6298
0.382 1.6298
LOW 1.6298
0.618 1.6298
1.000 1.6298
1.618 1.6298
2.618 1.6298
4.250 1.6298
Fisher Pivots for day following 26-Aug-2011
Pivot 1 day 3 day
R1 1.6298 1.6344
PP 1.6298 1.6329
S1 1.6298 1.6313

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

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