CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 06-Sep-2011
Day Change Summary
Previous Current
02-Sep-2011 06-Sep-2011 Change Change % Previous Week
Open 1.6175 1.5905 -0.0270 -1.7% 1.6371
High 1.6175 1.5905 -0.0270 -1.7% 1.6371
Low 1.6175 1.5905 -0.0270 -1.7% 1.6140
Close 1.6171 1.5905 -0.0266 -1.6% 1.6171
Range
ATR 0.0061 0.0076 0.0015 23.9% 0.0000
Volume 1 10 9 900.0% 5
Daily Pivots for day following 06-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.5905 1.5905 1.5905
R3 1.5905 1.5905 1.5905
R2 1.5905 1.5905 1.5905
R1 1.5905 1.5905 1.5905 1.5905
PP 1.5905 1.5905 1.5905 1.5905
S1 1.5905 1.5905 1.5905 1.5905
S2 1.5905 1.5905 1.5905
S3 1.5905 1.5905 1.5905
S4 1.5905 1.5905 1.5905
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.6920 1.6777 1.6298
R3 1.6689 1.6546 1.6235
R2 1.6458 1.6458 1.6213
R1 1.6315 1.6315 1.6192 1.6271
PP 1.6227 1.6227 1.6227 1.6206
S1 1.6084 1.6084 1.6150 1.6040
S2 1.5996 1.5996 1.6129
S3 1.5765 1.5853 1.6107
S4 1.5534 1.5622 1.6044
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6272 1.5905 0.0367 2.3% 0.0000 0.0% 0% False True 2
10 1.6467 1.5905 0.0562 3.5% 0.0000 0.0% 0% False True 3
20 1.6503 1.5905 0.0598 3.8% 0.0004 0.0% 0% False True 2
40 1.6503 1.5895 0.0608 3.8% 0.0004 0.0% 2% False False 1
60 1.6503 1.5863 0.0640 4.0% 0.0002 0.0% 7% False False 1
80 1.6503 1.5863 0.0640 4.0% 0.0002 0.0% 7% 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 1.5905
2.618 1.5905
1.618 1.5905
1.000 1.5905
0.618 1.5905
HIGH 1.5905
0.618 1.5905
0.500 1.5905
0.382 1.5905
LOW 1.5905
0.618 1.5905
1.000 1.5905
1.618 1.5905
2.618 1.5905
4.250 1.5905
Fisher Pivots for day following 06-Sep-2011
Pivot 1 day 3 day
R1 1.5905 1.6040
PP 1.5905 1.5995
S1 1.5905 1.5950

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

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