CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 08-Sep-2011
Day Change Summary
Previous Current
07-Sep-2011 08-Sep-2011 Change Change % Previous Week
Open 1.5916 1.6055 0.0139 0.9% 1.6371
High 1.5916 1.6055 0.0139 0.9% 1.6371
Low 1.5916 1.6055 0.0139 0.9% 1.6140
Close 1.5948 1.5936 -0.0012 -0.1% 1.6171
Range
ATR 0.0071 0.0074 0.0003 3.6% 0.0000
Volume 10 1 -9 -90.0% 5
Daily Pivots for day following 08-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.6015 1.5976 1.5936
R3 1.6015 1.5976 1.5936
R2 1.6015 1.6015 1.5936
R1 1.5976 1.5976 1.5936 1.5996
PP 1.6015 1.6015 1.6015 1.6025
S1 1.5976 1.5976 1.5936 1.5996
S2 1.6015 1.6015 1.5936
S3 1.6015 1.5976 1.5936
S4 1.6015 1.5976 1.5936
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 1.6175 1.5905 0.0270 1.7% 0.0000 0.0% 11% False False 4
10 1.6371 1.5905 0.0466 2.9% 0.0000 0.0% 7% False False 3
20 1.6503 1.5905 0.0598 3.8% 0.0004 0.0% 5% False False 2
40 1.6503 1.5905 0.0598 3.8% 0.0004 0.0% 5% False False 2
60 1.6503 1.5863 0.0640 4.0% 0.0002 0.0% 11% False False 1
80 1.6503 1.5863 0.0640 4.0% 0.0002 0.0% 11% 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 1.6055
2.618 1.6055
1.618 1.6055
1.000 1.6055
0.618 1.6055
HIGH 1.6055
0.618 1.6055
0.500 1.6055
0.382 1.6055
LOW 1.6055
0.618 1.6055
1.000 1.6055
1.618 1.6055
2.618 1.6055
4.250 1.6055
Fisher Pivots for day following 08-Sep-2011
Pivot 1 day 3 day
R1 1.6055 1.5980
PP 1.6015 1.5965
S1 1.5976 1.5951

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

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