CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 13-Sep-2011
Day Change Summary
Previous Current
12-Sep-2011 13-Sep-2011 Change Change % Previous Week
Open 1.5790 1.5779 -0.0011 -0.1% 1.5905
High 1.5790 1.5779 -0.0011 -0.1% 1.6055
Low 1.5790 1.5779 -0.0011 -0.1% 1.5837
Close 1.5790 1.5779 -0.0011 -0.1% 1.5837
Range
ATR 0.0074 0.0069 -0.0004 -6.1% 0.0000
Volume 1 4 3 300.0% 22
Daily Pivots for day following 13-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.5779 1.5779 1.5779
R3 1.5779 1.5779 1.5779
R2 1.5779 1.5779 1.5779
R1 1.5779 1.5779 1.5779 1.5779
PP 1.5779 1.5779 1.5779 1.5779
S1 1.5779 1.5779 1.5779 1.5779
S2 1.5779 1.5779 1.5779
S3 1.5779 1.5779 1.5779
S4 1.5779 1.5779 1.5779
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.6564 1.6418 1.5957
R3 1.6346 1.6200 1.5897
R2 1.6128 1.6128 1.5877
R1 1.5982 1.5982 1.5857 1.5946
PP 1.5910 1.5910 1.5910 1.5892
S1 1.5764 1.5764 1.5817 1.5728
S2 1.5692 1.5692 1.5797
S3 1.5474 1.5546 1.5777
S4 1.5256 1.5328 1.5717
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6055 1.5779 0.0276 1.7% 0.0000 0.0% 0% False True 3
10 1.6272 1.5779 0.0493 3.1% 0.0000 0.0% 0% False True 3
20 1.6503 1.5779 0.0724 4.6% 0.0004 0.0% 0% False True 2
40 1.6503 1.5779 0.0724 4.6% 0.0004 0.0% 0% False True 2
60 1.6503 1.5779 0.0724 4.6% 0.0002 0.0% 0% False True 1
80 1.6503 1.5779 0.0724 4.6% 0.0002 0.0% 0% False True 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 1.5779
2.618 1.5779
1.618 1.5779
1.000 1.5779
0.618 1.5779
HIGH 1.5779
0.618 1.5779
0.500 1.5779
0.382 1.5779
LOW 1.5779
0.618 1.5779
1.000 1.5779
1.618 1.5779
2.618 1.5779
4.250 1.5779
Fisher Pivots for day following 13-Sep-2011
Pivot 1 day 3 day
R1 1.5779 1.5808
PP 1.5779 1.5798
S1 1.5779 1.5789

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

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