CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 16-Sep-2011
Day Change Summary
Previous Current
15-Sep-2011 16-Sep-2011 Change Change % Previous Week
Open 1.5780 1.5762 -0.0018 -0.1% 1.5790
High 1.5780 1.5762 -0.0018 -0.1% 1.5790
Low 1.5780 1.5762 -0.0018 -0.1% 1.5745
Close 1.5780 1.5762 -0.0018 -0.1% 1.5762
Range
ATR 0.0064 0.0061 -0.0003 -5.1% 0.0000
Volume 4 4 0 0.0% 17
Daily Pivots for day following 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.5762 1.5762 1.5762
R3 1.5762 1.5762 1.5762
R2 1.5762 1.5762 1.5762
R1 1.5762 1.5762 1.5762 1.5762
PP 1.5762 1.5762 1.5762 1.5762
S1 1.5762 1.5762 1.5762 1.5762
S2 1.5762 1.5762 1.5762
S3 1.5762 1.5762 1.5762
S4 1.5762 1.5762 1.5762
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.5901 1.5876 1.5787
R3 1.5856 1.5831 1.5774
R2 1.5811 1.5811 1.5770
R1 1.5786 1.5786 1.5766 1.5776
PP 1.5766 1.5766 1.5766 1.5761
S1 1.5741 1.5741 1.5758 1.5731
S2 1.5721 1.5721 1.5754
S3 1.5676 1.5696 1.5750
S4 1.5631 1.5651 1.5737
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5790 1.5745 0.0045 0.3% 0.0000 0.0% 38% False False 3
10 1.6175 1.5745 0.0430 2.7% 0.0000 0.0% 4% False False 4
20 1.6467 1.5745 0.0722 4.6% 0.0000 0.0% 2% False False 3
40 1.6503 1.5745 0.0758 4.8% 0.0004 0.0% 2% False False 2
60 1.6503 1.5745 0.0758 4.8% 0.0002 0.0% 2% False False 1
80 1.6503 1.5745 0.0758 4.8% 0.0002 0.0% 2% 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 1.5762
2.618 1.5762
1.618 1.5762
1.000 1.5762
0.618 1.5762
HIGH 1.5762
0.618 1.5762
0.500 1.5762
0.382 1.5762
LOW 1.5762
0.618 1.5762
1.000 1.5762
1.618 1.5762
2.618 1.5762
4.250 1.5762
Fisher Pivots for day following 16-Sep-2011
Pivot 1 day 3 day
R1 1.5762 1.5763
PP 1.5762 1.5762
S1 1.5762 1.5762

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

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