CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 26-Sep-2011
Day Change Summary
Previous Current
23-Sep-2011 26-Sep-2011 Change Change % Previous Week
Open 1.5383 1.5433 0.0050 0.3% 1.5687
High 1.5452 1.5531 0.0079 0.5% 1.5718
Low 1.5383 1.5433 0.0050 0.3% 1.5312
Close 1.5401 1.5500 0.0099 0.6% 1.5401
Range 0.0069 0.0098 0.0029 42.0% 0.0406
ATR 0.0086 0.0090 0.0003 3.6% 0.0000
Volume 92 15 -77 -83.7% 201
Daily Pivots for day following 26-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.5782 1.5739 1.5554
R3 1.5684 1.5641 1.5527
R2 1.5586 1.5586 1.5518
R1 1.5543 1.5543 1.5509 1.5565
PP 1.5488 1.5488 1.5488 1.5499
S1 1.5445 1.5445 1.5491 1.5467
S2 1.5390 1.5390 1.5482
S3 1.5292 1.5347 1.5473
S4 1.5194 1.5249 1.5446
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.6695 1.6454 1.5624
R3 1.6289 1.6048 1.5513
R2 1.5883 1.5883 1.5475
R1 1.5642 1.5642 1.5438 1.5560
PP 1.5477 1.5477 1.5477 1.5436
S1 1.5236 1.5236 1.5364 1.5154
S2 1.5071 1.5071 1.5327
S3 1.4665 1.4830 1.5289
S4 1.4259 1.4424 1.5178
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5718 1.5312 0.0406 2.6% 0.0086 0.6% 46% False False 42
10 1.5780 1.5312 0.0468 3.0% 0.0049 0.3% 40% False False 23
20 1.6371 1.5312 0.1059 6.8% 0.0024 0.2% 18% False False 13
40 1.6503 1.5312 0.1191 7.7% 0.0016 0.1% 16% False False 7
60 1.6503 1.5312 0.1191 7.7% 0.0011 0.1% 16% False False 5
80 1.6503 1.5312 0.1191 7.7% 0.0008 0.1% 16% False False 4
100 1.6503 1.5312 0.1191 7.7% 0.0006 0.0% 16% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5948
2.618 1.5788
1.618 1.5690
1.000 1.5629
0.618 1.5592
HIGH 1.5531
0.618 1.5494
0.500 1.5482
0.382 1.5470
LOW 1.5433
0.618 1.5372
1.000 1.5335
1.618 1.5274
2.618 1.5176
4.250 1.5017
Fisher Pivots for day following 26-Sep-2011
Pivot 1 day 3 day
R1 1.5494 1.5474
PP 1.5488 1.5448
S1 1.5482 1.5422

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

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