CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 29-Sep-2011
Day Change Summary
Previous Current
28-Sep-2011 29-Sep-2011 Change Change % Previous Week
Open 1.5614 1.5600 -0.0014 -0.1% 1.5687
High 1.5641 1.5647 0.0006 0.0% 1.5718
Low 1.5553 1.5600 0.0047 0.3% 1.5312
Close 1.5578 1.5568 -0.0010 -0.1% 1.5401
Range 0.0088 0.0047 -0.0041 -46.6% 0.0406
ATR 0.0095 0.0093 -0.0002 -1.9% 0.0000
Volume 11 23 12 109.1% 201
Daily Pivots for day following 29-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.5746 1.5704 1.5594
R3 1.5699 1.5657 1.5581
R2 1.5652 1.5652 1.5577
R1 1.5610 1.5610 1.5572 1.5608
PP 1.5605 1.5605 1.5605 1.5604
S1 1.5563 1.5563 1.5564 1.5561
S2 1.5558 1.5558 1.5559
S3 1.5511 1.5516 1.5555
S4 1.5464 1.5469 1.5542
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 1.5668 1.5383 0.0285 1.8% 0.0080 0.5% 65% False False 31
10 1.5762 1.5312 0.0450 2.9% 0.0072 0.5% 57% False False 26
20 1.6175 1.5312 0.0863 5.5% 0.0036 0.2% 30% False False 15
40 1.6503 1.5312 0.1191 7.7% 0.0022 0.1% 21% False False 8
60 1.6503 1.5312 0.1191 7.7% 0.0014 0.1% 21% False False 6
80 1.6503 1.5312 0.1191 7.7% 0.0011 0.1% 21% False False 4
100 1.6503 1.5312 0.1191 7.7% 0.0009 0.1% 21% False False 4
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0010
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.5847
2.618 1.5770
1.618 1.5723
1.000 1.5694
0.618 1.5676
HIGH 1.5647
0.618 1.5629
0.500 1.5624
0.382 1.5618
LOW 1.5600
0.618 1.5571
1.000 1.5553
1.618 1.5524
2.618 1.5477
4.250 1.5400
Fisher Pivots for day following 29-Sep-2011
Pivot 1 day 3 day
R1 1.5624 1.5611
PP 1.5605 1.5596
S1 1.5587 1.5582

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

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