CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 30-Sep-2011
Day Change Summary
Previous Current
29-Sep-2011 30-Sep-2011 Change Change % Previous Week
Open 1.5600 1.5596 -0.0004 0.0% 1.5433
High 1.5647 1.5596 -0.0051 -0.3% 1.5668
Low 1.5600 1.5561 -0.0039 -0.3% 1.5433
Close 1.5568 1.5597 0.0029 0.2% 1.5597
Range 0.0047 0.0035 -0.0012 -25.5% 0.0235
ATR 0.0093 0.0089 -0.0004 -4.5% 0.0000
Volume 23 10 -13 -56.5% 74
Daily Pivots for day following 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.5690 1.5678 1.5616
R3 1.5655 1.5643 1.5607
R2 1.5620 1.5620 1.5603
R1 1.5608 1.5608 1.5600 1.5614
PP 1.5585 1.5585 1.5585 1.5588
S1 1.5573 1.5573 1.5594 1.5579
S2 1.5550 1.5550 1.5591
S3 1.5515 1.5538 1.5587
S4 1.5480 1.5503 1.5578
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.6271 1.6169 1.5726
R3 1.6036 1.5934 1.5662
R2 1.5801 1.5801 1.5640
R1 1.5699 1.5699 1.5619 1.5750
PP 1.5566 1.5566 1.5566 1.5592
S1 1.5464 1.5464 1.5575 1.5515
S2 1.5331 1.5331 1.5554
S3 1.5096 1.5229 1.5532
S4 1.4861 1.4994 1.5468
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5668 1.5433 0.0235 1.5% 0.0074 0.5% 70% False False 14
10 1.5718 1.5312 0.0406 2.6% 0.0076 0.5% 70% False False 27
20 1.6175 1.5312 0.0863 5.5% 0.0038 0.2% 33% False False 15
40 1.6503 1.5312 0.1191 7.6% 0.0023 0.1% 24% False False 8
60 1.6503 1.5312 0.1191 7.6% 0.0015 0.1% 24% False False 6
80 1.6503 1.5312 0.1191 7.6% 0.0011 0.1% 24% False False 5
100 1.6503 1.5312 0.1191 7.6% 0.0009 0.1% 24% 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 True
Bull Hook False
Stretch 0.0010
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.5745
2.618 1.5688
1.618 1.5653
1.000 1.5631
0.618 1.5618
HIGH 1.5596
0.618 1.5583
0.500 1.5579
0.382 1.5574
LOW 1.5561
0.618 1.5539
1.000 1.5526
1.618 1.5504
2.618 1.5469
4.250 1.5412
Fisher Pivots for day following 30-Sep-2011
Pivot 1 day 3 day
R1 1.5591 1.5600
PP 1.5585 1.5599
S1 1.5579 1.5598

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

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