CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 05-Oct-2011
Day Change Summary
Previous Current
04-Oct-2011 05-Oct-2011 Change Change % Previous Week
Open 1.5331 1.5425 0.0094 0.6% 1.5433
High 1.5459 1.5456 -0.0003 0.0% 1.5668
Low 1.5331 1.5378 0.0047 0.3% 1.5433
Close 1.5358 1.5448 0.0090 0.6% 1.5597
Range 0.0128 0.0078 -0.0050 -39.1% 0.0235
ATR 0.0094 0.0094 0.0000 0.3% 0.0000
Volume 19 33 14 73.7% 74
Daily Pivots for day following 05-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.5661 1.5633 1.5491
R3 1.5583 1.5555 1.5469
R2 1.5505 1.5505 1.5462
R1 1.5477 1.5477 1.5455 1.5491
PP 1.5427 1.5427 1.5427 1.5435
S1 1.5399 1.5399 1.5441 1.5413
S2 1.5349 1.5349 1.5434
S3 1.5271 1.5321 1.5427
S4 1.5193 1.5243 1.5405
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 1.5647 1.5331 0.0316 2.0% 0.0072 0.5% 37% False False 17
10 1.5668 1.5312 0.0356 2.3% 0.0078 0.5% 38% False False 27
20 1.6055 1.5312 0.0743 4.8% 0.0052 0.3% 18% False False 17
40 1.6503 1.5312 0.1191 7.7% 0.0028 0.2% 11% False False 10
60 1.6503 1.5312 0.1191 7.7% 0.0020 0.1% 11% False False 7
80 1.6503 1.5312 0.1191 7.7% 0.0015 0.1% 11% False False 5
100 1.6503 1.5312 0.1191 7.7% 0.0012 0.1% 11% False False 4
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5788
2.618 1.5660
1.618 1.5582
1.000 1.5534
0.618 1.5504
HIGH 1.5456
0.618 1.5426
0.500 1.5417
0.382 1.5408
LOW 1.5378
0.618 1.5330
1.000 1.5300
1.618 1.5252
2.618 1.5174
4.250 1.5047
Fisher Pivots for day following 05-Oct-2011
Pivot 1 day 3 day
R1 1.5438 1.5445
PP 1.5427 1.5442
S1 1.5417 1.5439

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

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