CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 06-Oct-2011
Day Change Summary
Previous Current
05-Oct-2011 06-Oct-2011 Change Change % Previous Week
Open 1.5425 1.5474 0.0049 0.3% 1.5433
High 1.5456 1.5474 0.0018 0.1% 1.5668
Low 1.5378 1.5267 -0.0111 -0.7% 1.5433
Close 1.5448 1.5412 -0.0036 -0.2% 1.5597
Range 0.0078 0.0207 0.0129 165.4% 0.0235
ATR 0.0094 0.0102 0.0008 8.6% 0.0000
Volume 33 34 1 3.0% 74
Daily Pivots for day following 06-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.6005 1.5916 1.5526
R3 1.5798 1.5709 1.5469
R2 1.5591 1.5591 1.5450
R1 1.5502 1.5502 1.5431 1.5443
PP 1.5384 1.5384 1.5384 1.5355
S1 1.5295 1.5295 1.5393 1.5236
S2 1.5177 1.5177 1.5374
S3 1.4970 1.5088 1.5355
S4 1.4763 1.4881 1.5298
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 1.5596 1.5267 0.0329 2.1% 0.0104 0.7% 44% False True 19
10 1.5668 1.5267 0.0401 2.6% 0.0092 0.6% 36% False True 25
20 1.5837 1.5267 0.0570 3.7% 0.0062 0.4% 25% False True 19
40 1.6503 1.5267 0.1236 8.0% 0.0033 0.2% 12% False True 10
60 1.6503 1.5267 0.1236 8.0% 0.0023 0.1% 12% False True 7
80 1.6503 1.5267 0.1236 8.0% 0.0017 0.1% 12% False True 6
100 1.6503 1.5267 0.1236 8.0% 0.0014 0.1% 12% False True 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 110 trading days
Fibonacci Retracements and Extensions
4.250 1.6354
2.618 1.6016
1.618 1.5809
1.000 1.5681
0.618 1.5602
HIGH 1.5474
0.618 1.5395
0.500 1.5371
0.382 1.5346
LOW 1.5267
0.618 1.5139
1.000 1.5060
1.618 1.4932
2.618 1.4725
4.250 1.4387
Fisher Pivots for day following 06-Oct-2011
Pivot 1 day 3 day
R1 1.5398 1.5398
PP 1.5384 1.5384
S1 1.5371 1.5371

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

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