CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 13-Oct-2011
Day Change Summary
Previous Current
12-Oct-2011 13-Oct-2011 Change Change % Previous Week
Open 1.5645 1.5721 0.0076 0.5% 1.5547
High 1.5770 1.5740 -0.0030 -0.2% 1.5601
Low 1.5645 1.5655 0.0010 0.1% 1.5267
Close 1.5731 1.5747 0.0016 0.1% 1.5533
Range 0.0125 0.0085 -0.0040 -32.0% 0.0334
ATR 0.0115 0.0113 -0.0002 -1.9% 0.0000
Volume 3 125 122 4,066.7% 153
Daily Pivots for day following 13-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.5969 1.5943 1.5794
R3 1.5884 1.5858 1.5770
R2 1.5799 1.5799 1.5763
R1 1.5773 1.5773 1.5755 1.5786
PP 1.5714 1.5714 1.5714 1.5721
S1 1.5688 1.5688 1.5739 1.5701
S2 1.5629 1.5629 1.5731
S3 1.5544 1.5603 1.5724
S4 1.5459 1.5518 1.5700
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.6469 1.6335 1.5717
R3 1.6135 1.6001 1.5625
R2 1.5801 1.5801 1.5594
R1 1.5667 1.5667 1.5564 1.5567
PP 1.5467 1.5467 1.5467 1.5417
S1 1.5333 1.5333 1.5502 1.5233
S2 1.5133 1.5133 1.5472
S3 1.4799 1.4999 1.5441
S4 1.4465 1.4665 1.5349
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5770 1.5426 0.0344 2.2% 0.0114 0.7% 93% False False 63
10 1.5770 1.5267 0.0503 3.2% 0.0109 0.7% 95% False False 41
20 1.5770 1.5267 0.0503 3.2% 0.0091 0.6% 95% False False 34
40 1.6470 1.5267 0.1203 7.6% 0.0045 0.3% 40% False False 18
60 1.6503 1.5267 0.1236 7.8% 0.0033 0.2% 39% False False 12
80 1.6503 1.5267 0.1236 7.8% 0.0024 0.2% 39% False False 9
100 1.6503 1.5267 0.1236 7.8% 0.0020 0.1% 39% False False 8
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6101
2.618 1.5963
1.618 1.5878
1.000 1.5825
0.618 1.5793
HIGH 1.5740
0.618 1.5708
0.500 1.5698
0.382 1.5687
LOW 1.5655
0.618 1.5602
1.000 1.5570
1.618 1.5517
2.618 1.5432
4.250 1.5294
Fisher Pivots for day following 13-Oct-2011
Pivot 1 day 3 day
R1 1.5731 1.5727
PP 1.5714 1.5706
S1 1.5698 1.5686

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

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